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


  • Date: Sun, 29 Nov 2009 23:19:11 +0100
  • From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Net Profit % is not giving the value I expect

PureBytes Links

Trading Reference Links

Net profit is profit of entire PORTFOLIO.

Individual trade profit is listed individally (on trade by trade basis).
As you probably now, percents do NOT add (rise 5% and subsequent fall -5% does not give you zero).

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "potatosoupz" <potatosoupz@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 29, 2009 10:58 PM
Subject: [amibroker] Net Profit % is not giving the value I expect


> 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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------------------------------------

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