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Do we really have to read beyond the 99% DD ?
--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx>
wrote:
> oops posted it with the wrong commision setting, this is the
correct
> results.
>
> Heres some unrealistic results, notice just the maximum of 1 bar in
> each trade?
>
> this does not look forward,
>
>
> Settings
>
> Initial Equity: 10000 Periodicity/Positions: Daily/Long
> Commissions: 0.50 % Annual interest rate: 0.00%
> Range: All quotations Apply to: Filter
> Include Filter Exclude Filter
> Market Market 2 Market -
> Group - Group -
> Sector - Sector -
> Industry - Industry -
> Watch list - Watch list -
> Index - Index -
> Favourite - Favourite -
> Margin requirement: 100 Futures mode: No
> Def. round lot size: 0 Def. Tick Size 0
> Drawdowns based on: Open prices
> Long trades
> Buy price: Open Sell price: Close
> Buy delay: 1 Sell delay: 1
> Short trades
> Short price: Open Cover price: Close
> Short delay: 0 Cover delay: 0
> Stops
> Maximum loss: disabled Profit target: disabled
> Value: 10.00 Value: 0.00
> Exit at stop? no Exit at stop? no
>
> Trailing stop: disabled
> Value: 5.00
> Exit at stop? no
>
> Overall performance summary
>
> Total net profit: 435386029962461.50 Total commissions paid:
> 570998413641967.50
> Return on account: 435386029962.46 % Open position gain/loss
0.00
> Buy&Hold profit: 4778993.31 Bars (avg. days) in test: 3886 (2826)
> Buy&Hold % return: 4778.99% System to Buy&Hold index:
> 9110412936.82%
>
> Annual system % return: 1657.66% Annual B&H % return: 65.22%
>
> System drawdown: -6916.21 B&H drawdown: -9819.37
> Max. system drawdown: -1461830900834455.20 B&H max. drawdown: -
> 9551217.27
> Max. system % drawdown: -99.03% B&H max. % drawdown: -99.50%
> Max. trade drawdown: 0.00
> Max. trade % drawdown: 0.00%
> Trade drawdown: 0.00
>
> Total number of trades: 3876 Percent profitable: 42.0%
> Number winning trades: 1629 Number losing trades: 2247
> Profit of winners: 2836135265110655.50 Loss of losers: -
> 2400749235148194.00
> Total # of bars in winners: 1629 Total # of bars in losers: 2247
> Commissions paid in winners: 167088279661509.94 Commissions paid
in
> losers: 403910133980457.62
>
> Largest winning trade: 943794204576510.87 Largest losing trade: -
> 218430396946340.06
> # of bars in largest winner: 1 # bars in largest loser: 1
> Commission paid in largest winner: 10920364853326.89 Commission
> paid in largest loser: 8545321687191.45
>
> Average winning trade: 1741028400927.35 Average losing trade: -
> 1068424225700.13
> Avg. # of bars in winners: 1.0 Avg. # bars in losers: 1.0
> Avg. commission paid in winner: 102571074070.91 Avg. commission
> paid in loser: 179755288820.85
> Max consec. winners: 17 Max consec. losers: 17
>
> Bars out of the market: 20 Interest earned: 0.00
>
> Exposure: 99.5% Risk adjusted ann. return: 1666.24%
> Ratio avg win/avg loss: 1.63 Avg. trade (win & loss):
> 112328697100.74
> Profit factor: 1.18
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