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Forums>StrategyQuant>Application Support>metrics calculation (SQX vs Quant analyzer 4)

  • #258274 |
    Participant
    32 Posts

    Hi !

    When try to export any strategy from SQX to QA4  my metrics are totaly different.

    for exemple, for the exactly same strategy i have a RET/DD ratio of 5.66 in SQX and 10,21 in QA4…

    it’s the same problem with sharpe ratio, in SQX i have 0,69 and in QA4 i have 0,1…

     

    what is the problem ? why i’ve not exactly the same backtest results ?

     

    thanks by advance !

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    #258280
    Participant
    32 Posts

    hi, thx for your fast response !

    unfortunately it’s not the problem… it’s right, i’ve made a mistake during my upload and 1405 trades is due to main data backtest + crosscheck ;)

    why are some numbers so different?
    and why doesn’t my backtest start on the same date?

    sorry for my poor english but i really thanks you for your help :)

     

     

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    #258352
    tomas262
    Administrator
    1826 Posts

    Hello,

    I have also found some differences that needs to be rather checked in QA. I have made a report to developers to check it

    As for the Ret/DD I get the same values if the initial deposit is set to the same value

    #258355
    Customer
    793 Posts

    settings in QA doesnt have impact on stats – QA is only a viewer

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    #258362
    Customer
    110 Posts

    Hi,

    The Ret/DD has always been the same between SQX and QA. Same as PF which it’s the main metric I use.

    On my Pre-SQ time I always used Sharpe Ratio, but I remember that its calculation has always been a mess, I think there was a bug opened long time ago because of that. Never knew which result was the good one so I jumped to PF

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