График

Таблица

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

Net Profit                                                       315.19                     -245.27                    560.47

Net Profit %                                                   0.32 %                     -0.25 %                    0.56 %

Exposure %                                                  88.27 %                   53.29 %                   34.98 %

All trades                                                      17                             9 (52.94 %)             8 (47.06 %)

Avg. Profit/Loss %                                      0.02 %                     -0.03 %                    0.07 %

Winners                                                        13 (76.47 %)           7 (41.18 %)             6 (35.29 %)

Avg. Profit %                                                0.16 %                     0.17 %                     0.14 %

Max. Consecutive                                        6                               4                               3

# bars in largest win                                    16                             16                             16

Losers                                                          4 (23.53 %)             2 (11.76 %)             2 (11.76 %)

Avg. Loss %                                                 -0.43 %                    -0.72 %                    -0.13 %

Max. Consecutive                                        1                               1                               1

# bars in largest loss                                   2                               2                               9

Max. trade % drawdown                              -1.50 %                    -1.50 %                    -0.46 %

Max. system % drawdown                           -1.95 %                    -1.56 %                    -0.45 %

Recovery Factor                                           0.16                          -0.16                        1.24

Profit Factor                                                  1.19                          0.83                         3.12

Payoff Ratio                                                  0.36                          0.24                         1.04

Ulcer Index                                                    0.79                          0.90                         0.17

Sharpe Ratio of trades                                3.87                          -4.09                        42.55

K-Ratio                                                          0.0336                     0.0041                     0.0962