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Hello,
Please note that OLD backtester is not portfolio backtester.
It backtests each security *separately* and sums up the results
so your profits will be much higher (approx (number of symbols) * avg. profit )
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "matrix10014" <allansn@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 10, 2006 6:35 PM
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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> 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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