It's Cumulative Annual Return. My intention was not to explain the numbers with my system, rather than to find out how others are doing :-)
Are you doing well with your systems? --- In [email protected], [EMAIL PROTECTED] wrote: > > Is that 110% average PA or total? > > Millowena > > On Mon, 17 Apr 2006 13:48:03 -0000 "Fred" <[EMAIL PROTECTED]> > writes: > > Are the numbers you posted in sample or out of sample ? > > > > --- In [email protected], "intermilan04" <intermilan04@> > > > > wrote: > > > > > > I know it depends on what you want personally for risk/reward, but > > > > I'm > > > curious as to what other people's systems (developed in Amibroker) > > > > are > > > performing like. You don't have to share your code or the idea > > behind > > > your system (unless you want to), but I'm curious. > > > > > > Over the last 10 years, say, what is your annual profit %, max > > > drawdown, % winning trades, etc.? > > > > > > I have a long system that has returned around 110% since 1996. > > Its > > > winning % is 47%, and the system drawdown is 28%. It is a > > > reversal-based, swing-daytrade system. > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo. http://us.click.yahoo.com/lpv1TA/jlQNAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
