|
PureBytes Links
Trading Reference Links
|
I ran the example 4 code in the pyramiding section on QQQQ and the
report seems to present some confliction results. Using version
4.74.6. The complete report is listed below: The net profit is
288.38 but the total total profit is 3838.45 and the total loss is
6408.88 which is (2570.43) and matches the cum profit in the list of
trades.
Also when I run a detailed report versus the trade list I get a
different result. The detailed report seems right but the trade
list does not.
I looked through message boards and message 2425 on the amibroker-
beta seems to describe the same problem but I could not find a
solution.
Supposedly, some of the best traders use scaling in/out - especially
out. I am trying to verify if scaling can produce consistently
better results.
Thanks for your help.
Byron
Statistics | Charts | Trades | Formula | Settings | Symbols
Statistics
All trades Long trades Short trades
Initial capital 20000.00 20000.00 20000.00
Ending capital 20288.38 20288.38 20000.00
Net Profit 288.38 288.38 0.00
Net Profit % 1.44 % 1.44 % 0.00 %
Exposure % 18.91 % 18.91 % 0.00 %
Net Risk Adjusted Return % 7.62 % 7.62 % N/A
Annual Return % 0.21 % 0.21 % 0.00 %
Risk Adjusted Return % 1.14 % 1.14 % N/A
---------------------------------------------------------------------
-----------
All trades 17 17 (100.00 %) 0 (0.00 %)
Avg. Profit/Loss -151.20 -151.20 N/A
Avg. Profit/Loss % 0.53 % 0.53 % N/A
Avg. Bars Held 43.29 43.29 N/A
---------------------------------------------------------------------
-----------
Winners 7 (41.18 %) 7 (41.18 %) 0 (0.00 %)
Total Profit 3838.45 3838.45 0.00
Avg. Profit 548.35 548.35 N/A
Avg. Profit % 10.69 % 10.69 % N/A
Avg. Bars Held 75.43 75.43 N/A
Max. Consecutive 2 2 0
Largest win 985.35 985.35 0.00
# bars in largest win 25 25 0
---------------------------------------------------------------------
-----------
Losers 10 (58.82 %) 10 (58.82 %) 0 (0.00 %)
Total Loss -6408.88 -6408.88 0.00
Avg. Loss -640.89 -640.89 N/A
Avg. Loss % -6.58 % -6.58 % N/A
Avg. Bars Held 20.80 20.80 N/A
Max. Consecutive 6 6 0
Largest loss -1029.35 -1029.35 0.00
# bars in largest loss 15 15 0
---------------------------------------------------------------------
-----------
Max. trade drawdown -6074.86 -6074.86 0.00
Max. trade % drawdown -53.58 % -53.58 % 0.00 %
Max. system drawdown -5489.07 -5489.07 0.00
Max. system % drawdown -24.76 % -24.76 % 0.00 %
Recovery Factor 0.05 0.05 N/A
CAR/MaxDD 0.01 0.01 N/A
RAR/MaxDD 0.05 0.05 N/A
Profit Factor 0.60 0.60 N/A
Payoff Ratio 0.86 0.86 N/A
Standard Error 1024.79 1024.79 0.00
Risk-Reward Ratio -0.24 -0.24 N/A
Ulcer Index 12.43 12.43 0.00
Ulcer Performance Index -0.42 -0.42 N/A
Sharpe Ratio of trades -0.08 -0.08 0.00
K-Ratio -0.01 -0.01 N/A
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|