Why 3 results for CAGR on Study page??

[Trevor Carvey]

Another question for you please..... so when i run ONE backtest and look at the Study page it shows the chart for Equities – one for Ratio and one for Residual.  BUT, why are there 3 lines on here  - one each for  Best CAGR, Worst CAGR and Median CAGR ?  I only ran ONE backtest and why am i seeing 3 results? I would expect that when i run one backtest the results are the results are the results - are there multiple 'models' running here behind the scenes and then i have to pick one of them ?  this really is not intuitive at all im afraid .

Thanks

[admin]

Hello Trevor,

it is like that:

• Backtest function = single backtest is performed
• Study = multiple backtests (hundreds) are performed and plotted

Study is there so you can see how the pair behaves for multiple models and settings.

Please mind that the whole "Study" feature is now kind of deprecated and to be replaced by the "Pair Analysis" which already does the same for all available models + it has more analyses like cointegration, etc...

Karel