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Questions & Answers / Re: Change of slot number does not change performance in the backtest
« Last post by admin on March 14, 2022, 10:49:14 am »CAGR might not differ much by just changing max slots. It depends on more things. Please read more about slots & money management in the manual in order to understand this perfectly: https://wiki.pairtradinglab.com/wiki/Pair_Trading_Lab_Portfolios
Look at this example:
10 max slots: https://www.pairtradinglab.com/portfolio_backtests/Yi9UHrYB2unsf33-
20 max slots: https://www.pairtradinglab.com/portfolio_backtests/Yi9U0oUW2S5Ou6Do
Focus on the Slot Usage chart...is it more clear now? Think more about relationship of max slots and amount of pairs in the portfolio. CAGR only changed a bit here.
Look at this example:
10 max slots: https://www.pairtradinglab.com/portfolio_backtests/Yi9UHrYB2unsf33-
20 max slots: https://www.pairtradinglab.com/portfolio_backtests/Yi9U0oUW2S5Ou6Do
Focus on the Slot Usage chart...is it more clear now? Think more about relationship of max slots and amount of pairs in the portfolio. CAGR only changed a bit here.