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But I don't know how you tell anything running "portfolios" of stocks
or mf's through AB without an extra tool ... hint, hint.
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> Fred got my curiosity up. I've never been inclined to backtest
against
> Mutual Funds before... so I did a HeadsUp test against my Mutual
Fund
> Database. Same backtest period as the stock backtest.
>
> Results:
>
> LONG
> First Trade Jan 2 2003
> Last Trade Jun 5 2003
> Days in Test 154
>
> Trades
21,582
> % Profitable 75.86%
> Net P/L
2,276,658
> Rate of Annual Return 21.79%
>
> Avg Profit / Winner 168
> Avg Days Held - Winners
31
> Avg Loss / Loser 90
> Avg Days Held - Losers
31
> Avg PositionSize 5,562
> Avg Market Exposure 24,423,175
> Max Market Exposure 58,055,140
> Initial Equity 500,000
> Lowest Account Value 499,768
> Maximum Account Value 2,776,659
> Ending Account Value 2,776,659
> Max DD as a % of Account Value 1.94%
>
> Just FWIW.
>
> Phsst
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