Compare backtest results with other package

[graceyangfan]

Compared nautilus_trader ema_cross stratgy with vnpy(https://github.com/vnpy/vnpy)
symbol: ETH-USDT data_time:2022-6-1 to 2022-7-1 trade_time:2022-6-2 to 2022-7-1
commision_rate:0.0004 fill_rate =1 slippage=0
(1)nautilus trader version: latest develop
https://github.com/graceyangfan/nautilus_tutorial/blob/main/compare/nautilus/nautilus_trader.png
(2)vnpy
https://github.com/graceyangfan/nautilus_tutorial/blob/main/compare/vnpy/vnpy_result.jpeg

stratgy and other process files are in https://github.com/graceyangfan/nautilus_tutorial/tree/main/compare
would like to see other package backtest results

[cjdsellers]

Thanks for providing this @graceyangfan

I think for a reasonable comparison, we'd need the other platform to also be event driven rather than vectorized. There would still be many variables to nail down even from that point

[graceyangfan]

vnpy is event based, the biggest difference might be the order filled criterion,it perform directly on bars,I will do another test，because nautilus_trader have fixed several bugs，and my understandimg of total equal account money of nautilus_trader is wrong，it should be account money plus unrealized pnl @cjdsellers

[cjdsellers]

OK, understood. Your work here is very much appreciated! Please continue to share your findings 🙏