Well, that is exactly is the stuff which is missing in your analysis, to get some meaningful comments. You have not even considered position sizing, which means what Ami backtest gives you is wrong/unrealistic (one will never achieve it in reality). Either you are very novice that, you didn't even understand what Happy_Singh have told you above?
Its upto you and your personal decision to disclose your system or afl. You don't have to
. Same way, don't expect all seniors to jump in and comment without a meaningful data provided. For others to give some meaningful comments, you need to provide some meaningful inputs
.
I see that Happy_Singh has already asked you to try a practical stuff. Its good to see you responded saying no futuristic looking. For compounding, I answered you how to check that. Why don't you try that and post the results so it encourages others to comment more. Its just 1 line add to your afl and posting the results
Or did you tried it and the results were not good enough, so you ignored the post
. Not trying to be cynical, but trying to understand what more you are expecting with the data you have provided? Enough comments are provided on what to see next.
hi
this is the result after adding the the line suggested by you and happy singh.now give your valuable suggestions.
Statistics
All trades Long trades Short trades
Initial capital 10000.00 10000.00 10000.00
Ending capital 33746.34 24166.32 19580.02
Net Profit 23746.34 14166.32 9580.02
Net Profit % 237.46 % 141.66 % 95.80 %
Exposure % 17.41 % 11.52 % 5.90 %
Net Risk Adjusted Return % 1363.57 % 1229.83 % 1624.85 %
Annual Return % 11.87 % 8.48 % 6.39 %
Risk Adjusted Return % 68.14 % 73.58 % 108.39 %
________________________________________
All trades 735 368 (50.07 %) 367 (49.93 %)
Avg. Profit/Loss 32.31 38.50 26.10
Avg. Profit/Loss % 0.99 % 1.28 % 0.70 %
Avg. Bars Held 11.77 15.01 8.51
________________________________________
Winners 328 (44.63 %) 169 (22.99 %) 159 (21.63 %)
Total Profit 37589.50 20422.83 17166.67
Avg. Profit 114.60 120.85 107.97
Avg. Profit % 3.38 % 3.79 % 2.93 %
Avg. Bars Held 19.86 27.15 12.10
Max. Consecutive 8 6 6
Largest win 1088.97 1088.97 950.53
# bars in largest win 95 95 10
________________________________________
Losers 407 (55.37 %) 199 (27.07 %) 208 (28.30 %)
Total Loss -13843.16 -6256.51 -7586.65
Avg. Loss -34.01 -31.44 -36.47
Avg. Loss % -0.93 % -0.85 % -1.01 %
Avg. Bars Held 5.25 4.70 5.77
Max. Consecutive 12 10 11
Largest loss -182.40 -182.40 -160.39
# bars in largest loss 3 3 8
________________________________________
Max. trade drawdown -458.37 -458.37 -384.88
Max. trade % drawdown -8.03 % -8.03 % -7.36 %
Max. system drawdown -649.90 -708.43 -715.85
Max. system % drawdown -3.26 % -3.41 % -4.07 %
Recovery Factor 36.54 20.00 13.38
CAR/MaxDD 3.64 2.48 1.57
RAR/MaxDD 20.88 21.56 26.65
Profit Factor 2.72 3.26 2.26
Payoff Ratio 3.37 3.84 2.96
Standard Error 2113.25 995.88 1210.60
Risk-Reward Ratio 1.23 1.55 0.87
Ulcer Index 0.64 0.79 1.28
Ulcer Performance Index 10.12 3.89 0.78
Sharpe Ratio of trades 2.04 1.92 2.14
K-Ratio 0.0430 0.0543 0.0304