A few beginner questions regarding the backtest report

Hey everyone.

Was hoping someone could help with a few basic questions.

  1. When backtesting the performance of a trading strategy where the goal is to be invested 100% of the time, which is the more important parameter in the backtest report. The annual return or the risk adjusted return? My annual return is 14% and risk adjusted is 28% .. Big difference here.

  2. I can't seem to get 'buy and hold' comparison in my report no matter what I do. I have the checkbox on for buy and hold and have $XAO.au as the ticker. Is there anything else I need to do? Data and all is working fine. $XAO.au is there in the data.

Thanks.

-Frank

  1. RAR is annual report adjusted for exposure. Apparently your exposure is around 50%
  2. Check this: Backtest Report - Buy and Hold not working. Turn ON "Allow position shrinking"
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