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.
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.
Re: Zorro Backtest Result - Contradiction
[Re: danatrader]
#480208 05/26/2016:1205/26/2016:12
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?