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--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Stephane,
> 1.it is obvious, when intermediate Short are profitable
> {L1, L2, L3} vs {L1, S1, L2, S2,L3,S3}
yes of course, when short is profitable the Equity is growing up
faster and the number of Future Contracts increases also.
Stephane
> 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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