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Date/Time: Fri, 26 Apr 2024 04:51:38 +0000

Post From: Question - Back Testing & Stops

[2013-06-07 21:53:27] Link To Thread - Link To Post [Go To First Post]
Richard Reyes - Posts: 98
I am doing some back testing (EUR/JPY) based on a seven (7) year period. It is an automated trading system (Excel) with my stops set at 60,000 Yen (about $595USD). After a back test is made, I go to the "Trade Activity Log" to review the data at the "Trade Statistics" tab. I am particularly concerned with a few of the line items such as "Maximum Drawdown" and "Largest Losing Trade". I watch the trades as they go through the 7 year period of back testing and I don't see anything out of the ordinary with the stops I have set up, but after the back testing is completed, I notice that the "Largest Losing Trade" is in the neighborhood of about $6,000USD to about $13,000USD - what happened to the $595USD stops? Again, I don't see anything out of the ordinary during the back testing, yet I wind up with such a large USD amount when completed. Please advise. Many Thanks