Support Board

Date/Time: Mon, 06 May 2024 09:21:59 +0000

Post From: incorrect P/L in backtesting

[2013-07-31 18:36:30] Link To Thread - Link To Post [Go To First Post]
User76625 - Posts: 49
That's right, I remember reading that section in the past but I couldn't find it this morning. I use replay backtests as I'm using 10-min bars made up of 1-minute data, so bar based BT doesn't give accurate enough results. I was substituting the "Drawdown" column for profit and loss where the stop was hit at open the next morning, and it's probably more accurate than the P/L column, but I don't think that's accurate enough to rely on it.