RE: [amibroker] Backtest Report., AmiBroker Email List Archive

The question usually is not whether or not the back testing is accurate but rather is the system under analysis feasible. Since your system only generated 8 trades this should be easy to check. Look at each trade and ask:

- did the system follow my rules?

- Is the entry feasible?

- Is the exit feasible?

- Does the testing data contain all market conditions (e.g. trending, ranging, high volume, low volume).

Many times when a system generates unbelievable results, there is usually something wrong with the system. In your case, the avg number of bars held for a winning trade is 3.83 bars with an average win of almost $15K. Making $15K in less than 4 bars with $50K starting capital is suspect. Check your test data’s symbol information and make sure the contract specifications are correct. If everything checks out, run your system on different data sets and see if it generates similar results.

Regards,

David

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Mohammed
Sent: 02/21/2007 1:44 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Backtest Report.

Are back testing 100% accurate?

I setup one strategy and test it from back test function. It give me
(151%) within last year ( 2006) with 8 trade only.

I have Upload Backtest Report HTML file here:

Here is the Backtest Report

Please advice?
Regards.

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