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Discrepancies between number of pips gained and number of $ made on backtest

Ben Scoobert
Oct 20 2016 at 21:19
276 Posts
I've recently downloaded the birt's 99% tick data for back testing and I've noticed a consistent discrepancy between the number of pips gained and the number of dollars made.

All trades are at 0.01 lots so 97.23 pips / $9.52 is incorrect, does the backtest factor in commissions and and carry fees?

Oct 20 2016 at 21:34
325 Posts
It does factor in comission and swaps yes.

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