aztrix Veteran  Posts: 116 Joined: 6/16/2004 Location: Sydney, NSW, Australia  User Profile | I've been doing a lot of manual strategy testing because of bugs in the Hot Strategy Finder. What surprised me is the lack of correlation between the PortSim results and the Performance Summary Reports. As you can see from the attached PortSim it looks like I'm onto a winner with a Return:Drawdown of 27 and Avg Ann ROI of 121% but when I look at the Performance Summary Report, in contrast it's showing ANP% -3.39 and PPT% -1.5 … WHAT THE … How can you possibly go from an annual ROI of over 100% to making a loss in the same timeframe? Can someone please explain this to me or let me know where this might be documented so I can get me head around it? Cheers A very confused & concerned Aztrix  Attached file : az Super - PS.PNG (157KB - 304 downloads) Attached file : az Super - PSR.pdf (121KB - 913 downloads) Attached file : az Super - PDR.pdf (118KB - 353 downloads) |
