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[USER=55912]@Roller_1[/USER] funny enough I came across this today and i'm sure that you could modify the CBT code to achieve what you want ? or at least give you some ideas

The below example displays the yearly returns at the end of your back test report

https://alvarezquanttrading.com/amibroker-sample-code/

[ATTACH=full]103914[/ATTACH]

[CODE]// Provided by Cesar Alvarez www.AlvarezQuantTrading.com

// this code is for daily bar tests////////////////////////////////////////////////////////////

// Repalce with your code

SetOption("MaxOpenPositions",10);

SetPositionSize(10,spsPercentOfEquity);Buy = RSI(2) < 5;

Sell = RSI(2) > 80;Short = Cover = 0;

// End of replace

///////////////////////////////////////////////////////////// Or you can add the following to the end of your current code

// will not output anything if there are less than 200 bars in your test

SetCustomBacktestProc("");

if(Status("action") == actionPortfolio)

{

    dnStart = Status("rangefromdate");

    dnEnd = Status("rangetodate");

    yrStart = int(dnStart/10000);

    yrEnd = int(dnEnd/10000);    bo = GetBacktesterObject();

    bo.backtest();    ver = Version();    if(BarCount > 200)

    {

        dt = DateNum();

        if(ver <= 5.4)

            eq = Foreign("~~~EQUITY", "C");

        else

            eq = bo.EquityArray();        // This could also be done by compressing to Monthly bars

        eqM = 0; // end of year equity - saving 2001 data in bar 101, 2002 in bar 102, ...

        for (i = 1; i < BarCount-1; i++)

        {

            // are we at the end of a year

            if (int(dt[i+1]/10000) > int(dt[i]/10000) )

                eqM[int(dt[i]/10000)] = eq[i];

        }        // save the last equity

        eqM[yrStart-1] = GetOption("InitialEquity");

        eqM[yrEnd] = eq[BarCount-1];        // output the results

        for (i=yrStart; i<= yrEnd; i++)

        {

            bo.AddcustomMetric("" + (i + 1900) + " Ret % ", 100*(eqM[i]/eqM[i-1] - 1));

        }

    }

}[/CODE]