StockFetcher Forums · Backtesting Support · What are some good backtesting results?<< >>Post Follow-up
clam61
92 posts
msg #43113
Ignore clam61
4/21/2006 12:28:24 PM

I got a 150% ROI and 250% ROI in 4 months. that surpised me. wins were around 25% and losses were 75%

seems too easy...is this common?


heyen
124 posts
msg #43117
Ignore heyen
4/21/2006 4:22:25 PM

1 out of 4 trades win? please download the trades to excel and check the real outcome.
i ran an eye popping profit within 2 weeks to give it back the next 2 weeks.
my backtest showed a 50/50 ratio. that really got me back to some more TA.
i wouldnt recommend any system/model that has not at least 2 winners per looser.


gudway
13 posts
msg #46043
Ignore gudway
7/23/2006 1:38:29 PM

How can you have a ROI=150% and 250% if your gaining %=25 and losing %=75%
I'd like to see the entry & exit conditions.
gudway@charter.net


heyen
124 posts
msg #46048
Ignore heyen
7/23/2006 3:32:32 PM

yes, you can make profits with loosing 3 out of 4 times.
But when you get in a draw down it really stresses your emotions.

And: dont forget to include comission and worse: slippage!!!


ChoWZa
3 posts
msg #114664
Ignore ChoWZa
7/26/2013 10:48:13 PM

L'O'SING
LOSING I SAY!

marine2
852 posts
msg #114665
Ignore marine2
7/26/2013 11:07:36 PM

You can have two distinctly different results if you run your filter your backtesting to two different backtest time periods. Doing one backtest against a time frame that was a losing period of time (stock market) and doing the other backtest against a winning period of time (stock market).

Because of that I only test my filters against a winning period of time (stock market) because that is when I want to re-enter the market. Watch the DIA, SPY, and QQQ as general barometer stock symbols and if they begin to show positive then you may feel more secure that what ever stock you are finding via your favorite filter it will have a better chance of doing well if one or more of those symbols (DIA, SPY, and QQQ) is showing green light time (buy).

StockFetcher Forums · Backtesting Support · What are some good backtesting results?<< >>Post Follow-up

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