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Results - Summary yield funny numbers
http://www.smartquant.com/forums/viewtopic.php?f=61&t=11029
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Author:  eelofi [ Mon Dec 14, 2015 11:38 am ]
Post subject:  Results - Summary yield funny numbers

Hi,

it would be great if you guys would fix the funny numbers in the results - summary of OQ2013. They have been wrong for years already.

Attached an example. If the PnL is positive 2490, how can the annual return be -90% at the same time? And then the all trades vs long trades, same numbers, same about of the trades, except all trades PnL per trade is double to PnL per long trade. So which of these is correct?

Cheers,
Eelofi

Attachments:
OQ2013 funny numbers.jpg
OQ2013 funny numbers.jpg [ 53.46 KiB | Viewed 4969 times ]

Author:  skuvv [ Fri Dec 18, 2015 1:42 pm ]
Post subject:  Re: Results - Summary yield funny numbers

You mixed up OpenQuant3 and OpenQuant2014, at screenshot is OpenQuant3, click Help->About.
Negative Initial Value looks curious, I'm not sure that it common usage.
Try using positive Initial Value.

Author:  eelofi [ Sat Feb 27, 2016 8:59 pm ]
Post subject:  Re: Results - Summary yield funny numbers

Hi,

I still keep getting very strange numbers. Here are some examples. How is it possible that the "All Trades" numbers are different from "Long Trades" if there are only long trades?

These are from last weeks run. And I must admit I have trouble understanding from the numbers whether these strategies are profitable or not.

Cheers,
Eelofi

Attachments:
OQ3 funny numbers 4.jpg
OQ3 funny numbers 4.jpg [ 51.65 KiB | Viewed 4765 times ]
OQ3 funny numbers 3.jpg
OQ3 funny numbers 3.jpg [ 54.18 KiB | Viewed 4765 times ]
OQ3 funny numbers 2.jpg
OQ3 funny numbers 2.jpg [ 53.42 KiB | Viewed 4765 times ]

Author:  skuvv [ Mon Feb 29, 2016 9:57 am ]
Post subject:  Re: Results - Summary yield funny numbers

Hello eelofi.
I tried some of default strategy and they look properly.
Can you please send me example of strategy for reproducing similar results?

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