|
Delhi + India
Posts: 1 since Jul 2019
Thanks Given: 0
Thanks Received: 0
|
Hi,
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.
|
