1. Max. System % Drawdown 2. K-Ratio 3. Risk Adjusted Return % 4. Standard Error 5. Risk-Reward Ratio
Best Regards, David --- In [email protected], "Michael.S.G." <[EMAIL PROTECTED]> wrote: > > Question for everyone, > > What are your 5 most important backtest statistics. > > You may choose from the following list (From AB backtest report/statistics) > > Initial capital > Ending capital > Net Profit > Net Profit % > Exposure % > Net Risk Adjusted Return % > Annual Return % > Risk Adjusted Return % > > All trades > Avg. Profit/Loss > Avg. Profit/Loss % > Avg. Bars Held > > Winners > Total Profit > Avg. Profit > Avg. Profit % > Avg. Bars Held > Max. Consecutive > Largest win > # bars in largest win > > Losers > Total Loss > Avg. Loss > Avg. Loss % > Avg. Bars Held > Max. Consecutive > Largest loss > # bars in largest loss > > Max. trade drawdown > Max. trade % drawdown > Max. system drawdown > Max. system % drawdown > Recovery Factor > CAR/MaxDD > RAR/MaxDD > Profit Factor > Payoff Ratio > Standard Error > Risk-Reward Ratio > Ulcer Index > Ulcer Performance Index > Sharpe Ratio of trades > K-Ratio >
