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Re: [amibroker] combining stats in multiple backtest reports



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Never mind.   I found a way to run one 
backtest so I don't need this functionality any more.
 
HB
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  HB 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, December 16, 2003 10:48 
  AM
  Subject: [amibroker] combining stats in 
  multiple backtest reports
  
  Hello,
   
  If I have a series of backtest reports that cover 
  multiple contiguous time frames, how do I group them together to get a single 
  total performance summary ? 
   
  For some backtester stats, I understand that they 
  the avg or sum or max/min value should, but for others I'm not sure.  
  I've pasted all the stats below.  Can someone fill in the gaps and 
  correct me if I've made a mistake ?
   
  Thanks,
  HB
   
  
  <TABLE  cellSpacing=0 
  cellPadding=0 width=293 border=0 x:str>
    
    <COL  
    width=229>
    
    
    
      <TD 
       
      width=229 height=17>Initial capital
      <TD 
       
      width=64>n/a
    
      <TD 
       
      height=17>Ending capital
      <TD 
      ><FONT 
        face=Arial size=2>n/a
    
      <TD class=xl24 
       
      height=17 x:str="Net Profit"><SPAN 
        > Net Profit<SPAN 
        > 
      <TD 
      ><FONT 
        face=Arial size=2>sum
    
      <TD 
       
      height=17>Net Profit %
      <TD 
      ><FONT 
        face=Arial size=2>n/a
    
      <TD 
       
      height=17>Exposure %
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Net Risk Adjusted Return %
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Annual Return %
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Risk Adjusted Return %
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>All trades
      <TD 
      ><FONT 
        face=Arial size=2>sum
    
      <TD 
       
      height=17><SPAN 
        > Avg. Profit/Loss
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Profit/Loss 
      %
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Bars Held
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>Winners
      <TD 
      ><FONT 
        face=Arial size=2>sum
    
      <TD 
       
      height=17><SPAN 
        > Total Profit
      <TD 
      ><FONT 
        face=Arial size=2>sum ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Profit
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Profit %
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Bars Held
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Max. Consecutive
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17><SPAN 
        > Largest win
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17><SPAN 
        > # bars in largest 
        win
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>Losers
      <TD 
      ><FONT 
        face=Arial size=2>sum
    
      <TD 
       
      height=17><SPAN 
        > Total Loss
      <TD 
      ><FONT 
        face=Arial size=2>sum ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Loss
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Loss %
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Avg. Bars Held
      <TD 
      ><FONT 
        face=Arial size=2>avg ?
    
      <TD 
       
      height=17><SPAN 
        > Max. Consecutive
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17><SPAN 
        > Largest loss
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17><SPAN 
        > # bars in largest 
        loss
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>
      <TD 
      ><FONT 
        face=Arial size=2>
    
      <TD 
       
      height=17>Max. trade drawdown
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17>Max. trade % drawdown
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17>Max. system drawdown
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17>Max. system % drawdown
      <TD 
      ><FONT 
        face=Arial size=2>max ?
    
      <TD 
       
      height=17>Recovery Factor
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>CAR/MaxDD
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>RAR/MaxDD
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Profit Factor
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Payoff Ratio
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Standard Error
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Risk-Reward Ratio
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Ulcer Index
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Ulcer Performance Index
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>Sharpe Ratio of trades
      <TD 
      ><FONT 
        face=Arial size=2>?
    
      <TD 
       
      height=17>K-Ratio
      <TD 
      ><FONT 
        face=Arial size=2>?Send BUG 
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