|
All trades |
Long trades |
Short trades |
| Initial capital |
100000 |
100000 |
100000 |
| Net Profit% |
2643.18% |
1348.84% |
1294.34% |
| Exposure% |
15.15% |
8.17% |
6.97% |
| Net Risk Adjusted Return% |
17451.56% |
16501.26% |
18565.78% |
| Annual Return% |
79.21% |
60.15% |
59.07% |
| Risk Adjusted Return% |
522.98% |
735.84% |
847.30% |
| All trades |
3865 |
1933 (50.01%) |
1932 (49.99%) |
| Avg. Profit/Loss |
683.88 |
697.8 |
669.95 |
| Avg. Profit/Loss% |
0.68% |
0.70% |
0.67% |
| Avg. Bars Held |
36.12 |
38.42 |
33.82 |
| Winners |
2188 (56.61%) |
1056 (27.32%) |
1132 (29.29%) |
| Avg. Profit% |
1.73% |
1.86% |
1.61% |
| Avg. Bars Held |
43.75 |
47.76 |
40.02 |
| Max. Consecutive |
32 |
21 |
26 |
| # bars in largest win |
87 |
2 |
87 |
| Losers |
1677 (43.39%) |
877 (22.69%) |
800 (20.70%) |
| Avg. Loss% |
-0.68% |
-0.70% |
-0.66% |
| Avg. Bars Held |
26.17 |
27.18 |
25.06 |
| 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% |
-5.64% |
| Recovery Factor |
206.83 |
114.85 |
96.33 |
| CAR/MaxDD |
16.54 |
12.26 |
10.46 |
| RAR/MaxDD |
109.21 |
149.99 |
150.1 |
| Profit Factor |
3.31 |
3.19 |
3.46 |
| Payoff Ratio |
2.54 |
2.65 |
2.44 |
| Standard Error |
253155.85 |
120334.22 |
136704.07 |
| Risk-Reward Ratio |
1.95 |
2.11 |
1.74 |
| Ulcer Index |
0.66 |
0.79 |
1.03 |
| Ulcer Performance Index |
111.3 |
69.04 |
52.05 |
| Sharpe Ratio of trades |
7.28 |
7 |
7.7 |
| K-Ratio |
0.0086 |
0.0094 |
0.0077 |
Комментарии к записи РоботВася. Хроники 11.09.12 отключены
