График

Таблица

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

Net Profit %                                                 28.70 %                     16.95 %                   11.75 %

Exposure %                                                 85.10 %                     48.77 %                   36.33 %

Net Risk Adjusted Return %                      33.72 %                     34.76 %                   32.33 %

All trades                                                    69                               35 (50.72 %)           34 (49.28 %)

Avg. Profit/Loss %                                     0.42 %                        0.48 %                     0.35 %

Winners                                                      56 (81.16 %)             28 (40.58 %)           28 (40.58 %)

Avg. Profit %                                              0.56 %                        0.63 %                     0.48 %

Max. Consecutive                                      26                               14                             18

# bars in largest win                                  35                               35                             109

Losers                                                        13 (18.84 %)             7 (10.14 %)             6 (8.70 %)

Avg. Loss %                                               -0.18 %                      -0.09 %                    -0.29 %

Max. Consecutive                                      4                                  2                               3

# bars in largest loss                                 8                                  5                               8

Max. trade % drawdown                            -0.83 %                      -0.45 %                    -0.83 %

Max. system % drawdown                         -0.84 %                      -0.56 %                    -1.06 %

Recovery Factor                                         33.24                          29.46                       11.07

Profit Factor                                                13.01                          26.65                       7.79

Payoff Ratio                                                3.02                            6.66                         1.67

Ulcer Index                                                   0.22                            0.13                         0.28

Sharpe Ratio of trades                              44.09                          44.87                       41.85

K-Ratio                                                        0.2538                        0.1921                     0.2090

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