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Backtest statistics
FXjuxe
 Post subject: Backtest statistics Post rating: 0   New post Posted: Wed 28 Mar, 2012, 00:46 
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Hi Support,

sorry for the dumb question, I'm quite new to JForex.
When backtesting a strategy in JForex client, a report is generated as a .html file.
I cannot find the basic statstics of this backtest, for example ProfitFactor, Number of Winning Trades etc.
Where do I have to look?
In case those statistics are not available, how can I compute them on my own after the test?
Could you give me as an example the calculation of the total number of trades after the test?

Thank you very much in advance and best regards,
Juergen
 
API Support
 Post subject: Re: Backtest statistics Post rating: 0   New post Posted: Wed 28 Mar, 2012, 08:16 
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Consider calculating the data in the onStop method of the strategy.
Get historical orders in the following way:
https://www.dukascopy.com/wiki/#Order_history
Get losing/winning trades in the following way (mind to change engine.getOrders() which gets all active orders to previousOrders from the previous example, which holds the historical orders):
https://www.dukascopy.com/wiki/#Order_Ma ... ing_orders
 
FXjuxe
 Post subject: Re: Backtest statistics Post rating: 0   New post Posted: Wed 28 Mar, 2012, 09:02 
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For the getOrdersHistory method, where can I get the two dates parameters from and to?
 
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 Post subject: Re: Backtest statistics Post rating: 0   New post Posted: Wed 28 Mar, 2012, 11:18 
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  1. Define two fields (between the class definition and onStart):
    long startTime;
    long endTime;
  2. in onStart set the startTime:
    startTime = history.getLastTick(Instrument.EURUSD);
  3. in onStop set the endTime:
    endTime = history.getLastTick(Instrument.EURUSD);
  4. then use the two as from and to parameters.
 
FXjuxe
 Post subject: Re: Backtest statistics Post rating: 0   New post Posted: Wed 28 Mar, 2012, 11:37 
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Ok thank you, this makes sense.
I was just curious about the custom period option in the historical tester and if those two dates could be obtained via class attributes somehow.
 
API Support
 Post subject: Re: Backtest statistics Post rating: 0   New post Posted: Wed 28 Mar, 2012, 11:44 
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FXjuxe wrote:
I was just curious about the custom period option in the historical tester and if those two dates could be obtained via class attributes somehow.
JForex API does not have access to data of Historical Tester application. If you are back-testing in Standalone JForex-API, then you can pass these settings from the back-testing program to the strategy. Consider making the both time fields public and then assigning them the values of dateFrom.getTime() and dateTo.getTime() of the following example:
https://www.dukascopy.com/wiki/index.php#Standalone_JForex_API/Testing_over_a_particular_historical_time_interval
 
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