Fredrik Johansson Edoff

@DavidG18278195 3 x Max Open Drawdown (portfolio) + (5 x Margin)

@EdoffFredrik Great job for the estimation of the initial deposit which formule do you use with the risk or with the drawdown.

NDQUSDc Portfolio001 – a well-composed collection of five algobots whose results merge into a thoughtfully designed portfolio. The focus here is on diversification, with each algorithm finely tuned to balance profit and loss. #MT5 #MetaTrader5 #StrategyQuant #SQX #Backtesting

Now the portfolio containing 5 NDQUSDc strategies has been running for three months on demo account. The return amounts to EUR 1,888.97. The initial deposit for the portfolio was estimated at a starting capital of EUR 2,664.

Feel free to share your thoughts and experiences! Perhaps you have a smarter calculation or a trick that could provide new perspectives. Let’s discuss and develop our methods together! 💡

Feel free to share your thoughts and experiences! Perhaps you have a smarter calculation or a trick that could provide new perspectives. Let’s discuss and develop our methods together! 💡

Do you use a similar method to mine – where I consider 3 x Max Open Drawdown + Margin for each algorithm – or do you have an entirely different strategy?

SPIUSDc Portfolio001 is a sophisticated collection of five algobots, carefully designed for optimal diversification and a well-balanced performance strategy. #MT5 #MetaTrader5 #StrategyQuant #SQX #Backtesting

This is a Forward Test on completely unseen data for these five algobots. Pure and unaltered testing under real market conditions. They have been running live since October 2024, now gathering invaluable data to prove their robustness and performance in live scenarios. 🚀

Det här är ett ForwardTest på helt osedd data för dessa fem algobotar. Bara ren och oförvanskad testning på marknadens verkliga villkor. De körs live sedan oktober 2024 och samlar nu in ovärderlig data för att bevisa sin robusthet och prestanda i skarpa lägen. 🚀

NDQUSDc Portfolio001 – en välkomponerad samling av fem algobots vars resultat smälter samman i en genomtänkt portfölj. Här ligger fokus på diversifiering, där varje algoritm har finjusterats för att balansera profit och loss.

By using the same data, you avoid misleading conclusions about a strategy's robustness and performance. This provides a solid foundation for validating and improving your strategies.

Compare Results: If results differ, analyze the root cause. Differences may arise from how the platforms handle limit and stop orders, price rounding, or the management of open positions at the end of a bar.

The significance of using identical data for backtesting in both SQX and MT5 is crucial for consistent results and reliability in trading strategies. #MT5 #MetaTrader5 #StrategyQuant #SQX #TradingSoftware #Backtesting