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The win rate is described as:
The ratio of the number of winning trades to the total number of trades
However, if I run a back test setting the starting cash to 15k I get a win rate that is different than if I set the starting cash to 5K even though the same exact trades are executed (where the lower starting cash had a lower win rate)?
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Alexandre Catarino
Without the details of your trades or the difference of the win rates, it is kind of hard to tell exactly what is going on. However, please note that the sum of all trading costs (fees and slippage) are not proportional to starting cash.
Iman Mohtashemi
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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