Для истории в период 01.01.2007  по 01.01.2012  проведен эксперимент без стопов и с установленным стоп-лосс на уровне 9% и таке-профит на уровне 50%.

В результате :

Без STOP: прибыль 1208%  просадка  в трейде 41%,  просадка Equity 16%
Со STOP :  прибыль 1346%  просадка  в трейде 15%,  просадка Equity 9%

Графики за период 2007 -2011 годы.

голубая линия-Equity

Ниже приведены подробные результаты:

Без STOP          All trades                 Long trades            Short trades
Net Profit %        1208.78 %               640.96 %                  567.82 %
Exposure %            23.98 %                    12.06 %                    11.92 %

All trades         1415                         708 (50.04 %)          707 (49.96 %)
Avg. Profit/Loss %                 0.85 %                      0.91 %                       0.80 %

Winners            644 (45.51 %)          350 (24.73 %)          294 (20.78 %)
Avg. Profit %                3.11 %                      3.05 %                       3.18 %
Max. Consecutive          9                                9                                 8
# bars in largest win       234                            234                            86

Losers       771 (54.49 %)          358 (25.30 %)          413 (29.19 %)
Avg. Loss %                 -1.03 %                     -1.19 %                     -0.89 %
Max. Consecutive            9                                9                                 14
# bars in largest loss    2                                170                            2

Max. trade % drawdown       -41.31 %                   -29.94 %                   -41.31 %
Max. system % drawdown    -16.00 %                   -16.45 %                   -11.89 %
Recovery Factor             13.37                        12.93                         13.04
CAR/MaxDD                  4.21                           3.00                           3.89
RAR/MaxDD                 17.57                        24.88                         32.66
Profit Factor             2.52                           2.51                           2.54
Payoff Ratio              3.02                           2.57                           3.57
Risk-Reward Ratio         2.72                           3.03                           2.11
Ulcer Index               1.79                           2.47                           2.14
Sharpe Ratio of trades     3.58                           3.73                           3.40

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Со STOP         All trades                 Long trades            Short trades
Net Profit %             1346.79 %               723.62 %                  623.17 %
Exposure %              23.05 %                    11.44 %                    11.61 %

All trades     1417            709 (50.04 %)          708 (49.96 %)
Avg. Profit/Loss %             0.95 %            1.02 %                       0.88 %

Winners      660 (46.58 %)          357 (25.19 %)          303 (21.38 %)
Avg. Profit %                 3.17 %                      3.14 %                       3.21 %
Max. Consecutive              13           12                            12
# bars in largest win          179                            179                            86

Losers          757 (53.42 %)          352 (24.84 %)          405 (28.58 %)
Avg. Loss %               -0.99 %                     -1.13 %                     -0.86 %
Max. Consecutive           9                                9                                 9
# bars in largest loss     170                            170                            24

Max. trade % drawdown      -15.38 %                   -15.38 %                   -10.05 %
Max. system % drawdown      -7.11 %                     -8.22 %                     -9.02 %
Recovery Factor                47.34                        26.96                         28.95
CAR/MaxDD                      9.96                           6.39                           5.39
RAR/MaxDD                43.20                        55.91                         46.43
Profit Factor              2.80                           2.81                           2.79
Payoff Ratio                3.21                           2.77                           3.73
Risk-Reward Ratio           2.27                           2.55                           1.86
Ulcer Index              1.66                           2.16                           2.14
Sharpe Ratio of trades        3.86                           3.89                           3.84

Резюме:  РоботВася  обеспечивает прибыльную торговлю с ожидаемой максимальной просадкой прибыли ( Equity ) не более 10%.

На периоде с 1.01. 2012  по 28.04.2012 год 

РоботВася показал:
прибыль 54.5%  просадка в трейде 3% просадка  Equity5%