Aeromir Futures Forums

Hi, I just purchased a subscription. I downloaded the Strategy Portfolio as directed. I also then downloaded the templates etc.
I then started running some back tests in the strategy analyzer. It would give me great confidence in what I have just purchased if I could duplicate something that resembles the results as shown on the website.
My first question is should I be using tick replay or not? my experience tells me that the most accurate back testing and strategy results usually require tick replay? I understand that strategies can be written in many different ways, but some direction here would be useful please? My results vary greatly from strategy to strategy with / without tick replay. 
My NT8 is set to EST, and to keep it easy I am just testing from July 1 2025.
I realized that I also needed to upload the trades to the Portfolio Analyzer and apply a moving average etc. as this has typically been applied to the results etc.
See below for the results I am getting as opposed to the results that I should be able to duplicate within 10% or so, as quoted in another thread.
I also deleted all my data and started again from scratch.
I would really appreciate any help or feedback that will get me closer to duplicating same results.
If I put all my results together I get $5847 vs $19899 off the website results.
OK, I just realized 2 of the strategies may not have enough trades to apply the MA properly, fair enough. But interestingly with goldilocks I get 89 vs 88 trades after appyiing the MA, but then I get -$340 vs $5374.
Any help or suggestions would be appreciated.
Thanks.
Just ran the whole YTD, I get $25986 vs $60447? Am I missing something??







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Breakout Guardian doesn't seem right? The others have an upward trajectory whereas this one seems off?

This backtest Error is known - see in the other Thread. We wait until a respond from Tom yet...
I recomend to take the version 1.0.9 of BG, this one works fine. Sometimes he opens Trades imediately after TP, so u have to have an eye on it while running.

Hi Michael.
Thankyou. I installed the earlier version and can now get the same results or close enough.
However, when I upload .csv files and test with the MA's there appears to be a problem.
My tests unfiltered match the unfiltered tests off the website, well almost, I seem to have a larger number of trades.
When I apply the MA's to my tests it like it move the wrong way? Instead of increasing the return and decreasing the draw down. it goes the other way. See below. Does anybody else see this error? Probably just my data.
If I filter at 25 for example it decreases the return, and the draw down doesn't resemble the same as per the website results.
Probably as close as I am going to get. However, it is keeping the draw downs to min. that is more important when using funded accounts.
Would be terribly frustrating to get 6-9 months in and hit a max draw down and have to start again.

Hi Paul

I dont use the new Portfolio analyser yet. Also i dont use the SMA Filter. I recomend a forward test with the SIM or small Props and take then (maybe after a week or two) a look to your live results and the Results on the website.

I do since 2 Month and they are nearly the same. So u can start with a small contract size. I personally use the sim account for all Bots and copy with replicanto to my prefered (live and Prop) accounts with Ratio. 

I will highly recomend to start for Live:
- MES (Breakout Guardian)
- CL (Direction Momentum)

For Props:
- only MES (Breakout Guardian)
- MGC (Goldilocks) you will have a hard time if he is on a loosing streak
- CL would be great but as you see in the backtest, the DAY END do not work. so the trade goes until Session end (not good for most Props)

Thats a strong setup, hope it helps for the moment. 

Cheers
Michael

Did you try Market Replay tests yet? This is as close to live as possible. I don't trust Strategy Analyzer results at all.

No, i dont... i prefer forward testing... and with the "old" versions it looks good so far

I see the usual stuff happening with strategies that do not run at tick level. I have 2 winning trades this week, but the unfiltered results show 3 losing trades... I haven't checked market replay.