i have imported 1 min data from 2010 for few of default assetsfix scrips and tried to run z1 test.

Below are the details i have taken from log folder.. its showing 134 percent annual return.. can someone please let me know what i am missing in test.

please some one tell about about confidence level mentioned in log file

Monte Carlo Analysis... Median AR 191%
Profit 3576$ MI 89$ DD 609$ Capital 794$
Trades 384 Win 41.9% Avg +103.3p Bars 51
AR 134% PF 1.95 SR 1.41 UI 8% R2 0.29


Walk-Forward Test Z1 portfolio

Simulated account AssetsFix
Bar period 4 hours (avg 337 min)
Simulation period 29.04.2010-07.06.2016 (9495 bars)
Test period 24.01.2013-07.06.2016 (5223 bars)
Lookback period 500 bars (17 weeks)
WFO test cycles 11 x 475 bars (16 weeks)
Training cycles 12 x 4272 bars (147 weeks)
Monte Carlo cycles 200
Assumed slippage 10.0 sec

Gross win/loss 7330$ / -3754$ (+39680p)
Average profit 1062$/year, 89$/month, 4.09$/day
Max drawdown -609$ 17% (MAE -768$ 21%)
Total down time 58% (TAE 95%)
Max down time 43 weeks from Mar 2015
Max open margin 219$
Max open risk 5234$
Trade volume 723380$ (214896$/year)
Transaction costs -269$ spr, -154$ slp, -47$ rol, -39$ com
Capital required 794$

Number of trades 384 (115/year, 3/week, 1/day)
Percent winning 41.9%
Max win/loss 449$ / -272$
Avg trade profit 9.31$ 103.3p (+505.2p / -186.8p)
Avg trade slippage -0.40$ -4.4p (+0.3p / -7.9p)
Avg trade bars 51 (+85 / -26)
Max trade bars 779 (26 weeks)
Time in market 378%
Max open trades 10
Max loss streak 12 (uncorrelated 12)