0-Second Trades and Invalid Data

Hello,

I am reaching out for assistance regarding a significant discrepancy in backtesting data and trade results while using SQX. All backtested strategies consistently display unrealistic results, specifically:

Trades are shown as ending in 0 seconds.

The Close Prices are abnormally high or low, indicating invalid backtesting.

📋 Details

1. Abnormal Trade Results

Trade Duration: The duration for most trades is consistently displayed as 0 seconds.

Close Price: The Close Prices appear as unrealistic or aberrant values, suggesting a critical failure in the backtesting process. (See attached screenshots for examples).

2. Data Integrity Issue and Retries

Data Source/Type: I have attempted backtesting using both Tick Data and M1 Data, and tested across various instruments. The result remains the same.

Database Reset: Suspecting data corruption, I deleted the entire database within SQX and then re-downloaded and re-imported all data from scratch.

Result: The issue persists even after a complete data reset and re-download.

3. Account and Lot Settings

Account Size: $10,000 USD

Trading Lot (Fixed Lot): 1.0 (Fixed Lot)

Observation: Despite these standard settings, the backtest results show unrealistic P/L and pricing data.

It is unclear whether this problem stems from the data feed itself, or if it relates to the SQX backtester engine settings or internal parameters.

Has anyone experienced this specific issue of 0-second trades and abnormal Close Prices?

Are there specific settings that might be incorrectly configured and could affect the backtest accuracy in this manner?

Attached files include screenshots of the problematic trade results and data settings. Any advice or guidance would be greatly appreciated.

Thank you!

Please send more information with screenshot to support email [email protected]