График

Таблица

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

Net Profit %                                                  6.27 %                      3.18 %                     3.10 %

Exposure %                                                  96.71 %                   52.55 %                  44.16 %

Net Risk Adjusted Return %                       6.49 %                      6.04 %                     7.01 %

All trades                                                     9                                5 (55.56 %)             4 (44.44 %)

Avg. Profit/Loss %                                      0.70 %                      0.64 %                     0.77 %

Winners                                                       8 (88.89 %)              5 (55.56 %)             3 (33.33 %)

Avg. Profit %                                                0.79 %                      0.64 %                     1.05 %

Max. Consecutive                                       7                                5                               3

# bars in largest win                                    27                             10                            27

Losers                                                          1 (11.11 %)              0 (0.00 %)               1 (11.11 %)

Avg. Loss %                                                -0.06 %                    N/A                          -0.06 %

Max. Consecutive                                       1                                0                               1

# bars in largest loss                                  8                                0                               8

Max. trade % drawdown                              -0.45 %                    -0.34 %                   -0.45 %

Max. system % drawdown                          -0.70 %                    -0.34 %                   -0.44 %

Recovery Factor                                           8.67                          9.29                         6.83

Profit Factor                                                  105.68                      N/A                          52.67

Payoff Ratio                                                  13.21                        N/A                          17.56

Risk-Reward Ratio                                      1765.74                   920.98                     1212.52

Ulcer Index                                                    0.24                          0.19                         0.12

Sharpe Ratio of trades                                36.98                        36.53                       38.19

K-Ratio                                                          0.3994                      0.2083                     0.2743