Diagnosing a Backtest Bankruptcy Warning Despite Positive Trade Exits

Summary

This forum post raises a backtesting problem: a simple EMA20 strategy on TQQQ reports that account funds fell to zero or below, preventing the platform from calculating performance statistics. The trader questions the warning because the listed trade entries and exits do not appear to show a loss large enough to explain it. The post includes a sequence of dated long entries and exits, with prices and quantities, as well as the backtest log.

The log also reports that historical data loading and replay completed, daily mark-to-market profit and loss was calculated, and a separate request to download TQQQ data failed because a data service was not configured. The post does not include an answer or establish the cause of the bankruptcy warning. It therefore serves as a troubleshooting case rather than a confirmed explanation. The trade list alone may not reveal the account-level assumptions or calculations behind the statistic, and the available information is insufficient to determine whether the issue is data configuration, backtest settings, or accounting behavior.

Key ideas

• An EMA20 backtest on TQQQ produced a bankruptcy warning that the poster could not reconcile with the trade list.
• The log shows that historical replay and daily mark-to-market calculations completed.
• A separate historical-data download failed because a data service was not configured.
• The post contains no confirmed diagnosis, so the cause cannot be inferred from the supplied records alone.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.