Streak BackTest gives diff No. of Signals for diff SL%

While back testing a strategy, when I change the SL from 1% to 0.5%, why is the “Number of Signals” changing? Theoretically it should only change the numbers of Wins and Losses and the related values (including profit/loss etc.). As I am not changing the entry criteria, why is the number of signals changing?. Please correct this or explain the logic to me.


Hi @beherat

Streak generates an entry signal only when there are no open positions. So essentially the strategy can only have one open position on the scrip.

An entry(EN) is always followed by either Exit(EX), Target(TP), Stop Loss(SL) or Square Off(SO). When you are changing the TP or SL, it is affecting the strategy exit points. Because the SL has decreased, the strategy is exiting early and is taking another entry position when your entry condition is met.

If you increase the SL and TP, you will find that number of signals have decreased. That is because exit is taking more time. After the position is exited, the next entry will get generated as per the data.

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@Krishnendu Thanks a lot for the explanation. This was so simple logic, I didn’t mind it earlier.