[amibroker] Your 5 most important backtest statistics

["Michael.S.G." <OzFalconAB@xxxxxxxx>]

Question for everyone,

    What are your 5 most important backtest statistics.

You may choose from the following list (From AB backtest report/statistics)

Initial capital
Ending capital
Net Profit
Net Profit %
Exposure %
Net Risk Adjusted Return %
Annual Return %
Risk Adjusted Return %
 
All trades
 Avg. Profit/Loss
 Avg. Profit/Loss %
 Avg. Bars Held
 
Winners
 Total Profit
 Avg. Profit
 Avg. Profit %
 Avg. Bars Held
 Max. Consecutive
 Largest win
 # bars in largest win
 
Losers
 Total Loss
 Avg. Loss
 Avg. Loss %
 Avg. Bars Held
 Max. Consecutive
 Largest loss
 # bars in largest loss
 
Max. trade drawdown
Max. trade % drawdown
Max. system drawdown
Max. system % drawdown
Recovery Factor
CAR/MaxDD
RAR/MaxDD
Profit Factor
Payoff Ratio
Standard Error
Risk-Reward Ratio
Ulcer Index
Ulcer Performance Index
Sharpe Ratio of trades
K-Ratio




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