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Calculation errors/discrepancies in the System Results

Posted By andreas_clenow 4 Years Ago
Posted Wednesday October 29 2014
I just noticed something odd. 

I ran a daily simulation with Trade Start Date October 1, 2014. Today is October 29 of the same year, and the data is available until yesterday, the 28th. I thereby get less than a month of actual trading, which is what I want.

In the System Summary tab, I see the net profit as -3.42% with a max drawdown of 8.59%. This is in-line with my expectations and perfectly fine.

Now I go to the System Breakdown tab and select period Monthly. Here's where the odd thing starts. I now see a return for October of -1.61% and a max DD of 9.39%.

The System Summary tab tells me that 31 trades were made, whereas the System Breakdown tab tells me 14 tabs. To add to the confusing, the Trade List tab shows 65 trades.

I tried attaching the system results, but the file is too large. About 23mb. It's a large sim... I'd be happy to upload the results file somewhere else if you'd like to take a look.


Posted Wednesday November 05 2014
Hi Andreas,

Can you re-run the system on RightEdge build 52, and then share the results file?  I'd suggest OneDrive for sharing the results file if you don't have any other preference.

Here is a post that explains what is probably part of the differences you are seeing for the number of trades:

If you want to look into the weird results in the System Breakdown yourself, you can take a look at the source code which I've made available here.

Posted Wednesday November 05 2014
Thanks, Daniel. I just installed build 52 and I can confirm that the same issue exists there.

I'm putting some screenshot and info here and send you the sysresult file directly. I took the easy route and emailed the file to you. Looks like it worked over email. Let me know if you didn't get the file, Daniel.

Some images are attached to illustrate the problem. They're all from the same simulation. As you can see, there are some discrepancies. The overall return differs on different tabs, and so does the number of trades.

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