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For example:
W=70, L=30 gives 15.21
W=10, L=90 gives 24.01
Isnīt here the second result wrong?
IMHO the ChiSquare formula seems to work
correct only for W>=50, or it needs some
modification to handle also W values <50 correctly.
UM
----- Original Message -----
From: "Thomas Ludwig" <Thomas.Ludwig@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, November 04, 2003 8:25 PM
Subject: Re: [amibroker] Backtesting and statistics
> On Mon, 3 Nov 2003 23:03:18 +0100, in Amibroker you wrote:
>
> > Tomas, for some values the formula IMHO gives bogus results.
>
> For example?
>
> Regards, Thomas
>
> > Instead I would suggest to use the following:
> >
> > pWinRate = (NbrOfWinTrades + NbrOfEvenTrades / 2) / NbrOfTotalTrades
> >
> > Of course the inverse is the pLossRate = 1 - pWinRate
> > The result is between 0..1 (multiply by 100 to get percent result).
> >
> > UM
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