[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