[amibroker] Your 5 most important backtest statistics

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

[Revised List]

Question for everyone,

    What are your 5 most important backtest statistics.

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


Number of stocks (new)
Initial capital
Ending capital
Net Profit
Net Profit %
Exposure %
Net Risk Adjusted Return %
Annual Return %
Risk Adjusted Return %

All trades (Number of trades)
Avg. Profit/Loss
Avg. Profit/Loss %
Avg. Bars Held

# of Winners
Total Profit
Avg. Profit
Avg. Profit %
Avg. Bars Held
Max. Consecutive
Largest win
# bars in largest win

# of 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/