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David:
I'd like to chip in that I agree that this would be a useful
indicator.
Unfortunately, I have not had any ideas on how to solve your
problem. Perhaps Tomasz can help us out on a future product update.
Schildroth
--- In amibroker@xxxx, "David Holzgrefe" <dtholz@xxxx> wrote:
> Hi TJ and others,
>
> 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
>
>
>
> 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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