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Annual Percentage Return and Net Profit don’t match?

5 replies

GACKT

Customer, bbp_participant, community, 37 replies.

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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?

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #137894

Hello, need to verify this but seems as a bug

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GACKT

Customer, bbp_participant, community, 37 replies.

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7 years ago #137901

(Removed in retrospect because it was an embarrassing beginner question and didn’t add any value, haha)

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tomas262

Administrator, sq-ultimate, 2 replies.

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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

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GACKT

Customer, bbp_participant, community, 37 replies.

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7 years ago #138122

(Removed in retrospect because it was an embarrassing beginner question and didn’t add any value, haha)

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #138150

Yes, NP is correct as soon as you have market specification set correctly

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