Amibroker backtesting results provide profit table in the form of compounded values. However, most of the traders when comes to real life trading they prefer using fixed capital as position size. If you want to test the profitability of your system in Month on Month Absolute terms then this article is for you.
One of the reasons why we came up with Absolute Returns – Profitable table amibroker afl code last time. And this time at our trader’s workplace, yet again my partner asked: “is it possible to get a Month on Month Profit/Loss table in Absolute Percentage on Initial Capital rather than in compounded percentage terms?”
Amibroker stores the Profit Table Computation in 3.Profit Table under /formulas/reports folder. with a simple tweak one can code for Absolute Percentage on Initial Capital rather than in compounded percentage terms.
Here is the Compounded Returns and Absolute Month on Month Returns – Profitable Table for one of our upcoming intraday trading system – v-Lintra Ultimate.
Steps to Install Profit Table
1)Download 5.Absolute Month on Month Returns ( in %)
2)Unzip and copy the file 5.Absolute-Month-on-Month-Returns-in.afl to the folder /amibroker/formulas/reports/
3)Now Run Backtest on your trading system.
4)Go and check the Backtest reports where you will get Absolute Month on Month Returns (in %) Profit/Loss Table as an add-on to your existing backtest report.
1)Backtesting Window Length – Jan 2011 – Oct 2017
2)Commissions and Slippages – 0.65%
3)Trading Style – Portfolio Based Intraday Trading
4)No of Stocks in Portfolio – 50 stocks
5)Stock Selection Process – Random Stocks
6)Portfolio Stops Applied – No
Download the Complete Backtest Report of V-Lintra Ultimate – Proprietary Trading System and Part of TradeStudio V18.104.22.168