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I am curious about your post.
You know how to calculate the metrics included with AB but you don't understand them?
In spite of that you managed to return approx 320% in a year?
You system has the most important metric working for you ... you have the money in the bank.
On top of that you did it in a bear year and achieved good results long and short (as we would expect the shorts outperform the longs).
And now you are repeating the effort this year.
You don't appear to be a trading novice ... not on those results.
However, you didn't answer my first questions so I am left guessing and now I have some more questions:
- you say it is one year trading but total trades are 84 * ave 6.88 bars per trade ... so if that is daily bars then that is more than a year.... or are you intraday trading?
- according to exposure you are only in the market 0.11% of the time yet the market is volatile enough to hand over trades with an average win of approx 2000% in 7.61 bars (on ave) ... which market is giving you swings of 2000% every 7-8 bars?
- I don't understand how you can have max consecutive losers == 5 and ave loss == 1200% approx and have a max drawdown of around 20% ... on e loss alone is greater than the drawdown.
Did I understand you correctly ... this is how your system backtests and trades?
--- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@xxx> wrote:
>
> 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@> 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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