График

Таблица

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

Net Profit %                                                17.71 %                        9.29 %                     8.42 %

Exposure %                                               90.33 %                        52.80 %                  37.53 %

Net Risk Adjusted Return %                     19.60 %                        17.60 %                  22.43 %

All trades                                        42                                  21 (50.00 %)          21 (50.00 %)

Avg. Profit/Loss %                                   0.42 %                          0.44 %                     0.40 %

Winners                                                     35 (83.33 %)                17 (40.48 %)          18 (42.86 %)

Avg. Profit %                                             0.53 %                          0.57 %                     0.48 %

Max. Consecutive                                     23                                  11                            13

Losers                                                       7 (16.67 %)                  4 (9.52 %)               3 (7.14 %)

Avg. Loss %                                              -0.10 %                         -0.11 %                   -0.08 %

Max. Consecutive                                     3                                    2                               1

Max. trade % drawdown                           -0.58 %                         -0.42 %                   -0.58 %

Max. system % drawdown                        -0.59 %                         -0.56 %                   -0.73 %

Recovery Factor                                        25.50                            15.04                       10.75

Profit Factor                                               27.41                            23.11                       34.60

Payoff Ratio                                               5.48                              5.44                         5.77

Risk-Reward Ratio                                    1504.76                        954.79                     1267.07

Ulcer Index                                                 0.17                              0.13                         0.15

Sharpe Ratio of trades                             38.28                            39.67                       36.55

K-Ratio                                                       0.2371                          0.1504                     0.1996