Hello, You don't post the trade list but I guess that it takes a few DIFFERENT trades in fact. The difference may be because if a "buy" signal is generated prior to 2004/1/ such trade is entered in case 1) but not entered in case 2) and if it is profitable trade it will result in 1) having better profit than 2)
So you have to carefully compare trades at the boundary of analysis period. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "intermilan04" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, June 08, 2006 5:16 AM Subject: [amibroker] Interpreting backtest results Hi all, I'm having trouble interpreting the result of my backtest where: 1) When I backtested my system between 1996-2006, my equity as of 2004/1/1 was 239,047,456 and 2004/12/31 was $235,772,048, loss of 2% for the year of 2004. 2) when I backtested THE SAME SYSTEM from 2004/1/1 to 2004/12/31 (just that particular year of 2004), my equity goes from $30000 to $19417 for a loss of whooping 35% for the year of 2004. Although the amount of money is different for the former and the latter, the backtester makes same trades throughout 2004 (i.e. if the former trades ABC on 2004/3/3, so does the latter). I split my funds evenly among 4 trades at once. However, the former only loses 2% throughout the year of 2004 while the latter loses 35%. If anyone has seen something like this, could you please explain as to why this may occur? Thank you in advance, intermilan04 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 --------------------~--> Home is just a click away. Make Yahoo! your home page now. http://us.click.yahoo.com/DHchtC/3FxNAA/yQLSAA/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/
