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Bingk6 - its for the last 365 days, including the correction we got recently.

yes both the reports are for the same system and same period. I haven't got much experience system backtesting and hence I post it here to get a good feedback.

ASXG - I will run it for the time period u mention as well. I did one backtest for the last 3 years and posting the AB report.

Howard - how would one go about fixing a massive drawdown problem in a system ? The previous report was for daily data, I am still working on a weekly system.

So does a system with win 70%, w/l ratio 5:1, that does gives a couple of trades a month exist ? or is that the holy grail system urban myth lol..

Here is the report for the last 3 year back test. In-sample was Nasdaq and out sample was ASX200. One question is that Max % system drawdown over the full three years or is it per year, if its 59.45% / year I'll have to go to the drawing board again..

<blockquote data-quote="R0n1n" data-source="post: 195817" data-attributes="member: 6671">Bingk6 - its for the last 365 days, including the correction we got recently.yes both the reports are for the same system and same period. I haven&#039;t got much experience system backtesting and hence I post it here to get a good feedback.ASXG - I will run it for the time period u mention as well. I did one backtest for the last 3 years and posting the AB report. Howard - how would one go about fixing a massive drawdown problem in a system ?&nbsp; The previous report was for daily data, I am still working on a weekly system.So does a system with win 70%, w/l ratio 5:1, that does gives a couple of trades a month exist ? or is that the holy grail system urban myth lol..<img src="data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7" class="smilie smilie--sprite smilie--sprite8" alt=":D" title="Big Grin&nbsp; &nbsp; :D" loading="lazy" data-shortname=":D" />Here is the report for the last 3 year back test. In-sample was Nasdaq and out sample was ASX200. One question is that Max % system drawdown over the full three years or is it per year, if its 59.45% / year I&#039;ll have to go to the drawing board again..</blockquote>

[QUOTE="R0n1n, post: 195817, member: 6671"] [B]Bingk6[/B] - its for the last 365 days, including the correction we got recently. yes both the reports are for the same system and same period. I haven't got much experience system backtesting and hence I post it here to get a good feedback. [B]ASXG[/B] - I will run it for the time period u mention as well. I did one backtest for the last 3 years and posting the AB report. [B]Howard[/B] - how would one go about fixing a massive drawdown problem in a system ? The previous report was for daily data, I am still working on a weekly system. So does a system with win 70%, w/l ratio 5:1, that does gives a couple of trades a month exist ? or is that the holy grail system urban myth lol..:D Here is the report for the last 3 year back test. In-sample was Nasdaq and out sample was ASX200. One question is that Max % system drawdown over the full three years or is it per year, if its 59.45% / year I'll have to go to the drawing board again.. [/QUOTE]

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