|
All trades |
Long trades |
Short trades |
| Initial capital |
100000 |
100000 |
100000 |
| Net Profit % |
2593.82% |
1326.49% |
1267.34% |
| Exposure % |
15.60% |
8.53% |
7.07% |
| Net Risk Adjusted Return % |
16629.07% |
15553.71% |
17926.32% |
| Annual Return % |
79.19% |
60.11% |
58.91% |
| Risk Adjusted Return % |
507.70% |
704.82% |
833.33% |
| All trades |
3724 |
1862 (50.00 %) |
1862 (50.00 %) |
| Avg. Profit/Loss % |
0.70% |
0.71% |
0.68% |
| Avg. Bars Held |
37.26 |
40.07 |
34.44 |
| Winners |
2098 (56.34 %) |
1006 (27.01 %) |
1092 (29.32 %) |
| Avg. Profit % |
1.77% |
1.93% |
1.63% |
| Max. Consecutive |
32 |
21 |
26 |
| # bars in largest win |
87 |
2 |
87 |
| Losers |
1626 (43.66 %) |
856 (22.99 %) |
770 (20.68 %) |
| Avg. Loss % |
-0.69% |
-0.72% |
-0.67% |
| Avg. Bars Held |
26.83 |
28 |
25.53 |
| Max. Consecutive |
10 |
7 |
12 |
| # bars in largest loss |
64 |
64 |
28 |
| Max. trade % drawdown |
-9.07% |
-8.70% |
-9.07% |
| Max. system % drawdown |
-4.99% |
-5.70% |
-5.73% |
| Recovery Factor |
202.97 |
112.64 |
94.32 |
| CAR/MaxDD |
15.85 |
10.54 |
10.29 |
| RAR/MaxDD |
101.64 |
123.64 |
145.48 |
| Profit Factor |
3.3 |
3.17 |
3.45 |
| Payoff Ratio |
2.56 |
2.69 |
2.43 |
| Risk-Reward Ratio |
1.96 |
2.13 |
1.76 |
| Ulcer Index |
0.72 |
0.83 |
1.1 |
| Ulcer Performance Index |
103.13 |
65.7 |
48.67 |
| Sharpe Ratio of trades |
7.19 |
6.85 |
7.6 |
| K-Ratio |
0.0087 |
0.0094 |
0.0078 |
Комментарии к записи РоботВася. Хроники 31.08.12 отключены
