I'm slowly picking up certain aspects of statistics that make me look twice and questions some systems results ie abnormally high profit rate, such as 9.
What I am after is a set of eyes over my Amibroker results for my system, to see if anything is amiss.
My universe is all Fully Paid Ordinary shares on the ASX, around 2100 stocks total. I've tested against delisted.
My concern is that my CAR is quite high, but my max DD quite low. Are these type of daily trend following systems capable of results such as these?
Please be aware, the top pic is 1000MC runs whilst the second image is a single back test