Comment on Pi - Final Beta Release

Sukesh commented on 22 Jan 2015, 10:00 PM

Hi Nithin,

I was experimenting with the Back testing feature in Pi (Struggling with Codes 🙂 ).

When i run a back test i get a report with the details.

Could you clear a few doubts with regard to this:

1) What is ‘Percent Profit’ in this? How is this calculated? (I don’t think this will be ROI, because ROI depends on margin requirement & Back test tool does not know the margin requirements?)

2) I conducted the back test on 25000 1 Min candles (Approx about 12 days of Intraday data) & it shows there were total of 205 trades however Average number of trades per month shows as 208.
If there were 205 trades in about 12 days, number of trades per month should be approx around 400 rite?

3) What does it mean when there is a negative “Risk to Reward Ratio”?

4) I didn’t understand anything about the parameters between ‘Largest Loss’ & ‘Risk to Reward Ratio’ – Is there a blog/article which gives a clarity on these parameters?

Thanks
Sukesh

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