cTrader Optimisation / Backtesting Disparities

JakBodum

Following optimisation and application of all parameters I am experiences huge differences in the results for the same time period.

The backtesting results are polar opposite, from 145% profit in optimisation to a 100% loss in backtesting.

What is the cause of this?

Mike

You are probably not taking into account the spread in the backtest settings, I see you used 0.2 pips when its around 11

Please provide the following information.

The name of the product
Your cBot settings save and upload here as a file. help.
What are your backtest settings, the image below shows where you can get them.

JakBodum

Hi, thanks for response.

The product is ClickAlgo Smart Grid.
clickalgo-smart-grid-xageur-m3.cbotset
2kB

Mike

I get the same backtest results as you with a spread of 1, you have either not applied your optimisation parameters and saved them or using different backtest settings as your optimisation backtest settings, do the following.

optimise your cBot over a set start and end date with the backtest settings you wish to use with a spread of 1.
select the best pass and apply the settings, you can also save them and load again.
open the backtest application, set the same start and end dates, and set the same backtest settings you used with the optimisation.
run the backtest, the results should be identical.

You can also load the saved parameters into a new cbot instance.

if the results are not identical, contact spotware support as there will be an issue with the trading platform.

Pineapple

Hello,
I am having the same issue. I see multiple discussions about it for the last several years. I am learning the Ctrader system, and I downloaded the MacD RSI cBot to get started. I would really have liked a little more guidance on "Getting Started" with that particular bot. But having done lots of backtesting before, and watching multiple CTrader/ClickAlgo videos, I got the CTrader system more or less figured out. Straight out of the box, I changed nothing and played with the Backtester-Optimiser.
Optimise - Apply - Backtest without changing anything as Mike says above, should result in identical results.
But like many others, not for me. I will have another go paying more attention to the Spread issue Mike mentions above, but I would have thought not changing anything would not cause a problem. So that I can proceed, trusting the system, can you tell me which result should I believe? The Optimiser or the Backtester? I hope it is the Optimiser! The issues is not whether or not this is a bug, the issue is about carrying on and trusting CTrader one way or another, or finding out if I have missed something crucial. THANKS your help.