Zorro Backtest Result - Contradiction

Posted By: danatrader

Zorro Backtest Result - Contradiction - 05/16/20 11:48

Can someone please explain me what I do wrong here?

Backtest shows overview seems to be contradicting itself.

Attached picture all-green.png
Attached picture not-so-green.png
Posted By: AndrewAMD

Re: Zorro Backtest Result - Contradiction - 05/16/20 12:00

An overall loss of pips in a trading system does not imply an overall loss of dollars.
Posted By: danatrader

Re: Zorro Backtest Result - Contradiction - 05/16/20 17:53

Sound like an oxymoron.
I just don't fully get it.
Posted By: AndrewAMD

Re: Zorro Backtest Result - Contradiction - 05/16/20 20:56

Some pips are more valuable than others. Some pips have had larger positions allocated to them than others. A pip in Asset A is more valuable than a pip in Asset B.

I don't think this is a very useful metric - it's remotely helpful only if you're trading exactly one lot of one asset for the entirety of the backtest.
Posted By: danatrader

Re: Zorro Backtest Result - Contradiction - 05/17/20 08:08

Thank you, now it makes perfectly sense, yes, there is dynamic position allocation within the trade logic.
So I will remove that for devloping and add it only at the end.
Posted By: onoff

Re: Zorro Backtest Result - Contradiction - 05/26/20 16:12

Originally Posted by danatrader
Thank you, now it makes perfectly sense, yes, there is dynamic position allocation within the trade logic.
So I will remove that for devloping and add it only at the end.


isn't changing MM post-backtesting going to change the strategy itself as a whole?
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