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Below is the explanation of K-Ratio from User's Guide. I cannot get a figure
of 1.0 or more. My figures are around 0.15, 0.17... Please comment on this
K-factor. Is it important?
K-Ratio - Detects inconsistency in returns. Should be 1.0 or more. The
higher K ratio is the more consistent return you may expect from the system.
Linear regression slope of equity line multiplied by square root of sum of
squared deviations of bar number divided by standard error of equity line
multiplied by square root of number of bars. More information: Stocks &
Commodities V14:3 (115-118): Measuring System Performance by Lars N. Kestner
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