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Thank you for your replies. However, I have the way they are calculated, but I don't know what they mean. For instance, CAR/MaxDD is good if bigger than 2. My formula is over 12. Is that good?
However, the K-Ratio should be over 1.0. My forumula is .06. So that must be bad.
I don't know how to judge my formula because I really don't understand how to interpret the figures.
What should the Ulcer Index be. Is higher better or worse.
I have just compared my formulas using Profit and Downdraw. I take the highest profit as long as the downdraw is close.
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> http://www.amibroker.com/guide/h_report.html
> http://www.investopedia.com/categories/formulas.asp
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@> wrote:
> >
> >
> > I have a very profitable formual that I have been autotrading for over a
> > year. However, it is also risky. I have another formula that is not as
> > profitable, but is also not as risky. My formula trade almost exactly as
> > a backtest except for the price which varies by so little that it is not
> > a factor.
> >
> > I don't understand any of the risk % factors in the top section and the
> > factors below the drawdown figures in the bottom section.
> >
> > Here is a link to the statistics for last year which are very similar to
> > this year except that there is more data. Statistics
> > <http://success101.biz/Backtest%20Report.htm>
> >
> > Please help me understand these statistics. Thanks
> >
> > Tom
> >
>
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