Author Archive
| All trades | Long trades | Short trades | |
| Initial capital | 100000 | 100000 | 100000 |
| Net Profit% | 2685.53% | 1372.72% | 1312.81% |
| Exposure% | 15.05% | 8.06% | 6.99% |
| Net Risk Adjusted Return% | 17840.51% | 17021.80% | 18785.27% |
| Annual Return% | 79.54% | 60.50% | 59.33% |
| Risk Adjusted Return% | 528.41% | 750.21% | 849.00% |
| All trades | 3926 | 1963 (50.00%) | 1963 (50.00%) |
| Avg. Profit/Loss | 684.04 | 699.3 | 668.78 |
| Avg. Profit/Loss% | 0.68% | 0.70% | 0.67% |
| Avg. Bars Held | 35.66 | 37.91 | 33.41 |
| Winners | 2220 (56.55%) | 1064 (27.10%) | 1156 (29.44%) |
| Avg. Profit% | 1.73% | 1.88% | 1.59% |
| Max. Consecutive | 32 | 21 | 26 |
| # bars in largest win | 87 | 2 | 87 |
| Losers | 1706 (43.45%) | 899 (22.90%) | 807 (20.56%) |
| Avg. Loss% | -0.68% | -0.69% | -0.66% |
| Max. Consecutive | 10 | 7 | 12 |
| # bars in largest loss | 64 | 64 | 28 |
| Max. trade% drawdown | -9.07% | -8.70% | -9.07% |
| Max. system% drawdown | -4.79% | -4.91% | -5.63% |
| Recovery Factor | 206.69 | 116.17 | 97.7 |
| CAR/MaxDD | 16.61 | 12.33 | 10.55 |
| RAR/MaxDD | 110.34 | 152.92 | 150.9 |
| Profit Factor | 3.33 | 3.2 | 3.48 |
| Payoff Ratio | 2.56 | 2.7 | 2.43 |
| Risk-Reward Ratio | 1.93 | 2.08 | 1.74 |
| Ulcer Index | 0.65 | 0.76 | 1.06 |
| Ulcer Performance Index | 113.84 | 72.35 | 50.77 |
| Sharpe Ratio of trades | 7.38 | 7.07 | 7.72 |
| K-Ratio | 0.0086 | 0.0092 | 0.0077 |
Результат обучения :
Общее число сделок 3926 (было 3950)
Прибыль 2686 ( было 2658 ) %