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Без реинвестирования прибыли, без плеч, сделки на следующей свече, комиссия 0.035%
| All trades | Long trades | Short trades | |
| Initial capital | 100000 | 100000 | 100000 |
| Net Profit% | 2996.26% | 1546.10% | 1450.16% |
| Exposure% | 13.17% | 7.02% | 6.16% |
| Net Risk Adjusted Return% | 22743.12% | 22026.78% | 23560.02% |
| Annual Return% | 81.14% | 62.38% | 60.70% |
| Risk Adjusted Return% | 615.90% | 888.69% | 986.16% |
| All trades | 4164 | 2082(50.00%) | 2082(50.00%) |
| Avg. Profit/Loss% | 0.72% | 0.74% | 0.70% |
| Avg. Bars Held | 34.3 | 36.34 | 32.25 |
| Winners | 2464(59.17%) | 1183(28.41%) | 1281(30.76%) |
| Avg. Profit% | 1.67% | 1.82% | 1.53% |
| Max. Consecutive | 32 | 20 | 25 |
| # bars in largest win | 87 | 2 | 87 |
| Losers | 1700(40.83%) | 899 (21.59%) | 801 (19.24%) |
| Avg. Loss% | -0.65% | -0.67% | -0.63% |
| Max. Consecutive | 9 | 8 | 10 |
| # bars in largest loss | 64 | 64 | 33 |
| Max. trade% drawdown | -9.07% | -8.70% | -9.07% |
| Max. system% drawdown | -3.41% | -4.06% | -4.59% |
| Recovery Factor | 256.58 | 110.43 | 123.45 |
| CAR/MaxDD | 23.8 | 15.36 | 13.22 |
| RAR/MaxDD | 180.63 | 218.79 | 214.85 |
| Profit Factor | 3.7 | 3.57 | 3.86 |
| Payoff Ratio | 2.55 | 2.71 | 2.41 |
| Risk-Reward Ratio | 1.97 | 2.08 | 1.83 |
| Ulcer Index | 0.46 | 0.55 | 0.82 |
| Ulcer Performance Index | 165.36 | 104.34 | 67.77 |
| Sharpe Ratio of trades | 7.92 | 7.52 | 8.41 |
| K-Ratio | 0.0088 | 0.0093 | 0.0082 |