График

Таблица

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

Net Profit %                                              2.79 %                     2.68 %                     0.11 %

Exposure %                                               50.44 %                   27.73 %                   22.71 %

Net Risk Adjusted Return %                     5.53 %                     9.65 %                     0.50 %

All trades                                                  7                               4 (57.14 %)             3 (42.86 %)

Avg. Profit/Loss %                                    0.40 %                     0.67 %                     0.04 %

Winners                                                   7 (100.00 %)           4 (57.14 %)             3 (42.86 %)

Avg. Profit %                                                0.40 %                     0.67 %                     0.04 %

Max. Consecutive                                        7                               4                               3

# bars in largest win                                    38                             38                             19

Losers                                                          0 (0.00 %)               0 (0.00 %)               0 (0.00 %)

Max. trade % drawdown                              -0.35 %                    -0.30 %                    -0.35 %

Max. system % drawdown                           -0.38 %                    -0.30 %                    -0.35 %

Recovery Factor                                           7.26                          8.66                         0.32

Profit Factor                                                  N/A                           N/A                           N/A

Payoff Ratio                                                  N/A                           N/A                           N/A

Ulcer Index                                                    0.12                          0.08                         0.07

Sharpe Ratio of trades                                20.33                       30.26                       26.84

K-Ratio                                                          0.1540                     0.1544                     -0.0153