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Re: [amibroker] Re: Your 5 most important backtest statistics

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Hi Fred,
    As per previous posts, The common stats are realy just a start 
point. The ability to test said formula/system in a controlled 
environment for more detailed analysis is what the rest of the framework 
is designed for.

Thanks for your list too.

ATB
    Michael.

Fred wrote:
>
> 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.
>
> 
> Messages in this topic 
> <http://groups.yahoo.com/group/amibroker/message/108924;_ylc=X3oDMTM4Z2ludTZlBF9TAzk3MzU5NzE0BGdycElkAzEwMTA2OTIEZ3Jwc3BJZAMxNzA1NjMyMTk4BG1zZ0lkAzEwODk1NwRzZWMDZnRyBHNsawN2dHBjBHN0aW1lAzExNzYxNzI2NjMEdHBjSWQDMTA4OTI0> 
> (0) 
> <http://groups.yahoo.com/group/amibroker/post;_ylc=X3oDMTJyN2JmcHVmBF9TAzk3MzU5NzE0BGdycElkAzEwMTA2OTIEZ3Jwc3BJZAMxNzA1NjMyMTk4BG1zZ0lkAzEwODk1NwRzZWMDZnRyBHNsawNycGx5BHN0aW1lAzExNzYxNzI2NjM-?act=reply&messageNum=108957>



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