Here is the backtest from Jan 2016 - Mar 2016 (3 months). 75 Nifty shares (1 lot) for 1 Lakh capital. I am worried about the K-ratio. I read about it and literature suggests it should be >2. I haven't seen any system in Traderji or outside which has >0.3. Does Ami calculate it differently from standard ones, so that their scale is different from others?
1-min : Net = -4500 | Tr Cost = 9667 , 13 trades
3-min : Net = +1192 | Tr Cost = 4297, 6 trades
5-min : Net = +1500 | Tr Cost = 715, 2 trades
15-min : Net = +2250 | Tr Cost = 715, 2 trades
I am assuming 0.03% as tr cost of average trade value.
Net is after deducting tr cost. So, in 1-min, tr costs are more than the profit.