[amibroker] Is this a good system?

["jacklweinberg" <weinberg@xxxxxxxx>]

Hello:
Could someone please comment on these results (taken from the 
AmiBroker Report output) for a stock trading system:
Max. trade drawdown -8250.00 
Max. trade % drawdown -41.87  
Max. system drawdown -36639.00  
Max. system % drawdown -17.27  
Recovery Factor 7.33  
CAR/MaxDD 0.88  
RAR/MaxDD 3.31  
Profit Factor 1.71
Payoff Ratio 1.67  
Standard Error 21810.03  
Risk-Reward Ratio 2.09  
Ulcer Index 4.14  
Ulcer Performance Index 2.38 
Sharpe Ratio of trades 0.89  
K-Ratio 0.09 
The profitability of this system appears to be quite good:
Net Profit % 134.36  
Exposure % 26.68  
Net Risk Adjusted Return % 503.58   
Annual Return % 15.25 
Risk Adjusted Return % 57.16  

Thanks in advance for your comments.






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