Author Topic: number of trades  (Read 5250 times)

Martin Liebl

  • Newbie
  • *
  • Posts: 5
  • Karma: +0/-0
number of trades
« on: March 16, 2013, 11:57:32 am »
Hi, in my opinion, the number of trades that generates the computed CAGR and MaxDD is quite important to check if the result is reliable. I would like to see this parameter to be computed and displayed the same way the CAGR and MaDD are in the backtest/study results
Thanks for the consideration
Martin

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 338
  • Karma: +13/-0
    • Pair Trading Lab
Re: number of trades
« Reply #1 on: March 16, 2013, 01:51:06 pm »
Hello,

I am not sure I understand. In backtests, number of trades is displayed below the Profit Factor. Would you like to see it also in the section above with bigger font?
In study, number of trades cannot be displayed, as it differs per period combination.

Martin Liebl

  • Newbie
  • *
  • Posts: 5
  • Karma: +0/-0
Re: number of trades
« Reply #2 on: March 16, 2013, 07:57:29 pm »
Sorry, my bad, haven't realized the number of trades was already in the backtest results - I hardly use backtests these days, only studies :)
As for the studies - the number of trades is the same kind of parameter as the CAGR or MaxDD. It would be nice to see the worst/median/best values for it the study results as well
Thanks
Martin

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 338
  • Karma: +13/-0
    • Pair Trading Lab
Re: number of trades
« Reply #3 on: March 17, 2013, 05:50:28 am »
OK, we have to think about it - maybe a good idea would be to link number of trades to (for instance) min/max/avg/median CAGR, so you could see for which CAGR how many trades were executed.

Thanks for the suggestion.