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Wierd Backtest Results
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Wierd Backtest Results
I just started working with multi contract strategies and i'm getting some wierd results from the strategy analyser. Sometimes when looking at the percent gain the number will be red but be positive, this seems to happen when there is a net loss in terms of points but a gain in terms of percent, which really doesn't make sense to me. After examining the results it seems that percent changes are not weighted according to the size of a trade. i.e a 1% gain on one contract is the same a as a 1% gain on 10 contracts. Is there any way to modify the strategy analyser settings so that %changes are weighted?Tags: None
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