Need Help Regarding Backtesting

docvijay4u

Well-Known Member
#1
Hi,

I'm trying to back-test Simple Moving Average Crossover trading system. I want to monitor only few parameters in back-testing result. Here are they:

=> Total Net Profit
=> Number of Trades (#Trades)
=> Number of Days (#Days)
=> Maximum DrawDown Amount (Max Draw)
=> Maximum DrawDown Duration (MDD)
=> Maximum Consecutive Losses (MCL)
=> Profit to Maximum DrawDown (P:MD)
=> Profit Loss Ratio (P:L Ratio)
=> Percent Winners (%W)
=> Time Percent(Time%)

I only see few parameters (bold letters in above list) are available in amibroker default back-testing interface. How I can add other parameters (non bold letters in list) to back-testing interface.

Thanks.
 

docvijay4u

Well-Known Member
#3

docvijay4u

Well-Known Member
#4
Can anybody help me to figure out how to find "Maximum Drawdown Duration"?
 

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