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I wasn't asking for a hint ... I was trying to give you one ...
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@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.<
>
> 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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