Running tests with growing "starting equity", mar keep going down.
I cannot undestand the reason.
Ps not only with over optimized suites.
more money, worst mar
more money, worst mar
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- starting eqt.jpg (57.73 KiB) Viewed 4109 times
It seems that you have run the starting equity from $8m to $100m in increments of $1m. How many trades are there at the $8m level ? If the number is less than 28145 then this means that you would have had insufficient equity in your account to take all entry signals at the $8m level.
The fact that performance appears to deteriorate with increasing starting equity is likely due to those missed trades being poor performing trades. Since the higher starting equity values of closer to $100m would have accepted all trades, including the filtered non-performing trades at lower starting equity levels, performance is lower the higher your starting equity is.
Which is why it is good to test all your systems with a very high starting equity ($100m plus) to ensure that your theoretical returns are not being adversely impacted by an issue such as insufficient starting equity.
The fact that performance appears to deteriorate with increasing starting equity is likely due to those missed trades being poor performing trades. Since the higher starting equity values of closer to $100m would have accepted all trades, including the filtered non-performing trades at lower starting equity levels, performance is lower the higher your starting equity is.
Which is why it is good to test all your systems with a very high starting equity ($100m plus) to ensure that your theoretical returns are not being adversely impacted by an issue such as insufficient starting equity.
It definitely is surprising and I'm not sure what is the cause.
I experimented with the settings on the Global Parameters tab for about 20 minutes, and was able to get a slightly similar behavior: picture below. Perhaps you might find the cause of your anomaly if you ran a simulation with Global Parameter #1 set at "zero" and another simulation with Global Parameter #1 set at "(your value)".
Then set GP #1 back to (your value) and run a simulation with Global Parameter #2 set at "zero", followed by another simulation with Global Parameter #2 set at "(your value)".
Repeat for each of the Global Parameters.
That's what I did, to get the picture below.
I experimented with the settings on the Global Parameters tab for about 20 minutes, and was able to get a slightly similar behavior: picture below. Perhaps you might find the cause of your anomaly if you ran a simulation with Global Parameter #1 set at "zero" and another simulation with Global Parameter #1 set at "(your value)".
Then set GP #1 back to (your value) and run a simulation with Global Parameter #2 set at "zero", followed by another simulation with Global Parameter #2 set at "(your value)".
Repeat for each of the Global Parameters.
That's what I did, to get the picture below.
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- Experiments with Global Parameter setting
- getsworse.png (33.99 KiB) Viewed 3997 times