>From the user guide: http://www.amibroker.com/guide/w_report.html
A search engine will give you plenty of definitions for most of the values. Which to use is pretty much personal preference. But yeah, books will help you make a more informed decision. Howard's book covers the topic in Chapter 4 - Measuring Success http://www.quantitativetradingsystems.com/ Similarly, his Las Vegas workshop, and again at NAAIM, covered the topic. His slides are available from the link provided in message #123929, along with the conditions of using the slides, which is why I don't simply include the link directly. In those slides he suggests a few starting points that emphasize smoothness of equity curve and take into consideration drawdown. That should give you a good running start. Mike --- In [email protected], "reinsley" <[EMAIL PROTECTED]> wrote: > > > Thank you Paul. > > Hovering the mouse in the report gives the full name. > A good start for next research. > > Regards > > --- In [email protected], "Paul Ho" <paultsho@> wrote: > > > > You will find the meanings of all the acronym in the help file, look up > > backtester report. > > > > > > _____ > > > > From: [email protected] [mailto:[EMAIL PROTECTED] > On Behalf > > Of reinsley > > Sent: Thursday, 15 May 2008 7:25 PM > > To: [email protected] > > Subject: [amibroker] meaning of acronym > > > > > > > > Hi, > > > > Where can I find the meaning of acronym such as RAR/MDD, CAR/MDD... > > the things related to backtester and WFO ? > > Some are easy to catch but some are chinese. > > I found the AB metrics in Porfolio Backtester Interface Reference, but > > no details. > > > > To go further, does it exist a web place to investigate some basic of > > the metrics ? > > To understand why should I use fitness car/mdd, I guess I have to buy > > books. > > > > Thank you. > > > > Regards > > >
