พอจะสามารถเอาไปtradeจริงได้ไหมครับ
Initial capital 10000.00 10000.00 10000.00
Ending capital 105754.64 105754.64 10000.00
Net Profit 95754.64 95754.64 0.00
Net Profit % 957.55 % 957.55 % 0.00 %
Exposure % 56.96 % 56.96 % 0.00 %
Net Risk Adjusted Return % 1681.22 % 1681.22 % N/A
Annual Return % 21.15 % 21.15 % 0.00 %
Risk Adjusted Return % 37.13 % 37.13 % N/A
Total transaction costs 0.00 0.00 0.00
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All trades 92 92 (100.00 %) 0 (0.00 %)
Avg. Profit/Loss 1040.81 1040.81 N/A
Avg. Profit/Loss % 2.90 % 2.90 % N/A
Avg. Bars Held 17.51 17.51 N/A
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Winners 42 (45.65 %) 42 (45.65 %) 0 (0.00 %)
Total Profit 136063.08 136063.08 0.00
Avg. Profit 3239.60 3239.60 N/A
Avg. Profit % 8.22 % 8.22 % N/A
Avg. Bars Held 31.64 31.64 N/A
Max. Consecutive 5 5 0
Largest win 20113.48 20113.48 0.00
# bars in largest win 109 109 0
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Losers 50 (54.35 %) 50 (54.35 %) 0 (0.00 %)
Total Loss -40308.43 -40308.43 0.00
Avg. Loss -806.17 -806.17 N/A
Avg. Loss % -1.56 % -1.56 % N/A
Avg. Bars Held 5.64 5.64 N/A
Max. Consecutive 7 7 0
Largest loss -2617.93 -2617.93 0.00
# bars in largest loss 3 3 0
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Max. trade drawdown -5900.26 -5900.26 0.00
Max. trade % drawdown -11.41 % -11.41 % 0.00 %
Max. system drawdown -11936.91 -11936.91 0.00
Max. system % drawdown -14.62 % -14.62 % 0.00 %
Recovery Factor 8.02 8.02 N/A
CAR/MaxDD 1.45 1.45 N/A
RAR/MaxDD 2.54 2.54 N/A
Profit Factor 3.38 3.38 N/A
Payoff Ratio 4.02 4.02 N/A
Standard Error 6552.34 6552.34 0.00
Risk-Reward Ratio 1.24 1.24 N/A
Ulcer Index 5.85 5.85 0.00
Ulcer Performance Index 2.69 2.69 N/A
Sharpe Ratio of trades 1.04 1.04 0.00
K-Ratio 0.0850 0.0850 N/A
" Amibroker "รบกวนพี่ๆช่วยวิเคราะห์ back test SET50 ย้อนหลัง13ปี
Initial capital 10000.00 10000.00 10000.00
Ending capital 105754.64 105754.64 10000.00
Net Profit 95754.64 95754.64 0.00
Net Profit % 957.55 % 957.55 % 0.00 %
Exposure % 56.96 % 56.96 % 0.00 %
Net Risk Adjusted Return % 1681.22 % 1681.22 % N/A
Annual Return % 21.15 % 21.15 % 0.00 %
Risk Adjusted Return % 37.13 % 37.13 % N/A
Total transaction costs 0.00 0.00 0.00
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All trades 92 92 (100.00 %) 0 (0.00 %)
Avg. Profit/Loss 1040.81 1040.81 N/A
Avg. Profit/Loss % 2.90 % 2.90 % N/A
Avg. Bars Held 17.51 17.51 N/A
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Winners 42 (45.65 %) 42 (45.65 %) 0 (0.00 %)
Total Profit 136063.08 136063.08 0.00
Avg. Profit 3239.60 3239.60 N/A
Avg. Profit % 8.22 % 8.22 % N/A
Avg. Bars Held 31.64 31.64 N/A
Max. Consecutive 5 5 0
Largest win 20113.48 20113.48 0.00
# bars in largest win 109 109 0
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Losers 50 (54.35 %) 50 (54.35 %) 0 (0.00 %)
Total Loss -40308.43 -40308.43 0.00
Avg. Loss -806.17 -806.17 N/A
Avg. Loss % -1.56 % -1.56 % N/A
Avg. Bars Held 5.64 5.64 N/A
Max. Consecutive 7 7 0
Largest loss -2617.93 -2617.93 0.00
# bars in largest loss 3 3 0
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Max. trade drawdown -5900.26 -5900.26 0.00
Max. trade % drawdown -11.41 % -11.41 % 0.00 %
Max. system drawdown -11936.91 -11936.91 0.00
Max. system % drawdown -14.62 % -14.62 % 0.00 %
Recovery Factor 8.02 8.02 N/A
CAR/MaxDD 1.45 1.45 N/A
RAR/MaxDD 2.54 2.54 N/A
Profit Factor 3.38 3.38 N/A
Payoff Ratio 4.02 4.02 N/A
Standard Error 6552.34 6552.34 0.00
Risk-Reward Ratio 1.24 1.24 N/A
Ulcer Index 5.85 5.85 0.00
Ulcer Performance Index 2.69 2.69 N/A
Sharpe Ratio of trades 1.04 1.04 0.00
K-Ratio 0.0850 0.0850 N/A