График

Таблица

All trades               Long trades           Short trades

Net Profit %                                                  11.13 %                   6.34 %                     4.79 %

Exposure %                                                  93.78 %                   44.33 %                   49.45 %

Net Risk Adjusted Return %                       11.87 %                   14.31 %                   9.68 %

All trades                                                     29                             15 (51.72 %)           14 (48.28 %)

Avg. Profit/Loss %                                      0.38 %                     0.42 %                     0.34 %

Winners                                                       26 (89.66 %)           15 (51.72 %)           11 (37.93 %)

Avg. Profit %                                                0.44 %                     0.42 %                     0.46 %

Max. Consecutive                                       15                             15                             7

# bars in largest win                                    76                             76                             49

Losers                                                          3 (10.34 %)             0 (0.00 %)                3 (10.34 %)

Avg. Loss %                                                -0.09 %                    N/A                           -0.09 %

Max. Consecutive                                       1                               0                               1

# bars in largest loss                                  10                             0                               10

Max. trade % drawdown                              -0.61 %                    -0.60 %                    -0.61 %

Max. system % drawdown                          -0.61 %                    -0.58 %                    -0.67 %

Recovery Factor                                           16.77                       10.35                        6.81

Profit Factor                                                  40.18                       N/A                           17.85

Payoff Ratio                                                  4.64                         N/A                           4.87

Ulcer Index                                                    0.15                         0.10                          0.14

Sharpe Ratio of trades                                23.68                       24.19                        23.97

K-Ratio                                                          0.3216                     0.1445                     0.2222