Back testing showing wrong data

Hello @Streak,

I have created simple strategy
for Entry:
prev n(close,-1,day) higher than opening range(open,min)

For Exit:
time is 15:15

When i backrest it from 10-Jan-2019 to 8-Feb-2019 it produce following result, It have generated 3 signals, Out of it 2nd single is wrong.

Trigger date Equity Buy/Sell Qty Price Cumulative P&L Trigger Type
1/29/2019 9:16 NSE_BIOCON BUY 100 645.65 0 EN
1/29/2019 15:15 NSE_BIOCON SELL -100 648.2 255 SO
** 1/31/2019 9:16 NSE_BIOCON BUY 100 648.65 255
** 1/31/2019 15:15 NSE_BIOCON SELL -100 647.25 115
2/1/2019 9:16 NSE_BIOCON BUY 100 649 115 EN
2/1/2019 15:15 NSE_BIOCON SELL -100 664.95 1710 SO

My question is
Why it took trade on 31st Jan?
Please let me know if you want additional details.

Buddy I got a feeling that you are going wrong somewhere because I am seeing perfect results when I backtest the same strategy. You can see my screenshot

1 Like

Thanks Buddy, when i retest it it seems working properly.
just wanted one more thing, is there any option that we can trail the stop loss ?

Hi @tejas

Backtest results are as expected, please write to our support[@] we will be happy to guide you.