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Difference in results between account and report

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dimit

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5 years ago #114910

Hi to all

 

I am new to Quant Analyzer and I am still testing it and try to get accustomed to it.

 

I have noticed the following.  

On MT4 I see a loss in my account.  On a live signal monitoring the account I see also a loss.

On Quant analyzer I see profit.  (The report is based on the history of the account since opened).

Also the draw-down values are different as well as other values.

 

Why is that?

 

 

Since I thought that the differences maybe had to do with the fact that the account is currently running and trading, or with the fact that the report is only for a 2 day period (the account is new, but this should not affect the results), I have loaded a 10 year back testing result.

Some values were the same, some were different on the 2nd decimal (acceptable I suppose due to the rounding method used by MT4 and Analyzer which might be different) and some were totally different like the DD% the Average consecutive wins the Average consecutive losses.  

Please note the value of Average consecutive Total losses in the Analyzer. The difference is huge from the value of the MT4 backtesting report.  And this is a very simple calculation. The results should have been identical.  

 

Why all these differences?

 

 

 

 

 

 

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mabi

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5 years ago #135944

Hard to know but usually I found that it is because some trades are opened and closed intra bar. Here is a link describing this.

 

https://www.youtube.com/watch?v=ISgsISB16Uc

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dimit

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5 years ago #135949

Thx

 

MT4 does not have this option for LIBB.Also,most scalping EAs keep (the majority of the orders they place) in trade for just a few seconds. The minimum resolution of back testing in MT4 is 1M.

This guy describe exactly the same thing as you did mabi.

 

https://www.youtube.com/watch?v=BfqXO2-NzcM

 

So MT4 back-testing is very unreliable for Scalpers according to that.

 

 

 

To the Analyzer now.  As I understand it  imports data in the form of trades conducted. No pending orders no nothing.

Some statistics could be different since they might be calculated in a different way.  

But such basic differences (on a report of an actual account and not a back-testing report) as in Total Profit are very strange!!!

 

On the website it suggests to look at the Knowledge base.  This is very limited and I did not find much there except from the basics.

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tomas262

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5 years ago #135985

Hi Dimit, can you provide your MetaTrader report so I can test it on my side? There are some differences between how QA and MetaTrader calculates some stats but final results should match

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dimit

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5 years ago #136004

Hi Tomas

 

I will send 2 files by email since they are both larger than 2Mb. Both were downloaded from Account History at MT4.

In the FXCM account there are few differences the main of them being the draw-down and Max Consecutive losses and wins.

Also there is Net Profit and Total profit.  What is the difference in the Analyzer?  Total does not take into account the commissions of the broker? 

 

In the IC Markets there are more differences as you will see. 

The most striking one is the Profit. Total and Net is the same in the Analyzer and it is positive.  The actual account as you can is in the report shows losses and hence is negative.

 

Thx

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tomas262

Administrator, sq-ultimate, 684 replies.

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5 years ago #136008

Received that, thanks

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