"Distribution of Simulation Net Profit %" in Monte Carlo Lab
Author: joannakim
Creation Date: 6/11/2011 3:26 PM
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joannakim

#1
Hi. Is the " Distribution of Simulation Net Profit %" in Monte Carlo annual profit percentage or the profit percentage of the period that the back test was done? For instance, if the back test was done for the period of 6 months, and a Monte Carlo was run, is the " Distribution of simulation Net Profit %" the profit percentage of 6nbmonths or is it a profit percentage of 1 year like the APR is on a single back test?
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Eugene

#2
When "Full Span" is selected (by default) = the profit percentage of the complete time span of the backtest.

When you click on the "Y" button (Yearly), MCL will recalculate the numbers as Yearly results.
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Eugene

#3
P.S. Before creating a duplicate post, take a look around the forums (there ain't many). Note that your posts as a rule overlook the posting guidelines and target only the General forum - from where they have to be moved to a more appropriate location like e.g. Extensions.

If you find yourself in a situation when a post couldn't be found, take a look around before immediately firing again. Use Search (search by member). Use the helpful "My Bookmarks" feature where you can store your conversation right after creating a topic by clicking Topic Options > Bookmark. Hope this helps.
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joannakim

#4
The Bookmark suggestion is an excellent one Eugene. I wish I had known that before.
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