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#1
15th August 2007, 11:09 PM
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Result of my trading system backtest using metastock
Result of my trading system backtest using metastock
here is the result of my trading system i am backtesting what i do is run the system onto every security and get the % gain after my system went through them. it's done in a bear to bull market from 1 Jan 2000 to 27 Apr 2006 after that i deleted all untraded stocks to the stock count seen here. My country has about 780 securities comments please. Winnings: Average percent gain 23.39% Standard Dev 24.18% Total count 105 Losings: Average percent gain -6.83% Standard Dev 5.59% Total count 87 Summary Aveage percent gain 8.28% Average Standard Dev 14.8830734 Total Count 192 Win/Lost count ratio 1.206896552 Percent gain/lost ratio 342.62% * at first glance, the reward/risk(Percent gain/lost ratio) ratio looks good. i think the Standard Dev of the winnings is insanely high! that the one biggest thing i am uncomfortable with. doesnt look like the average profit of 23.39% is a real profit. Can someone with statical knowledge help me with it? * are there any other considerations? 
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#2
16th August 2007, 12:18 AM
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Re: Result of my trading system backtest using metastock
there are many securities and i shall give the average
average winning trades / losing trades = 1.3/1.5 average profit/average loss = 2.35 <== this result cannot really be accurate because when a stock has only no losses or no winners, the results come out as "N/A" top 3 trades : 121% 104% 100% bottom 3 trades: -25% -23% -22%
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