[amibroker] Re: Your 5 most important backtest statistics

["Fred" <ftonetti@xxxxxxxxxxxxx>]

Most common ?! ... Should one really care what the most common are ... 

I'll chip in five from the list in no particular order ...

Number of Trades
CAR
MDD
UI
KRatio ( One based on the log of Equity i.e. Not the one in AB )

Additionally I'll add that while back test statistics tell something 
about how well one can curve fit a system to the data, this will at 
best get one to about 10% of where one needs to be to determine whether 
one has something tradable or not ... With nothing more I'd suggest one 
take half the CAR and double the MDD's and if it still feels tradable 
then MAYBE it is, but one still really doesn't have a clue.




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