when statistical results are displayed at bottom of test page,
results are presented for System, Benchmark, Up Mkt, Dwn Mkt.
When changing Benchmark for backtest, results of Benchmark of course change.
System remains the same.
However… Up Mkt results / Dwn Mkt results also change depecting results of the " new" benchmark during up / dwn periods ???
Each Benchmark will change Up / Dwn Market statistics.
Was not the Up / Dwn statistic to depict the “SYSTEM” results in an UP or DWN market,
to determine if system outperformed / underperformed in up markets / down markets…
or am I confused ?
Can someone explain the stastistics portion of Advanced backtester,
and the ability to determine “System” performance during up / dwn
portions of the overall market , benchmark , or whatever the correct comparison might be ?
thanks,