График

Таблица

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

Net Profit %                                              4.32 %                            1.35 %                  2.96 %

Exposure %                                             96.34 %                          35.87 %                60.47 %

Net Risk Adjusted Return %                   4.48 %                            3.78 %                  4.90 %

All trades                                                 7                                      4 (57.14 %)          3 (42.86 %)

Avg. Profit/Loss %                                 0.62 %                            0.34 %                  0.99 %

Winners                                                   7 (100.00 %)                  4 (57.14 %)          3 (42.86 %)

Avg. Profit %                                           0.62 %                            0.34 %                  0.99 %

Max. Consecutive                                   7                                      4                            3

# bars in largest win                               29                                    12                          29

Losers                                                     0 (0.00 %)                      0 (0.00 %)             0 (0.00 %)

Max. trade % drawdown                         -0.54 %                           -0.43 %                 -0.54 %

Max. system % drawdown                      -0.53 %                           -0.43 %                 -0.53 %

Recovery Factor                                      7.91                                3.12                       5.42

Profit Factor                                             N/A                                  N/A                        N/A

Payoff Ratio                                             N/A                                  N/A                        N/A

Ulcer Index                                               0.17                                0.14                       0.13

Sharpe Ratio of trades                           59.19                              65.58                     82.95

K-Ratio                                                     0.3855                            0.1257                  0.3656