[Komunitas AmiBroker] Re: Belajar Backtest Project Bargain Hunter - Wisnu

mas Eco,

trims atas copy reading backtest reportnya, saya tertarik dgn K-Ratio yg mencerminkan konsistensi return dan angkanya harus 1 atau > 1. BT yg saya lampirkan K-Ratio masih < 0.5.

K-Ratio - Detects inconsistency in returns. Should be 1.0 or more. The higher K ratio is the more consistent return you may expect from the system. Linear regression slope of equity line multiplied by square root of sum of squared deviations of bar number divided by standard error of equity line multiplied by square root of number of bars. More information: Stocks & Commodities V14:3 (115-118): Measuring System Performance by Lars N. Kestner

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