Net Profit % Ulcer Index Avg Profit/Loss %
_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Michael.S.G. Sent: Monday, 9 April 2007 9:02 PM To: [email protected] Subject: [amibroker] Your 5 most important backtest statistics [Revised List] Question for everyone, What are your 5 most important backtest statistics. You may choose from the following list (From AB backtest report/statistics) Number of stocks (new) Initial capital Ending capital Net Profit Net Profit % Exposure % Net Risk Adjusted Return % Annual Return % Risk Adjusted Return % All trades (Number of trades) Avg. Profit/Loss Avg. Profit/Loss % Avg. Bars Held # of Winners Total Profit Avg. Profit Avg. Profit % Avg. Bars Held Max. Consecutive Largest win # bars in largest win # of 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
