[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Your 5 most important backtest statistics



PureBytes Links

Trading Reference Links

Thanks Yuki,

Current tally is:
Prev         Points      Statistic
0              10            Max. system % drawdown
0              3              CAR/MaxDD
0              2              Payoff Ratio

Working:
Points      System
5               1. Max. system % drawdown
4               2. Max. system % drawdown
3               3. CAR/MaxDD
2               4. Payoff Ratio
1               5. Max. system % drawdown ^_^



Yuki Taga wrote:
>
> Hi Michael,
>
> Monday, April 9, 2007, 2:49:43 PM, you wrote:
>
> MSG> Question for everyone,
>
> MSG> What are your 5 most important backtest statistics.
>
> 1. Max. system % drawdown
>
> 2. Max. system % drawdown
>
> 3. CAR/MaxDD
>
> 4. Payoff Ratio
>
> 5. Max. system % drawdown ^_^
>
> Yuki
>



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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/