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Date/Time: Wed, 08 May 2024 13:28:58 +0000



Post From: filling stop market orders

[2016-02-25 14:13:00]
wat - Posts: 67
What is most frustrating, i did 328 trades in backest, i have the same take profit and stop loss (f.e: GC 40 TP, SL 40) and i ve got very often higher gains and i ve got very often lower losts, BUT never higher loss than is SL 40 ticks. Backtest helps me in huge numbers ! U can see my screenshot. What s wrong ? I have no idea ...

See, if I did 20 more winning trades than losing trades, I would expect profit of more or less 8.000(in this spesific case, not deducting comissions). Backtest however shows profit of 15.338(cimmisions deducted).
This would mean the fills were HEAVILY influenced by volatility, but I doubt this would be such a high number.

Thank you guys
Date Time Of Last Edit: 2016-02-25 14:17:54
imageTrade statistics.png / V - Attached On 2016-02-25 14:11:42 UTC - Size: 84.77 KB - 266 views