График

Таблица

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

Net Profit %                                                    1.01 %                   0.95 %                     0.06 %

Exposure %                                                    97.18 %                45.43 %                   51.74 %

All trades                                                       12                          6 (50.00 %)             6 (50.00 %)

Avg. Profit/Loss %                                        0.08 %                   0.16 %                     0.01 %

Winners                                                         8 (66.67 %)           4 (33.33 %)             4 (33.33 %)

Avg. Profit %                                                 0.29 %                   0.28 %                     0.31 %

Max. Consecutive                                         5                             2                               3

# bars in largest win                                     24                          9                               24

Losers                                                           4 (33.33 %)           2 (16.67 %)             2 (16.67 %)

Avg. Loss %                                                  -0.33 %                 -0.09 %                    -0.58 %

Max. Consecutive                                         2                             1                               1

# bars in largest loss                                    3                             8                               3

Max. trade % drawdown                               -1.08 %                 -0.35 %                    -1.08 %

Max. system % drawdown                            -1.44 %                 -0.34 %                    -1.30 %

Recovery Factor                                            0.70                       2.75                          0.04

Profit Factor                                                   1.76                       6.62                          1.05

Payoff Ratio                                                   0.88                       3.31                          0.52

Ulcer Index                                                      0.68                       0.14                          0.70

Sharpe Ratio of trades                                 13.62                     57.24                        1.09

K-Ratio                                                           0.1462                   0.2539                     0.0790

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Так как робот вчера на закрытии встал в шорт, то в результате утреннего Гепа образовалась просадка   более 1%.

Однако, роботу удалось  отыграть убыток от утреннего ГЕПА и завершить  день в плюс 1%.

Завтра вероятен ГЕП вниз, а робот  на закрытии встал в лонг.

Посмотрим,что он сделает завтра.