Since I upgraded the latest version of WL about two months ago or so, the analysis calculations have changed. For example, if I run a develop a strategy and no trades are made it still says I made a profit.

Here is an example whereby I have one loosing trade yet I'm still making a profit.

Very strange....

QUOTE:

Strategy: LDL2
Author: Local
Created: 5/7/2007
Last Modified: 11/17/2007
Bar Scale: Daily
Data Range: 5 Years
Parameters: (0.94,1,3)
Data Applied: Symbol CTXS

Backtest Performance
Testing Mode: Portfolio Simulation
Starting Capital: $50,000.00
Position Size: 80% equity
Strategy Net Profit: $2,488.58
Buy and Hold: $11,820.51
Range Backtested: 6/17/2004 to 6/16/2009
Strategy Activation
Chart is Static (Strategy is not Active)
Current Trade Alerts: 1

Yet, the Performance Tab says:

QUOTE:

All Trades Long Trades Short Trades Buy & Hold
Starting Capital $50,000.00 $50,000.00 $50,000.00 $50,000.00
Ending Capital $52,488.58 $52,488.58 $52,548.71 $61,820.51
Net Profit $2,488.58 $2,488.58 $2,548.71 $11,820.51
Net Profit % 4.98% 4.98% 5.10% 23.64%
Annualized Gain % 0.98% 0.98% 1.00% 4.34%
Exposure 0.06% 0.06% 0.00% 526.41%
Total Commission ($31.29) ($31.29) $0.00 ($380.57)
Return on Cash $2,546.13 $2,546.13 $2,548.71 $0.00
Margin Interest Paid $0.00 $0.00 $0.00 ($340,106.26)
Dividends Received $0.00 $0.00 $0.00 $0.00

Number of Trades 1 1 0 1
Average Profit $2,488.58 $2,488.58 $0.00 $11,820.51
Average Profit % -0.16% -0.16% 0.00% 70.93%
Average Bars Held 2.00 2.00 0.00 1,258.00

Winning Trades 0 0 0 1
Win Rate 0.00% 0.00% 0.00% 100.00%
Gross Profit $0.00 $0.00 $0.00 $351,926.78
Average Profit $0.00 $0.00 $0.00 $351,926.78
Average Profit % 0.00% 0.00% 0.00% 70.93%
Average Bars Held 0.00 0.00 0.00 1,258.00
Max Consecutive Winners 0 0 0 1

Losing Trades 1 1 0 0
Loss Rate 100.00% 100.00% 0.00% 0.00%
Gross Loss ($57.55) ($57.55) $0.00 $0.00
Average Loss ($57.55) ($57.55) $0.00 $0.00
Average Loss % -0.16% -0.16% 0.00% 0.00%
Average Bars Held 2.00 2.00 0.00 0.00
Max Consecutive Losses 1 1 0 0

Maximum Drawdown ($159.69) ($159.69) $0.00 ($850,871.34)
Maximum Drawdown Date 10/19/2006 10/19/2006 6/17/2004 3/2/2009
Maximum Drawdown % -0.31% -0.31% 0.00% -190.34%
Maximum Drawdown % Date 10/19/2006 10/19/2006 6/16/2009 8/6/2004

Wealth-Lab Score 1,699.37 1,699.37 0.00 -0.74
Sharpe Ratio -0.79 -0.79 0.00 0.32
Profit Factor 0.00 0.00 0.00 Infinity
Recovery Factor 15.58 15.58 Infinity 0.01
Payoff Ratio 0.00 0.00 0.00 0.00

Uninstalled and reinstalled and still has the same issue. Using version WL v5.3.44.0

If I create a strategy from scratch using rules buy at market with the condition of the fisher indicator going above 1000 (so it never triggers a buy) I still make 2500 in profit without a actual "BUY".



Anyone else seen this?

-Derek

Interest on cash. Deselect it in Backtest Preferences if you don't want it.

That was it. Thanks Cone!

QUOTE:
Uninstalled and reinstalled and still has the same issue.

Just dropped by to note that despite the fact that the motto "reinstallation is harmless but useless" appeared in many places one way or another (at install time, on the forums, in the Wiki...), people are still trying to troubleshoot things by doing that. It's a waste of time: reinstallation is not going to affect user-created and configuration files.