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How about naming is MDDEP (Maximum Drawdown from an Equity Peak)?
----- Original Message -----
From: "Tomasz Janeczko" <tj@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 21, 2001 12:00 PM
Subject: [amibroker] Backtesting reports
> 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)
>
> - 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
>
>
>
>
>
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>
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