|
PureBytes Links
Trading Reference Links
|
Annual B&H % return: 75.32%
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of matrix10014
> Sent: Monday, July 10, 2006 12:35 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Comparitive Buy and Hold returns
>
> Can someone please tell me where in reports you can easily
> see how your system did relative to a buy and hold strategy??
>
> I did see some Buy and Hold stats in the Old backtester,but
> some of the numbers were of by a factor of 10-100..
>
>
> Total net profit: 532108.89 Total commissions paid: 0.00
> Return on account: 6.82 % Open position gain/loss 11931.24
> Buy&Hold profit: 3657774.41 Bars (avg. days) in test: 13351 (250)
> Buy&Hold % return: 46.89% System to Buy&Hold index: -85.45%
>
> Annual system % return: 10.11% Annual B&H % return: 75.32%
>
>
> those numbers posted were on a $100,000 account!!I have no idea where
> the total net profit number of 532,108.89 came from..And I
> really dont
> know how a 532,108 profit only generates a 6.82% return on a $100000
> account
>
> Thanks
>
> Allan
>
>
>
>
>
>
>
>
>
> ------------------------ Yahoo! Groups Sponsor
> --------------------~-->
> Yahoo! Groups gets a make over. See the new email design.
> http://us.click.yahoo.com/XISQkA/lOaOAA/yQLSAA/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
>
>
>
>
>
>
>
|