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Im still trying to find a way to see what my total equity drawing would be required to trade a system
How many position are open at one time ?
To get a greater understanding of what im after in order to trade a system successfully you need to take every trade signaled by the system .
Max. trade drawdown:-2781.71 System drawdown:-3480.37
These figures take from the report don't tell as the system is passed on 10k trades
I assume they represent the drawdowns (losses) on a trade /s
The attached file shows it to be a viable system (with current backtesting still progressing)
Does someone have an idea how I could export the results to a spread sheet for further analysisng ?
Now before someone tells me to hit the export button :) What I realy need is how to format excel to create a
report that tells me the maxium number of open trades ..
Hmm maybe it could be done with the explored function ?
I dont know if anyone here trades systems but it would seem the its critical to know within reason how much equity the system requires before trading it ?
Thanks David
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<DIV><FONT face=Arial size=2>Hi TJ and others,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Im still trying to find a way to see what my total
equity drawing would be required to trade a system </FONT></DIV>
<DIV><FONT face=Arial size=2>How many position are open at one time
?</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>To get a greater understanding of what im after in
order to trade a system successfully you need to take every trade signaled by
the system .</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT size=2>
<P>Max. trade drawdown:-2781.71 System drawdown:-3480.37 </P>
<P></FONT><FONT size=3>These figures take from the report don't tell as the
system is passed on 10k trades </FONT></P>
<P>I assume they represent the drawdowns (losses) on a trade /s </P></DIV>
<DIV><FONT face=Arial size=2>The attached file shows it to be a viable system
(with current backtesting still progressing)</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Does someone have an idea how I could export the
results to a spread sheet for further analysisng ?</FONT></DIV>
<DIV><FONT face=Arial size=2>Now before someone tells me to hit the export
button :) What I realy need is how to format excel to create a </FONT></DIV>
<DIV><FONT face=Arial size=2>report that tells me the maxium number of open
trades ..</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Hmm maybe it could be done with the explored
function ?</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I dont know if anyone here trades systems but it
would seem the its critical to know within reason how much equity the system
requires before trading it ? </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Thanks David </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV></BODY></HTML>
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AmiBroker System Test ReportOverall performance summary
Total net profit:160315.06 Total commissions paid:6144.00
Return on account:18.22 % Open position gain/loss0.00
Buy-and-hold profit:352017.53 Bars in test:11513
Buy-and-hold % return:40.00% System to Buy-and-Hold index:-54.46%
Max. trade drawdown:-2781.71 System drawdown:-3480.37
Total number of trades:192 Percent profitable:62.0%
Number winning trades:119 Number losing trades:73
Profit of winners:207415.06 Loss of losers:-40956.00
Total # of bars in winners:4667 Total # of bars in losers:828
Commissions paid in winners:3808.00 Commissions paid in losers:2336.00
Largest winning trade:17446.81 Largest losing trade:-2347.07
# of bars in largest winner:58 # bars in largest loser:7
Commission paid in largest winner:32.00 Commission paid in largest
loser:32.00
Average winning trade:1742.98 Average losing trade:-561.04
Avg. # of bars in winners:39.2 Avg. # bars in losers:11.3
Avg. commission paid in winner:32.00 Avg. commission paid in loser:32.00
Max consec. winners:2 Max consec. losers:3
Ratio avg win/avg loss:3.11 Avg. trade (win & loss):866.97
Profit factor:5.06
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