Equivalent Profit per annum in Monte Carlo Report

[brian]

Hi David,
With my TradeSim Enterprise I find the MonteCarlo testing used almost exclusively as the basic tests are only a small probability snapshot. Right?

I focus initially on a handful of the figures. In the Profit results I need to devide by the days in the trade to get a comparable profit % per annum equivalent. This is useful as not all my tests are over the same period length.

It would be useful to have the days available in the Monte Carlo Report so my spreadsheet could spit out a per annum %. Or perhaps the report could provide that.

Or have I missed something already there? Hope this is clear.
regards

[David Samborsky]

With my TradeSim Enterprise I find the MonteCarlo testing used almost exclusively as the basic tests are only a small probability snapshot. Right?

Correct .

It would be useful to have the days available in the Monte Carlo Report so my spreadsheet could spit out a per annum %. Or perhaps the report could provide that.

Probably the annualized interest rate would be a better metric for comparison.

[brian]

Thanks David,

Probably the annualized interest rate would be a better metric for comparison

Yes, Is that something that we could expect in the next update?

brian

[David Samborsky]

The Monte Carlo simulation log has an entry for the annualized interest rate. However I will see about adding a histogram to it.

[brian]

Hi again David,

I have been Tradesimming away since your reply and having been pointed to the Simulation Log, Interest Column am getting better information.

A further request: Is it feasible to add this to the MonteCarlo Report, say in your usual headings Max, Min, Avg, and SD.

I find most of the initial info I want is in the scatter Diagram and the report and have rarely had to delve into the simulation log.

Thanks and regards
Brian