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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% | 2923.90% | 1504.61% | 1419.29% |
| Exposure% | 13.34% | 7.14% | 6.20% |
| Net Risk Adjusted Return% | 21916.47% | 21083.32% | 22874.75% |
| Annual Return% | 81.06% | 62.15% | 60.61% |
| Risk Adjusted Return% | 607.61% | 870.81% | 976.85% |
| All trades | 4104 | 2052 (50.00%) | 2052 (50.00%) |
| Avg. Profit/Loss% | 0.71% | 0.73% | 0.69% |
| Winners | 2398 (58.43%) | 1145 (27.90%) | 1253 (30.53%) |
| Avg. Profit% | 1.69% | 1.85% | 1.54% |
| Losers | 1706 (41.57%) | 907 (22.10%) | 799 (19.47%) |
| Avg. Loss% | -0.66% | -0.67% | -0.64% |
| Max. trade% drawdown | -9.07% | -8.70% | -9.07% |
| Max. system% drawdown | -3.41% | -4.06% | -4.41% |
| Recovery Factor | 250.39 | 107.47 | 120.83 |
| CAR/MaxDD | 23.77 | 15.3 | 13.75 |
| RAR/MaxDD | 178.2 | 214.38 | 221.68 |
| Profit Factor | 3.6 | 3.46 | 3.76 |
| Payoff Ratio | 2.56 | 2.74 | 2.4 |
| Risk-Reward Ratio | 1.97 | 2.09 | 1.81 |
| Ulcer Index | 0.47 | 0.58 | 0.82 |
| Ulcer Performance Index | 161.95 | 97.48 | 67.44 |
| Sharpe Ratio of trades | 7.85 | 7.49 | 8.28 |
| K-Ratio | 0.0088 | 0.0093 | 0.0081 |