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In order to show you how enhanced system test reporting will look like,
I included a sample report which was automaticaly generated by
in-development version of AmiBroker 3.4.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
Web site: http://www.amibroker.com
Mailing list: amibroker@xxxx
Title: AmiBroker System Test Report
Performance for AMD
Total net profit:
413917.32
Total commissions paid:
30593.33
Return on account:
4139.17 %
Open position gain/loss
0.00
Buy-and-hold profit:
58499.82
Bars in test:
2705
Buy-and-hold % return:
585.00%
System to Buy-and-Hold index:
607.55%
Max. trade drawdown:
-56504.42
System drawdown:
-2530.64
Total number of trades:
26
Percent profitable:
50.0%
Number winning trades:
13
Number losing trades:
13
Profit of winners:
571112.53
Loss of losers:
-126601.88
Total # of bars in winners:
896
Total # of bars in losers:
300
Commissions paid in winners:
16036.89
Commissions paid in losers:
14556.44
Largest winning trade:
164699.02
Largest losing trade:
-37869.02
# of bars in largest winner:
48
# bars in largest loser:
15
Commission paid in largest winner:
3281.52
Commission paid in largest loser:
1471.93
Average winning trade:
43931.73
Average losing trade:
-9738.61
Avg. # of bars in winners:
68.9
Avg. # bars in losers:
23.1
Avg. commission paid in winner:
1233.61
Avg. commission paid in loser:
1119.73
Max consec. winners:
5
Max consec. losers:
3
Ratio avg win/avg loss:
4.51
Avg. trade (win & loss):
34193.13
Profit factor:
4.51
Trade list for Amd
Trade
Entry date
Exit date
Net Profit
Equity value
Long
90-09-18
90-10-04
-1363.55
8636.45
Long
90-11-13
91-05-03
13913.04
22549.49
Long
91-09-11
92-02-14
14049.01
36598.51
Long
92-08-03
92-12-21
33283.31
69881.82
Long
93-03-15
93-05-24
14340.46
84222.28
Long
93-08-04
93-09-15
5345.78
89568.06
Long
94-01-07
94-04-20
26504.68
116072.74
Long
94-06-13
94-06-17
-3750.87
112321.86
Long
94-08-16
94-09-12
-2998.67
109323.19
Long
94-12-01
94-12-09
-5893.41
103429.78
Long
95-01-06
95-03-02
6007.46
109437.24
Long
95-03-08
95-04-19
-3412.57
106024.68
Long
95-09-05
95-09-26
-15795.56
90229.12
Long
96-01-15
96-03-14
-2068.92
88160.20
Long
96-04-09
96-06-04
-1388.16
86772.04
Long
96-08-09
97-01-09
84038.70
170810.74
Long
97-01-20
97-02-10
-8374.90
162435.84
Long
97-08-19
97-09-09
-31282.49
131153.35
Long
98-01-09
98-05-14
47977.69
179131.04
Long
98-08-12
98-09-02
-39340.95
139790.09
Long
98-09-18
98-12-29
72883.96
212674.05
Long
99-04-29
99-07-22
-4392.39
208281.66
Long
99-08-11
99-09-28
-21095.90
187185.76
Long
99-11-03
00-01-04
67637.52
254823.28
Long
00-01-13
00-03-02
7676.55
262499.83
Long
00-03-13
00-05-19
161417.50
423917.32
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