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Stephane,
1.it is obvious, when intermediate Short are profitable
{L1, L2, L3} vs {L1, S1, L2, S2,L3,S3}
2.+1600% is nice, prefer this...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<s.carrasset@xxxx> wrote:
> Hello,
>
> If I backtest separately long and short
> for ex long returns 174%
> short returns 528%
>
> and if I backtest Long and Short at the same time the returns is
1600%
>
> have you already observed this difference
>
> stephane
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