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Hello,
Nothing crazy and everything is correct. You have set NON-ZERO "Interest rate"
and that's why you are getting these results (as interest rate is calculated from "remaining"
money the value of interest is greater on "long only" and "short only" sides
then on "all trades" column.)
Go to the SETTINGS page and set interest rate to ZERO and you will see.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "matrix10014" <allansn@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 07, 2006 5:25 PM
Subject: [amibroker] Crazy backtest results
> Hi all,
>
> new user to AMI,and was running some simple backtests.Much to my
> suprise,the backtest report is distributing 100% innacurate results.
>
> How does the backtester come up with a net loss of (6015.37),when it
> appears that the long trades netted $7695.35 while the short trades
> only lost (5534.03).I would think that I shoild have a net profit of
> 1679.98....How can this be???Thank you!!!
>
> For the record,much more bizzare things are happening.For instance,I
> have selected in settings "LONG" trades,and in the trade reports,no
> short trades are entere,but I do have a SHORT P&L in the reports..
>
> Here is a copy of reports
>
>
> All trades Long trades Short trades
> Initial capital 200000.00 200000.00 200000.00
>
> Ending capital 193984.60 207695.35 194465.97
>
> Net Profit -6015.37 7695.35 5534.03
>
>
> any help deeply appreciated
>
> Allan
>
>
>
>
>
>
>
> 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
>
>
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