График

Таблица

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

Net Profit %                                               6.61 %                         0.94 %                   5.68 %

Exposure %                                               87.09 %                       28.46 %                 58.63 %

All trades                                                  14                                 7 (50.00 %)           7 (50.00 %)

Avg. Profit/Loss %                                   0.47 %                         0.13 %                   0.81 %

Winners                                                    8 (57.14 %)                 3 (21.43 %)           5 (35.71 %)

Avg. Profit %                                            0.91 %                         0.44 %                   1.18 %

Max. Consecutive                                    3                                   2                             4

# bars in largest win                                51                                 44                           51

Losers                                                      6 (42.86 %)                 4 (28.57 %)           2 (14.29 %)

Avg. Loss %                                             -0.10 %                        -0.10 %                  -0.12 %

Max. Consecutive                                    4                                   2                             2

# bars in largest loss                               2                                   11                           2

Max. trade % drawdown                          -0.65 %                        -0.52 %                  -0.65 %

Max. system % drawdown                       -0.78 %                        -0.70 %                  -0.63 %

Recovery Factor                                       8.18                              1.34                        8.78

Profit Factor                                              11.60                            3.46                        24.34

Payoff Ratio                                              8.70                              4.61                        9.74

Ulcer Index                                                 0.31                              0.24                        0.21

Sharpe Ratio of trades                            34.06                            25.21                     44.65

K-Ratio                                                      0.3038                         0.0572                   0.2561