График

Таблица

…………………………………………All trades                  Long trades          Short trades

Net Profit %                                                 84.47 %                     40.43 %                  44.04 %

Exposure %                                                 74.38 %                     36.16 %                  38.22 %

Net Risk Adjusted Return %                      113.56 %                   111.80 %                115.22 %

All trades                                                    143                             72 (50.35 %)          71 (49.65 %)

Avg. Profit/Loss %                                     0.59 %                       0.56 %                     0.62 %

Winners                                                      127 (88.81 %)           63 (44.06 %)          64 (44.76 %)

Avg. Profit %                                              0.68 %                       0.65 %                     0.70 %

Max. Consecutive                                      46                               23                            26

# bars in largest win                                  117                             117                          88

Losers                                                        16 (11.19 %)             9 (6.29 %)               7 (4.90 %)

Avg. Loss %                                               -0.09 %                      -0.09 %                   -0.10 %

Max. Consecutive                                      4                                 2                               2

# bars in largest loss                                 2                                 2                               2

Max. trade % drawdown                            -0.85 %                      -0.71 %                   -0.85 %

Max. system % drawdown                         -0.78 %                      -0.65 %                   -0.80 %

Recovery Factor                                         98.11                          55.88                       51.15

Profit Factor                                                57.03                          51.34                       63.51

Payoff Ratio                                                7.18                            7.33                         6.95

Ulcer Index                                                   0.18                            0.13                         0.15

Sharpe Ratio of trades                              33.05                          33.56                       33.67

K-Ratio                                                        0.2883                       0.2332                     0.1902