seniors give ur views as per this backtesting report.

#1
dear seniors.. i am attaching one backtest report which i found on internet.. its a non repainting system.. as i dont know much about which parameters to see in backtest .. i request seniors to comment on this . if this is a good system to trade or not ..??
 
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looser89

Active Member
#2
can you please tell me step by step method to backtest a strategy in amibroker. I tried many times but can never perfectly. thanks in advance
 

ocil

Well-Known Member
#3
Not good system... looser is double compare to winner. You can search TJ & find very good system compare to this one.
 

hmsanil

Active Member
#4
dear seniors.. i am attaching one backtest report which i found on internet.. its a non repainting system.. as i dont know much about which parameters to see in backtest .. i request seniors to comment on this . if this is a good system to trade or not ..??
Can you please share the system here?
 
#5
dear OCIL, i am sure u r more knowledgable than me but i think the best system is where loosers are more than winners but the avg. profit is much more than avg. loss.
the best parts which i think of this system are :
system % drawdawn is only 35 % which is ususally more in other systems i know.
risk reward ratio is 1.4 which is good.
this report is from 2007. and 872 trades only which means 1 trade every two days.
the page where i found this also claims that the included 125 Rs. cost per trade.


as i have limited knowledge, i again request seniors to see this and give their comments..
 

dell

Well-Known Member
#6
Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 100000.00 100000.00 100000.00
Ending capital 1400957.92 619819.66 881138.26
Net Profit 1300957.92 519819.66 781138.26
Net Profit % 1300.96 % 519.82 % 781.14 %
Exposure % 81.71 % 40.80 % 40.91 %
Net Risk Adjusted Return % 1592.17 % 1273.95 % 1909.61 %
Annual Return % 55.45 % 35.65 % 43.86 %
Risk Adjusted Return % 67.86 % 87.36 % 107.22 %
Total transaction costs 0.00 0.00 0.00

--------------------------------------------------------------------------------

All trades 2024 996 (49.21 %) 1028 (50.79 %)
Avg. Profit/Loss 642.77 521.91 759.86
Avg. Profit/Loss % 0.13 % 0.12 % 0.15 %
Avg. Bars Held 22.73 23.14 22.33

--------------------------------------------------------------------------------

Winners 805 (39.77 %) 399 (19.71 %) 406 (20.06 %)
Total Profit 5075517.04 2495954.54 2579562.50
Avg. Profit 6304.99 6255.53 6353.60
Avg. Profit % 1.31 % 1.31 % 1.32 %
Avg. Bars Held 32.95 33.18 32.72
Max. Consecutive 8 8 7
Largest win 93525.00 82604.51 93525.00
# bars in largest win 54 54 54

--------------------------------------------------------------------------------

Losers 1219 (60.23 %) 597 (29.50 %) 622 (30.73 %)
Total Loss -3774559.12 -1976134.88 -1798424.24
Avg. Loss -3096.44 -3310.11 -2891.36
Avg. Loss % -0.64 % -0.67 % -0.62 %
Avg. Bars Held 15.98 16.43 15.55
Max. Consecutive 11 9 16
Largest loss -46101.23 -46101.23 -41641.01
# bars in largest loss 31 31 60

--------------------------------------------------------------------------------

Max. trade drawdown -61593.79 -61593.79 -48484.47
Max. trade % drawdown -13.71 % -13.71 % -10.64 %
Max. system drawdown -238469.07 -171901.57 -189214.56
Max. system % drawdown -29.28 % -44.55 % -24.51 %
Recovery Factor 5.46 3.02 4.13
CAR/MaxDD 1.89 0.80 1.79
RAR/MaxDD 2.32 1.96 4.37
Profit Factor 1.34 1.26 1.43
Payoff Ratio 2.04 1.89 2.20
Standard Error 80562.14 40388.24 63950.45
Risk-Reward Ratio 2.27 2.25 1.44
Ulcer Index 6.71 11.97 8.02
Ulcer Performance Index 7.46 2.53 4.80
Sharpe Ratio of trades 1.47 1.33 1.61
K-Ratio 0.0170 0.0169 0.0108
 
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hauler

Active Member
#10
dear OCIL, i am sure u r more knowledgable than me but i think the best system is where loosers are more than winners but the avg. profit is much more than avg. loss.
the best parts which i think of this system are :
system % drawdawn is only 35 % which is ususally more in other systems i know.
risk reward ratio is 1.4 which is good.
this report is from 2007. and 872 trades only which means 1 trade every two days.
the page where i found this also claims that the included 125 Rs. cost per trade.


as i have limited knowledge, i again request seniors to see this and give their comments..
The system looks good, but you seem to be very secretive about the system, that could be the reason you are not eliciting many responses.
 
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