|
PureBytes Links
Trading Reference Links
|
Thanks David,
Current tally is:
Prev Points Statistic
10 15 Max. system % drawdown
0 4 K-Ratio
3 3 CAR/MaxDD
0 3 Risk Adjusted Return %
2 2 Payoff Ratio
0 2 Standard Error
0 1 Risk-Reward Ratio
Working:
Points System
5 1. Max. System % Drawdown
4 2. K-Ratio
3 3. Risk Adjusted Return %
2 4. Standard Error
1 5. Risk-Reward Ratio
David Piatek wrote:
>
> 1. Max. System % Drawdown
> 2. K-Ratio
> 3. Risk Adjusted Return %
> 4. Standard Error
> 5. Risk-Reward Ratio
>
> Best Regards,
> David
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "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
> >
>
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/
|