why the back test report is sometimes not correct
please see this case



the starting balance is 100000 and the final equity is 711.92
but the report contained the following info
Start Balance: 100000.0
Final Balance: 100788.48

Account Statistics :
Total Profit/Loss: 788.48
Total Profit of all Trades: 2455.8
Total Loss of all Trades: -1405.86
Commissions in USD: : 261.46
Turnover in Millions: 11.7917
Profit Factor: 1.75
Expected Payoff: 136.43

Point Statistics :
Gross Points(Pips) Won: 78.0
Gross Points(Pips) Lost: -554.4
Net Profit/Loss in Points: -476.4

Equity Statistics :
Max. Equity: 102141.98
Min. Equity: 272.4
Absolute Drawdown: 99727.6(99.7%)

Position Statistics :
Positions Total: 18
Number of Long Positions: 2(11.0%)
Number of Short Positions: 16(88.0%)
Number of Profit Positions: 13(86.7%)
Number of Loss Positions: 2(13.3%)

Position Efficiency Statistics :
Long Profit trades amount, %: 1(50.0%)
Short Profit trades amount, %: 12(75.0%)
Maximum Pip Profit per Position: 29.6
Average Pip Profit per Position: 6.0
Minimum Pip Profit per Position: 19.0
Maximum Pip Loss per Position: -413.2
Average Pip Loss per Position: -277.2
Minimum Pip Loss per Position: -141.2

I think this cases happen when several margin cuts happen. Maybe the statistics of one stage mingles with the overall statistics. Waiting your reply

Hi,

Thanks for these information.
Could you please attach this strategy in vfs format so that we can test ?

Thx

this happen to me frequently when I backtest with ticks being the period and when several margin cuts happen
the tested strategy is the one here
https://www.dukascopy.com/strategyconte ... slamhammad
winner of January 2015 contest
tested during March 2016 period :Tick pair : eur/aud
thank you

Hi,

This is must probably related to the fact that in Visual Jforex the historical tester closes any open position at the end of the test while if you test in Jforex it keeps trades open (the one(s) not hit by any TP/SL or strategy command) at the end of the test.
If you have doubts on this you can double check the test result in Jforex platform.
Have you noticed the same behavior in other strategies as well ?

Thanks

I am sorry for late reply as I was making my article in article contest
I don't understand your answer logic
"equity" must always represent the real worth of the account
if you close all positions at the end of test ,I think equity should equal the final balance with a slight difference due to closure commissions
but here equity=711.92 and final balance=100788.48 and 99.7% drawdown ?
anyway I tested with same conditions in Jforex platform



as you see finish deposit is 320.02 and the open orders have total loss
this type of wrong or doubtful reports happens here and there with other strategies .
I have encountered another types of doubtful reports but this type happens more often
I can simply skip these cases but I try to be positive

Thanks for the additional information.
Following our tests, we found an issue related to the above results. We'll fix soon and keep you informed.