Factors to watch in Back testing results

What are the factors to watch out for in amibroker back tests results?

Like winners/losser %, shrarp ratio, max drawdown,max profit(consecutive) or Loses, Stops,Time frame, Profit points vs %, Buy or sell on avg,high,low........

because each and every factor makes changes in end result.......


Hello Harshab,

The factors of utmost importance are

  1. Max Draw down,

  2. Longest loosing streak(max loss you accumulate on consecutive losses.)

3.Variance on Net result on YOY basis. Higher the variation, more your system is vulnerable to market fluctuation.

These are the factors which I personally gave much attention, when I developed my own strategy. You already mentioned rest.

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