Annual Percentage Return and Net Profit don’t match?
5 replies
GACKT
7 years ago #115265
Hi,
Annual Percentage Return and Net Profit don’t seem to match? See attached screenshot.
Symbol is EURUSD. All settings in Data Manager are correct.
The test period is 2003-2010 for IS, 2010-2014 for OOS, so 7 years and 4 years.
Capital size is $5000, risk amount per trade is 0.5%.
Annual Percentage Return shows numbers like 70-80% in IS and 150-160% in OOS but Net Profit is $2000-3000 in both.
0.5% position size of 5000 capital starts with $250 position size and should become much more Net Profit with compounding.
What’s the deal?
tomas262
7 years ago #137894
Hello, need to verify this but seems as a bug
GACKT
7 years ago #137901
(Removed in retrospect because it was an embarrassing beginner question and didn’t add any value, haha)
tomas262
7 years ago #137911
It has been already reported. It seems there is a bug in % return calculation. It will be fixed with the new SQ
GACKT
7 years ago #138122
(Removed in retrospect because it was an embarrassing beginner question and didn’t add any value, haha)
tomas262
7 years ago #138150
Yes, NP is correct as soon as you have market specification set correctly
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