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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.<
Then you haven't figured all the angles... think hard about it.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> 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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