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[amibroker] Net Profit % is not giving the value I expect


  • Date: Sun, 29 Nov 2009 21:58:06 -0000
  • From: "potatosoupz" <potatosoupz@xxxxxxxxx>
  • Subject: [amibroker] Net Profit % is not giving the value I expect

PureBytes Links

Trading Reference Links

It seems I guess that Net profit % is returning the % of profit of your total assets, not of your assets at risk. Meaning if I have a $100 account, and invest $10 and make $30 in profit, then it gives me a Net Profit % of 30%, since $30 is 30% of $100. 

I'm looking to know what the profit % was of the money at risk in aggregate of all the trades, which in this case would be 300%, since the returns on $10 were 3x its value, and only $10 were ever at risk. (This is a cash account with a long only position).

Is there a way to get this in the back testing report?



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