problems backtesting

General discussion about the Tickstory Lite software package.
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christian656
Posts: 1
Joined: Tue Jan 23, 2024 4:35 pm

problems backtesting

Post by christian656 »

If I do a 5-year backtest ( 2019 to 2023) I get different results from doing 5 ( one backtest for each year, one for 2019, one for 2020, one for 2021, one for 2022, and one for 2023) has anyone experienced something similar?

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: problems backtesting

Post by tickstory »

Hi Christian,

That's possible depending on how your EA is trading. You should check the first and last trade of the years to understand whether the discrepancies are due to trades being carried over each year and changing your results.

Hope this helps.

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