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RE: [amibroker] Re: HeadsUp backtest against Mutual Funds



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<FONT face=Arial 
size=2>Fred:
Please 
don't reply like a grade school teacher who wants to make the kids "think" 
(college profs are also very guilty of this).
<FONT face=Arial 
size=2> 
You were asked a 
question, please  answer with enough detail so the recipient can use it. 
Its most inappropriate to play mind games.
<FONT face=Arial 
size=2> 
<FONT face=Arial 
size=2>Lionel
 
 
 

<FONT face=Tahoma 
size=2>-----Original Message-----From: Fred 
[mailto:fctonetti@xxxxxxxxx] Sent: Friday, June 06, 2003 10:06 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
HeadsUp backtest against Mutual FundsI 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.> > > > > > 
PhsstSend 
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