Comparing performance measures obtained using back test in excel and the one provided by Quantopian I found out that they are quite different (especially Sharpe, Sortino, and information ratios).
So I have a question which values of the portfolio is used by the system?
I tried values obtained every morning using
before_trading_start function, and another values were taken at the end of each day (if trade-bar time is 16:00 than print portfolio value).
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