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37.991Net Profit

5.962Sharpe Ratio

0Alpha

496.581Beta

978235.597CAR

12.1Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

12Tradeable Dates

9Trades

0.013Treynor Ratio

0Win Rate

Jason started the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.

So clearly this doesn't add up, it thinks it's ordering BTCUSD for FAR cheaper than it...

Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.

And sorry for any fustration that's coming through, I've been spending days on something...

Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.

How do I simply get the raw amount of USD I have, no margin spending.Say I have $100 of USD and I...

Here is the full code that can be tested, I dont see what could possible be wrong with my code.

37.991Net Profit

5.962Sharpe Ratio

0Alpha

496.581Beta

978235.597CAR

12.1Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

12Tradeable Dates

9Trades

0.013Treynor Ratio

0Win Rate

Jason started the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.

So clearly this doesn't add up, it thinks it's ordering BTCUSD for FAR cheaper than it...

Portfolio.CashBook["USD"].AmountThank you, this does seem to be what I am looking for,...

And sorry for any fustration that's coming through, I've been spending days on something...

How do I simply get the raw amount of USD I have, no margin spending.Say I have $100 of USD and I...

Here is the full code that can be tested, I dont see what could possible be wrong with my code.

Thank you, but the problem still occurs. It still has growing buying power (my algo doesn't...

Bump. Please help, this problem makes all backtesting pointless.

Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.

Portfolio.CashBook["USD"].AmountThank you, this does seem to be what I am looking for,...

6 years ago