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Dingo,I see that,but I hesitate to trust those numbers in the old backtest until i understand how they arrive at the statistics they do..For instance they have a $3657774.41 profit on a 100,000 account in 250 trading days for Buy and hold..That is not 75.32%...
Allan
----- Original Message -----
From: dingo <dingo@xxxxxxxxxxxx>
Date: Monday, July 10, 2006 1:33 pm
Subject: RE: [amibroker] Comparitive Buy and Hold returns
> 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
> >
> >
> >
> >
> >
> >
> >
> >
> >
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