Currency backtest - only losses, no profits

[noincomenojobnoassets]

Hi guys,

strange problem here: When backtesting a strategy on a currency, every single trade is mistaken as a losing trade.

Here's a screenshot:


The same strategy works well in backtesting on futures - only currencies do not seem to work.

Any ideas?

Thanks,

noincome

[NinjaTrader_JoshP]

noincome,

Please try with SampleMACrossOver and see if the same occurs.

[noincomenojobnoassets]

Hi Josh,

Here you go - same problem.



Regards,
noincome

[NinjaTrader_JoshP]

What are your settings for the backtest? What are your pip settings?

[noincomenojobnoassets]

Data series -> Minute
Value -> 2

From -> 15.09.2009
To -> 14.10.2009
Exclude weekend -> false
Session begins/ends 00:00

Include commission -> True
Min. Bars Required -> 0

Fill Type -> Default
Slippage -> 0

Entries Per Direction -> 10
Entry Handling -> UniqueEntries
Exit on Close -> false

Set order quantity -> by strategy
TIF -> Gtc

[noincomenojobnoassets]

HAH!

Got it!

Commissions were set to USD 2 / 1 unit, which kind of takes the performance down a bit when trading 70.000 EUR at a time...

Thanks, Josh. You brought me onto the right path with the backtest settings

Regards,
noincome

[NinjaTrader_JoshP]

Glad you got it resolved.