Backtesting results

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6 years ago #113907

Regarding the Quant Analyzer (or related backtesting software in the StrategyQuant software suite) backtesting results…


What analytical statistics are provided? For example, in specific time frames (hour day, week, year), the high and low values.
Can the software indicate, for a time period that I specify:
  – How many positions were opened/closed in profit or in loss?
  – How many positions were closed at a different value from the original order (slippage)? What was the amount of slippage?
Can the backtesting software simulate “Money Management” risk controls?



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6 years ago #131198

You should definitely try the trial version of Quant Analyzer 4 and see how many statistical function it contains. All above should be available in exact or similar fashion


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