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Re: Backtesting reports



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--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Hello,
> 
> I would like to ask you:
> What additional back-testing statistics would you like to see in 
AmiBroker?
> 
> Please give me your suggestions with the description.
> 
> For version 3.64 already included are:
> 
> - Annual system percentage profit
> - Annual B&H percentage profit
> 
> - Maximum drawback calculated from maximum equity value
> to the minimum equity value 
> (BTW: How to name this one? I have no idea)
> (note this is different from current max. drawback calculation 
which
> computes max. equity dip from the trade entry)


Maximum drawdown or Sweeney of TASC mag calls something very similar 
maximum adverse excursion. 


> 
> - Bars out of market
> 
> I have got already some of your earlier suggestions
> but anyone has something more?
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com