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Using RT and Intraday trades:
1) Number of trades
2) Number of stocks
3) Equity appearance
I prefer 5000 trades, 100 stocks, and a straight equity line 
Anyone argue with that?
herman
Monday, April 9, 2007, 1:49:43 AM, you 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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To get support from AmiBroker please send an e-mail directly to
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