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Possible recurring bug in backtest. 20% loss.

Can someone please help me explain this. Previously, i had a bug with brk-a, losing 80% of the portfolio. Here i was able to reproduce the possible bug with security ATRO.
What's going on? Please help. Thank you.

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5728fdaa39d1fd0f7e0222f0
There was a runtime error.
4 responses

Just bad data, missing split adjustment :

Oct 6, 2015  115: 100 Stock Split  

Vlad, Thanks for the reply. Indeed the split probably had something to do with it, but the split ratio doesn't account for money lost. I allocated $10,000 into the stock, and that $10k alone accounted somehow for $200k loss in capital.

and can someone please explain to me how the system could invoke a $200k buy on a $10k short sell order?

2015-10-06 - Buys $201,352.15(123 transactions)

Thanks for the report. We're looking into it and will report back with our findings.


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