[EquisMetaStock Group] System Tester - Screwy Results [4 Attachments]

[Pete Lieber <plieber@xxxxxxxxxxxxxx>]

[Attachment(s) from Pete Lieber included below]

I just back-tested a day trading system on 5-minute bars of the S&P 500 from November 1997 to December 1999.  The system's Summary (see 1st graphic) shows a loss of 1180 S&P points with only 1 profitable trade out of 86 trades.

Yet, the system's Orders page (see 2nd graphic) shows a profit on the first several trades.  In fact, when I transferred the system's Orders page to a spreadsheet I got a completely different result (see 3rd graphic).  As you'll see the system actually gained 195 S&P points with 49 winning trades versus 37 losing trades.

The 4th graphic is a screen shot capture of the system's first trade.  It's obviously is a profitable trade, but if you look at the equity curve it's showing a loss!!!??

Has anyone had an experience like this?  Does anyone have a fix?

Attachment(s) from Pete Lieber

4 of 4 Photo(s)

SP-500 System Summary 111297.gif

SP-500 Orders 111297.gif

SP-500 Excel Totals 111297.gif

SP-500 5-minute 111297.gif

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