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PRT Enhancement request - Additional Backtest statistics


Stef

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Hi All,

 

I think it makes sense to add the monthly and yearly profit or loss, similar to the table below, to the already displayed statistics for backtests and auto-trading systems.

 

Not only is it easy to see the profit and loss per month and per year, it also allows you to easily see consecutive loss making months.

 

Any thoughts or comments?

 

Regards

Stef

 

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Hi 

 

Thanks for putting that together as I can see the point you are making. One of the most important elements to a backtest is the metrics that it can offer as to a strategies performance. With that in mind I have contacted the ProRealTime team with your ideas on what can be done to improve the backtesting function. 

 

I do hope that helps and as always please do keep those ideas coming!

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