this story am I the pigeon or is it quantconnect?

In this story am I the pigeon or is it quantconnect?

I want to order a private jet by credit seeing this


does it happen to you often?

 

Turn it on live and find out

 

yes its the best way for knowing

 

did you include fees and slippage? add a slippage model and run it again and see if it still beats SPX

 

Yes moreover the fees make about 45% of the profit (enormously high).
no I did not integrate the slippage.
that could be the origin of the problem

 

Run the backtest again with the slippage integrated. Still a little strange that the fees would be so high. What kind of fees is that? But still even with the fees included, you are still earning $2+ million.

Let us know what the result is with the slippage integrated.

 

As for commissions, I used the Interactive broker fee model.
I have not put a slip model but I am currently implementing it.

I will post the results

 

and I read something that this is the most important part to take into account for a serious backtest