Rajandran R FollowTelecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)
Profit Table AFL code with Yearly Max Drawdown
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Here is a simple Amibroker AFL trick which will replace your default profit table in your Amibroker Backtest report with Colourful profit table along with CAR%, yearly Max Drawdown (maxDD%) as well as overall maxDD% as shown below. And its better version of profit table as it provide more meaningful insights.
Step to Install the Profit Table
1)Download Profit Table AFL code
2)Unzip and replace the afl 3 Profit Table.afl inside //amibroker//formulas//reports
3)Remember to backup the default “3. Profit Table.afl” first, i.e. by renaming it to “3. Profit Table.bak”.
4)Now Run a backtest and goto Reports to see the new colorful Profit Table.
Rajandran R FollowTelecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)
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One Reply to “Profit Table AFL code with Yearly Max Drawdown”
Hi Rajandran,
I just stumbled upon your revised Profit Table with MDD. While I love the idea, the performance numbers don’t match the built-in profit table. Is there a reason that I’m missing?
Hi Rajandran,
I just stumbled upon your revised Profit Table with MDD. While I love the idea, the performance numbers don’t match the built-in profit table. Is there a reason that I’m missing?
Thanks,
Jim