I have bactested one strategy for the last 6 months which is based on 1 minute timeframe.
I used 10000 as my intital capital and after 6 months its showing me around 17000. Its giving me a net profit of 70% but its just giving me annual return of just 1.2 %. Shouldn't annual return be 140% ? Please advice.
Also I am attaching here the profit and equitycureve/ drawdown report. Please give your views about this report as to what more can be improved. 
What version is that? And what data source? For me it looks like you have bad data in your database (specifically incorrect timestamps).
I have 6.2 version. Why do you think so. The data is absolutely fine as I have checked it with my broker too.
You did not answer the question: what DATA SOURCE is that? If you are asking for HELP you should behave like patient visiting a doctor (answer questions for the doctor to make diagnosis) instead of saying "oh no, my liver is absolutely fine".
I wrote AmiBroker. So when I say that something may be wrong with your timestamps I have very good reason to think so (since I know how CAR is calculated by the program and how much it depends on correct timestamps).
You did not show the formula (problem - because we have to guess what you are doing). You also did not include any settings (.APX file) - again guessing games.
There are two possible sources of low CAR - you are not really using all capital or the timespan you have selected is not really 6 months (or timestamps in your data are wrong).
"amifeed" is NOT supported data source. Using unsupported sources (especially plugin based) may lead to bizzarre problems. The list of supported data sources is here http://www.amibroker.com/guide/h_quotes.html
Alternatively you can import data from ASCII . This way is much more reliable than using unknown 3rd party plugins that take over the software and can do more harm than good.
3rd party plugins unfortunately can produce incorrect timestamps as their developers write plugins without having any experience with that. Also even if it is required, "amifeed" has never registered their plugin ID with us, so they are totally "out of control".
As described in the manual http://www.amibroker.com/guide/w_report.html CAR is calculated the following way:
correctly_annualized_perc_return = 100% * ( (final_value/initial_value) ^ ( 365 / days_in_test ) - 1 )
So as you can see having correct days_in_test is essential. If timestamps in database are incorrect, then days_in_test will be incorrect.
3 Likes