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MC Portfolio Backtester - DD
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MC Portfolio Backtester - DD

  #1 (permalink)
Trading for Fun
turin italy
 
Futures Experience: Advanced
Platform: metatrader multichart
Favorite Futures: futures
 
Posts: 96 since May 2013
Thanks: 43 given, 4 received

MC Portfolio Backtester - DD

Hello all,

anyone have tryed to test with excel the accuracy of MC portfolio backtester ? The DD calculation is correct for you ? and the others indexes ?

Regards
No Erocla

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  #2 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,532 since Apr 2013
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Forum Reputation: Legendary

No Erocla,

I have checked some metrics and found them to be correct. One thing I noted though is that the performance related reserved words from time to time can't access the latest results where the report can. This will lead to some discrepancies. Multicharts is aware of this and I hope it will fixed at some point in MC 9.

Regards,
ABCTG

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