I see following as my back test results
Initial capital = 1000000
Cumulative Data -back test P&L = 127270 (+1.51 %)
Timeframe = 1Month
A) How is P&L pct = 1.51%?
P&L/InitialInvetment = 127270/1000000 = 12.7%
Am i missing something?
I see following as my back test results
Initial capital = 1000000
Cumulative Data -back test P&L = 127270 (+1.51 %)
Timeframe = 1Month
A) How is P&L pct = 1.51%?
P&L/InitialInvetment = 127270/1000000 = 12.7%
Am i missing something?
P/L per stock is calculated as (P/L)/Max investment duringing the backtest. Here Initial capital is not considered. Initial capital is a hypothetical maximum capital required for taking all positions. So you can download the backtest tradelog and check this.
Refer
its difficult for us to analize the results that way, can u plz provide more stats in results.
This method will give a safer p/l.
What stats are you looking for?