Thanks for the reply! I think I've found the bug :). And another question about the "Summary of the backtest statistics", what's the difference between "Buy&Hold" and "S&P 500", I know "Buy&Hold" strategy, but how do you calculate "S&P 500" column? Really appreciate your time!
I'm currently using Norgate data and Sharadar Core US Equities Bundle.
But I've used free datasets such as Stooq and Yahoo Finance in the past.
The problem with free datasets is that the quality is extremely low.
They frequently forget to adjust for corporate actions, there are missing values, discontinuities, etc...
Thanks for the reply! I think I've found the bug :). And another question about the "Summary of the backtest statistics", what's the difference between "Buy&Hold" and "S&P 500", I know "Buy&Hold" strategy, but how do you calculate "S&P 500" column? Really appreciate your time!
Thanks! If the target asset is QQQ, for instance, Buy&Hold means B&H QQQ.
Cheers
Thanks for the explanation!