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Re: [amibroker] Backtest report



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Tony,
 
% profit columns shows ACTUAL PROFIT realised during 
trade.
 
% change shows ACTUAL CHANGE IN PRICE between exit and entry 
bar.
 
These two columns are almost NEVER equal.
 
For example if trade is short trade and % change is negative 
the % PROFIT is
POSITIVE. Also % profit involves commission (lowers profit), 
position sizing, etc.
 
(assuming stock mode - point value = 1 )
 
Profit = (SellPrice - BuyPrice) * Shares - Commission; 

 
%Profit = Profit / EquityAtEntry;
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Tony/Dianne 

  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">Amibroker Group 
  Sent: Sunday, March 30, 2003 3:26 
PM
  Subject: [amibroker] Backtest 
report
  
  Hello,
   
  I've attached a screenshot of the result of a 
  backtest.
   
  The list was sorted by profit % , descending.
   
  This is from the center of the report where the trade 
  results are supposedly about  zero.
   
  Look at the results that are highlighted with 
  arrows.
   
  Anyone have any idea on how this happens?
   
  Regards,
   
  Tony Send 
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