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Backtest vs contest backtest results very different

The results of contest backtests seem to be different then using then running a backtest with the same dates independently, and by a large factor. I see there was a glitch months ago that caused the same error and I was wondering if it still may exist. Or it may be my commission and slippage settings which are:

set_slippage(slippage.VolumeShareSlippage(volume_limit=0.1, price_impact=0.0))  
set_commission(commission.PerShare(cost=0.001, min_trade_cost=0))

If the contest settings are different that would explain a lot, otherwise I am confused as to what the problem is.

2 responses

It's commission and slippage that are causing the problems, just delete those lines in your code and the results will be the same

Hi

Whats the difference between using the default transaction cost in the algo (removing the set_slippage and set_commission) vs bt.create_full_tear_sheet(round_trips = True) ?

Which one is better representative of after-transaction cost?

Thank you
L