Understanding my backtest results
Now your backtest is over, you can see the results that your algorithm produced.
- Single Backtest Report
At the end of your backtest you will have access to full details of each order placed during the test as well as a balance and equity graph. All this is available in the Results, Graph and Report tabs.
- Optimization Test
The optimization results can be found in Optimization Results tab. There you can see which were the best optimization settings (which values made the most profit, for example). The "On Tester result" column will show the On Tester 1 parameter (see below).
Some important notes:
- The NNFX Algo Tester Report is customizable. There are two different types of report: Basic (with the most important information) and Expert (with includes all the information collected during your backtest).
- You can choose which information is relevant to you through On Tester fields. The NNFX Algo Tester has 6 On Testers available and you can choose from 25 different parameters for each On Tester.
- The NNFX Algo Tester allows two ways to export the final report, "SHOW LINE TO COPY" and "EXPORT TO CSV FILE".
- The "SHOW LINE TO COPY" option allows you to easily copy all the results of the report to a spreadsheet. For this, the NNFX Algo Tester includes a COPY TO A SPREADSHEET line in the Journal tab at the end of the backtest. This can be copied directly and placed on any spreadsheet, such as "NNFX Algo Tester Results Spreadsheet".
- The "EXPORT TO CSV FILE" option allows you to put the name of the CSV file in the input "FILE TO EXPORT" if you wish. The values can then be copied to a spreadsheet. Alternatively, you can import the results into MSExcel or similar software. Note: If you use the same CSV file for different backtests the results will not be replaced but added according to the symbol used, and a combined report will be produced.
The created file will be found in the folder: MT4 Common folder/files/NNFX Algo Tester/Reports/
- In Optimizations, if a test fails (with STOP TESTER ON ERROR option set to "true") then the error number is shown in the On Tester column. This can happen when the test parameters are invalid. For example, the first input from the ASH indicator (Mode) only allows two different values (0 and 1); if you try to test with the input equal to 2 (INPUT_1=2) the test gives error number 921 (indicator error) and the value 921 is put in On Tester Result.