График

Таблица

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

Net Profit %                                              4.30 %                            1.90 %                    2.40 %

Exposure %                                              92.47 %                          26.10 %                  66.37 %

All trades                                                 8                                      4 (50.00 %)            4 (50.00 %)

Avg. Profit/Loss %                                  0.54 %                            0.47 %                    0.60 %

Winners                                                   7 (87.50 %)                    3 (37.50 %)            4 (50.00 %)

Avg. Profit %                                            0.64 %                            0.68 %                    0.60 %

Max. Consecutive                                   4                                      2                              4

# bars in largest win                                16                                    16                            56

Losers                                                      1 (12.50 %)                    1 (12.50 %)            0 (0.00 %)

Avg. Loss %                                            -0.15 %                           -0.15 %                   N/A

Max. Consecutive                                   1                                      1                              0

# bars in largest loss                              7                                      7                              0

Max. trade % drawdown                          -0.51 %                           -0.51 %                   -0.36 %

Max. system % drawdown                      -0.49 %                           -0.50 %                   -0.36 %

Recovery Factor                                       8.43                                 3.72                        6.62

Profit Factor                                              29.37                              13.52                      N/A

Payoff Ratio                                              4.20                                 4.51                        N/A

Ulcer Index                                                0.15                                 0.10                        0.10

Sharpe Ratio of trades                            59.75                              62.05                      64.68

K-Ratio                                                      0.2887                            0.1205                    0.3551