hey everybody,
I just compared two back tests with identical code, identical periods but totally different outcomes.
I am wondering what this may be due to.
Has something changed regarding the backtesting data, Q500 universe or might there be a problem with my code?
Backtest 30 2018-02-05 2003-01-04 to 2018-01-01 Minute $10,000,000 83.55%
Backtest 5 2018-01-16 2003-01-04 to 2018-01-03 Minute $10,000,000 220.95%
The two backtests have identical code.*
Thanks in advance for your help or suggestions
Marcel