backtest results

  1. I

    How is this Back Test Report of AFL?

    Hi All, Here is my AFL back test report . Could you please suggest if anything is wrong here. I am getting K value of 0.24 and Profit Factor Over 2. What should be the minimum K value for consistent results. Used last 6 months of data. I used fixed 50 Shares per trade as buying quantity. -Dnyanesh
  2. P

    backtesting settings

    hi, i tried many systems afl for backtesting on EOD NSE data. all systems are showing 100-90% loss only. Is this issue of systems or backtester settings. What are typical backtester setting requried for NSE EOD data? Please share profitable system AFL & along with back tester data...
  3. Hari Bhaskaran

    Futures - Buy at close & sell at open strategy

    Requesting feedback from Trader ji Members... But at close...Sell at open Here I have considered Nifty & Bank Nifty Futures. Buying a lot near day's close and selling it next day open. Repeating it on all trading days of the year. Back tested results are attached for 6 years till Jun '17...
  4. E

    Help need for backtesting

    Hello seniors, Can one backtest this strategy Timeframe: 1 minute in Banknifty weekly options 1. After opening of market if first one minute candle is red of banknifty spot, buy ATM put in weekly options at opening price for target of 10 points and sl of 10 points. 2. After...
  5. M

    How good is this mean reversion strategy?

    I have created this mean reversion strategy for long and backtested in APPLE stock between a period of 2006 and 2016. These are the result All Long Short No of trades 77 77 0 Avg.pnl% 6.522415 6.522415 0 Len 3.350649 3.350649 0 win% 55.84416 55.84416 0 win.avg.pnl%...
  6. M

    What is drawdown and how it affects our trade and trading capital

    Can you tell me in a simpler words what is a drawdown which is calculated during backtest. How it affects our trading capital and trades. Does drawdown means percentage of loosing trades
  7. P

    Top Pair Stocks for Pair Trading

    So fair in last 2 years of pair trading, these have been my top 4 favorites. I have also added the backtest results. HDFC vs HDFC Bank - 35/35 Winners - Biggest Hit - All time favorite Colpal vs Dabur - 18/18 Winners DR Reddy vs Lupin - 20/21 Winners Gail vs Ongc - 32/33 Winners - nowadays...