Backtesting error......plz help solve this

[praveen5344]

I have MCX GOLD ieod data since Jan 2013 and I tried bactesting it with the Supertrend AFL........I am getting totally wrong bactesting report.......Even the trades that end in profit are shown as huge loss in the report......I've checked all the settings and I cant find where I am going wrong........Have a look at the screenshot that I posted which shows the error I m getting.......

The very first trade on 1st Jan 2013 which was Long at 30821 and exit at 30895 in which the call gave a profit of 74 points which when multiplied by the lot size i.e 100 gives a profit of +Rs7400 but the backtesting report is showing a loss of -116032

Settings I used:
Initial Equity : 1000000
Positions : Long and Short
Periodicity : 5mins
Futures Mode
Round Lot Size : 1
Commissions : 200 per trade
Margin : 30
I already defined the Gold lot size in Symbols > Information tab as Point value = 100

SuperTrend AFL is used with the settings as
FACTOR : 2
ATR Period : 11

Here is the data of GOLD i imported

I am posting all the data needed, can someone please point me where I am going wrong.

http://www.filedropper.com/gold-i

 

[trash]

Make pic of your Information window settings and upload project file. As it looks you are using pretty wrong settings.

 

[praveen5344]

Make pic of your Information window settings and upload project file. As it looks you are using pretty wrong settings.

Can u please tell me how to save the project file......

 

[praveen5344]

Make pic of your Information window settings and upload project file. As it looks you are using pretty wrong settings.

Here is the screenshot and the project file that u asked for.......hope this is useful to solve the problem.........

http://www.megafileupload.com/en/file/576354/Analysis1-apx.html

 

[trash]

Can u please tell me how to save the project file......

If Analysis window is opened then go to File>Save or File>Save as.

EDIT: The reason is that you have set 200 percent commission!

BTW the margin requirement per one contract is 30 Rs.??

You should also insert ticksize.

 

[praveen5344]

Margin required is set as 30%......

 

[praveen5344]

If Analysis window is opened then go to File>Save or File>Save as.

EDIT: The reason is that you have set 200 percent commission!

BTW the margin requirement per one contract is 30 Rs.??

You should also insert ticksize.

Thanks for pointing it out........I wanted to set Rs200 per trade

 

[trash]

Margin required is set as 30%......

If you insert +30 then it is not percentage but then it's currency value!
for example if you would trade SP500 emini and you insert 2000 then it means that margin requirement per one contract would be 2000 dollar.

You should insert -30 if you are after percentage margin.

 

[praveen5344]

If you insert +30 then it is not percentage but then it's currency value!
for example if you woulds trade SP500 emini and you inster 2000 then it means that margin requirement per one contract would be 2000 dollar.

You should insert -30 if you are after percentage margin.

Ok.....thanks


Btw do u have any idea on converting afl into dll....

 

[trash]

Btw do u have any idea on converting afl into dll....

Yeah sure.

But what for? Do you wanna sell a dll?