Hello, Please note that OLD backtester is not portfolio backtester. It backtests each security *separately* and sums up the results so your profits will be much higher (approx (number of symbols) * avg. profit )
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "matrix10014" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, July 10, 2006 6:35 PM Subject: [amibroker] Comparitive Buy and Hold returns > Can someone please tell me where in reports you can easily see how > your system did relative to a buy and hold strategy?? > > I did see some Buy and Hold stats in the Old backtester,but some of > the numbers were of by a factor of 10-100.. > > > Total net profit: 532108.89 Total commissions paid: 0.00 > Return on account: 6.82 % Open position gain/loss 11931.24 > Buy&Hold profit: 3657774.41 Bars (avg. days) in test: 13351 (250) > Buy&Hold % return: 46.89% System to Buy&Hold index: -85.45% > > Annual system % return: 10.11% Annual B&H % return: 75.32% > > > those numbers posted were on a $100,000 account!!I have no idea where > the total net profit number of 532,108.89 came from..And I really dont > know how a 532,108 profit only generates a 6.82% return on a $100000 > account > > Thanks > > Allan > > > > > > > > > > > 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 --------------------~--> Something is new at Yahoo! Groups. Check out the enhanced email design. http://us.click.yahoo.com/SISQkA/gOaOAA/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/
