Different results applying the same code

Quant Trading Strategies & Ideas
1

Course Name: Event Driven Trading Strategies, Section No: 12, Unit No: 12, Unit type: Notebook

Hello, in this notebook I'm having different results applying the same rules to this strategy. I've replicated the code, however the cumulative returns is different because in my notebook the backtests took 15 trades more at the beginning of the backtest that your notebook. Please check it:

 

2 
| Stats Name            |   Strategy |
|-----------------------+------------|
| Strategy Returns      |   619.823  |
| CAGR                  |    24.2132 |
| Maximum Drawdown      |   -18.6975 |
| CAGR/Maximum Drawdown |     1.295  |

Mine: 
| Stats Name             |   Estrategia |
|------------------------+--------------|
| Retornos de estrategia |   453.486    |
| CAGR                   |    20.679    |
| Maximum Drawdown       |   -24.3661   |
| CAGR/Maximum Drawdown  |     0.848676 |


All the code is exact to the course, except the block I'm showing you in the two first screenshots. Why is this? All the rules are applied correctly, why this difference?
3

Hello Daniel,



Usually, all things remaining the same, you should get the same result. IS it possible that the backtesting time period is different than the one in the course? 



Also, can you share the notebook with us at quantra@quantinsti.com for us to understand the difference in the results.



Thanks.

4

The backtest period is exactly the same: the entire dataset.



I've sent my notebook to you at the email quantra@quantinsti.com. Thanks!

5

Hi Daniel,



Thanks for sharing the notebook. We will check the same and get back.

6

Hi Daniel,



This query was resolved on email. If you have any other doubts, please let us know.