[amibroker] Backtest issue when testing for several years/ different periods

[eric paradis <thechemistrybetweenus@xxxxxxxxx>]

Hi, 

I'm backtesting an equity system and I have a bit of a
curiousity. Its a longer term trend system. AVG trade
is 100 days long. 

When I backtest 5yrs at a time I get different results
then when I test it 5 different times over 5 years (
i.e testing it yearly and multipling out all the
returns ).

The only explanation I can think of is that the system
has a new set of trades every year when I test yearly,
while every five years, it holds on to the profitable
trades for a very long time frame, and is rewarded
more than in the shorter 1yr timeframe.

Does that sound right, and is it a common issue in
evaluating the system?

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