[amibroker] Re: Your 5 most important backtest statistics

["David Piatek" <junk@xxxxxxxxxxxx>]

1. Max. System % Drawdown
2. K-Ratio
3. Risk Adjusted Return %
4. Standard Error
5. Risk-Reward Ratio

Best Regards,
David


--- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G." <OzFalconAB@xxx> 
wrote:
>
> 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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