Закончился февраль. Подводим итоги.

График

Таблица

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

Net Profit %                                                 64.36 %                     38.10 %                   26.26 %

Exposure %                                                 75.69 %                     42.34 %                   33.35 %

Net Risk Adjusted Return %                      85.03 %                     89.98 %                   78.75 %

All trades                                                    170                             85 (50.00 %)           85 (50.00 %)

Avg. Profit/Loss %                                     0.38 %                       0.45 %                     0.31 %

Winners                                                      143 (84.12 %)           75 (44.12 %)           68 (40.00 %)

Avg. Profit %                                              0.47 %                       0.52 %                     0.42 %

Max. Consecutive                                      20                               33                             12

# bars in largest win                                  76                               76                             49

Losers                                                         27 (15.88 %)             10 (5.88 %)             17 (10.00 %)

Avg. Loss %                                               -0.12 %                      -0.09 %                    -0.14 %

Max. Consecutive                                      4                                 2                               3

# bars in largest loss                                 3                                 5                               3

Max. trade % drawdown                            -0.71 %                      -0.69 %                    -0.71 %

Max. system % drawdown                         -0.84 %                      -0.63 %                    -1.06 %

Recovery Factor                                         62.20                          54.30                       24.76

Profit Factor                                                20.47                          41.27                       12.13

Payoff Ratio                                                 3.86                            5.50                         3.03

Ulcer Index                                                   0.18                            0.16                         0.16

Sharpe Ratio of trades                               34.08                          35.24                       33.53

K-Ratio                                                         0.3561                       0.2637                     0.3079