График

Таблица

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

Net Profit %                                                  2.22 %                      0.76 %                     1.46 %

Exposure %                                                  99.12 %                   39.59 %                  59.53 %

Net Risk Adjusted Return %                       2.24 %                      1.91 %                     2.46 %

All trades                                                     4                                2 (50.00 %)             2 (50.00 %)

Avg. Profit/Loss %                                      0.56 %                      0.38 %                     0.73 %

Winners                                                       4 (100.00 %)           2 (50.00 %)             2 (50.00 %)

Avg. Profit %                                                0.56 %                      0.38 %                     0.73 %

Max. Consecutive                                       4                                2                               2

# bars in largest win                                    59                             21                            59

Max. trade % drawdown                              -0.85 %                    -0.36 %                   -0.85 %

Max. system % drawdown                          -0.84 %                    -0.36 %                   -0.85 %

Recovery Factor                                           2.58                          2.08                         1.70

Profit Factor                                                  N/A                           N/A                          N/A

Payoff Ratio                                                  N/A                           N/A                          N/A

Ulcer Index                                                    0.38                          0.13                         0.40

Sharpe Ratio of trades                                43.19                        54.81                       43.95

K-Ratio                                                          0.1265                      0.0926                     0.1184