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[amibroker] Re: system % rule of thumb?



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Hi Herman,

Friday, September 3, 2004, 7:34:42 PM, you wrote:

HvdB> The captures (attachments) didn't come through yahoo... here is
HvdB> text:

HvdB> Winners 363 (73.48 %) 177 (35.83 %) 186 (37.65 %)
HvdB>  Total Profit 11263312.89 5266891.94 5996420.95
HvdB>  Avg. Profit 31028.41 29756.45 32238.82
HvdB>  Avg. Profit % 3.80 % 3.70 % 3.90 %
HvdB>  Avg. Bars Held 3.01 2.64 3.37
HvdB>  Max. Consecutive 18 15 11
HvdB>  Largest win 277784.72 221659.10 277784.72
HvdB>  # bars in largest win 7 2 7

For me, several *key* bits of data are missing from this summary.
Namely, what is the downside?  Drawdowns?  Largest LOSERS?  The data
is meaningless to me without those numbers.

Yuki




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