Thanks David, Current tally is: Prev Points Statistic 10 15 Max. system % drawdown 0 4 K-Ratio 3 3 CAR/MaxDD 0 3 Risk Adjusted Return % 2 2 Payoff Ratio 0 2 Standard Error 0 1 Risk-Reward Ratio
Working: Points System 5 1. Max. System % Drawdown 4 2. K-Ratio 3 3. Risk Adjusted Return % 2 4. Standard Error 1 5. Risk-Reward Ratio David Piatek wrote: > > 1. Max. System % Drawdown > 2. K-Ratio > 3. Risk Adjusted Return % > 4. Standard Error > 5. Risk-Reward Ratio > > Best Regards, > David > > --- In [email protected] <mailto:amibroker%40yahoogroups.com>, > "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 > > >
