Thank you for your replies. However, I have the way they are calculated, but I don't know what they mean. For instance, CAR/MaxDD is good if bigger than 2. My formula is over 12. Is that good?
However, the K-Ratio should be over 1.0. My forumula is .06. So that must be bad. I don't know how to judge my formula because I really don't understand how to interpret the figures. What should the Ulcer Index be. Is higher better or worse. I have just compared my formulas using Profit and Downdraw. I take the highest profit as long as the downdraw is close. Tom --- In [email protected], "Mike" <sfclimb...@...> wrote: > > http://www.amibroker.com/guide/h_report.html > http://www.investopedia.com/categories/formulas.asp > > Mike > > --- In [email protected], "professor77747" <professor@> wrote: > > > > > > I have a very profitable formual that I have been autotrading for over a > > year. However, it is also risky. I have another formula that is not as > > profitable, but is also not as risky. My formula trade almost exactly as > > a backtest except for the price which varies by so little that it is not > > a factor. > > > > I don't understand any of the risk % factors in the top section and the > > factors below the drawdown figures in the bottom section. > > > > Here is a link to the statistics for last year which are very similar to > > this year except that there is more data. Statistics > > <http://success101.biz/Backtest%20Report.htm> > > > > Please help me understand these statistics. Thanks > > > > Tom > > >
