ww58
- ago
If we take the latest published strategy "RSI-2 TP, NBars, ATR, RSI2-Weighted" as an example, using the same settings with slippage and commissions turned off, and the same dataset, I get 4.47% in the program for 2024, but 9.34% on the website. The final CAGR is also different. This happens with most strategies. Why?
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Glitch8
 ( 8.11% )
- ago
#1
You're probably not using the Dynamic DataSet on the web site backtest but are in the WL8 backtest.
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ww58
- ago
#2
I use DOW Dynamic on the website and WD Dow in the program
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Glitch8
 ( 8.11% )
- ago
#3
I'm not sure then, when I do it the results are off slightly (less than 1%).
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ww58
- ago
#4
I deleted the settings file and the wealth-data folder, then restarted the program to test it from scratch. Still getting different values. Curious to see what results other users are getting, because other strategies' profitability may differ even by several times
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ww58
- ago
#5
Another example with the OneNight strategy. It seems the website backtest shows unrealistic returns, while the results in the program are closer to real-world performance. There’s no way such a strategy can generate a 110% CAGR with only a 26% drawdown.
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