Risk Adjusted Return Amibroker Backtest
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Risk Adjusted Return Amibroker Backtest

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Created July 22nd 2019 by MGTREK
Updated July 22nd 2019 by MGTREK
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Risk Adjusted Return Amibroker Backtest

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Delhi + India
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Risk Adjusted Return Amibroker Backtest

I have backtested a strategy on Amibroker and most of the metrics look ok but the Risk Adjusted Return and Net Risk Adjusted Return are highly negative even when net profit is positive.
I have researched that adjusted return is calculated using Exposure% but I am not sure what kind of impact this will have on my trading system

Net Profit : 480%
Exposure % : -0.47%
Net Risk Adjusted Return : -102360.45%
Risk Adjusted Return : -30147%

Really appreciate any help on this.

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