Back test results variation question?

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May 19, 2022 at 1:52 am #102215

RobertMontgomery
Participant

I feel like I’m missing something fundamental that I need someone to point out my error. When I run a backtest on the same file, same settings and change the start year from 2000 to 2010 I get drastically different results for the years 2010 to 2022. See the results table below.

Is this the result of a setting in Amibroker? I have repeated the backtest multiple times and get the same result.

May 19, 2022 at 2:04 am #114772

JulianCohen
Participant

I can’t see a result table on your post, but bear in mind the markets in those two decades were quite different. How is the result if you run 2000-2022?

May 19, 2022 at 2:13 am #114773

RobertMontgomery
Participant

sorry, I’m struggling to get the image to upload

I will keep trying, please let me know if you know what I should be clicking.

May 19, 2022 at 2:15 am #114774

RobertMontgomery
Participant

image test

May 19, 2022 at 2:33 am #114775

BenOsborn
Participant

Hi Rob,

Image still not coming through unfortunately.

If it is a longer term trend following system could it have something to do with some sort of start date bias? E.g. If you were running the test from 2000 to 2022, you are already going to have stocks in your portfolio rolling into 2010 so this will effect the make-up of your portfolio in the following years compared to if you just started from 2010.

May 19, 2022 at 5:40 am #114776

Nick Radge
Keymaster

Looks like there is an issue with the image uploading. Developer looking into it. Standby…
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