Distorted equity curve
Author: akardar1
Creation Date: 8/10/2011 2:58 PM
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akardar1

#1

8/10/2011 2:58 PM

Hi All,

I am backtesting a system in intraday tick bars (250).
It shows normal results in raw profit mode, but a completely distorded equity curve when using Max Percent Risk pos sizer and RiskStopLevel.

Please have a look at the pics on the link below for an example:

https://www.dropbox.com/gallery/10977205/1/WL?h=8ac5ac#gallery:0

Has anyone experienced this before?
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Eugene

#2

8/10/2011 3:17 PM

Unzoom the chart.
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