Overview and Back-testing

Modified on Mon, 12 Aug 2019 at 06:21 AM

The first tab after opening a strategy is the Strategy Overview Window. This window demonstrates back-testing results for the applied strategy using the specified instrument and time frame selected on the active chart.

Back-testing is done against bars data: high, low, open, close, volume for the related instruments and time frames used for testing. However ignores the price movement within each bar. The back-testing interval differs depending on the time-frame tested. For example on a 1 min bar it tests back to 30 days, on the daily bars it tests back to 10 years. We are working hard to increase tested intervals for all time-frames.

In addition to the performance charts there are common back-testing statistic parameters:

  • Net profit: Realized and Unrealized profit of all trades executed by the strategy during tested period including account commission settings
  • Total deals: Total number of deals executed by the strategy during tested period.
  • % profitable: % of profitable deals
  • Profit factor: Sum of all positive trades divided by sum of all negative trades.
  • Max draw-down: Maximum available loss of the strategy during tested period.
  • Av. per deal: Average profit per one trade.

Button EXPORT CSV allows to export backtest results into CSV file.

To change the instrument and time-frame for tested strategy must proceed to change your chart or select another instrument from your watch-list.

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