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 Post subject: Backtest statistics
PostPosted: Wed Jan 02, 2013 6:13 pm 
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Joined: Fri Jul 22, 2011 8:29 pm
Posts: 11
Hello,

What are the statistics that are put out of OQ?. I see only performance summary like Equity curve , PnL and DD. This are really not enough to take corrective action on the strategy. We need following statistics

#1 Trade statistics (Winning and loosing percentage , average winner, Average looser, All of them for both long and shorts)
#2 Time statistics (Average bar held for each trade. For long and short , and highest and lowest)
#3 Key Ratios (Sharpe ratio, K-Ratio, Ulcer index etc.,)
#4 Equity curve characteristics (%DD for trade, max system DD, CAR,CAR/DD ratio, Duration of DD, Recovery index)


Please let me know if OQ support these parameters. These are very important for anyone who develops strategy seriously.

Thx
Nagendra


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 Post subject: Re: Backtest statistics
PostPosted: Wed Jan 02, 2013 6:36 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6807
Hi,

have you enabled Reporting in the solution/project settings as shown on the first attached screenshot?

Regards,
Anton


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 Post subject: Re: Backtest statistics
PostPosted: Thu Jan 03, 2013 6:04 am 
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Joined: Fri Jul 22, 2011 8:29 pm
Posts: 11
Yes I will enable it now. Thanks a lot. putting it in getting started guide will help a lot


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