График

Таблица

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

Net Profit %                                                    4.34 %                  2.32 %                      2.03 %

Exposure %                                                   98.16 %                76.78 %                    21.38 %

Net Risk Adjusted Return %                         4.42 %                  3.02 %                      9.47 %

Annual Return %                                            N/A                        N/A                            N/A

Risk Adjusted Return %                                N/A                        N/A                            N/A

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

Avg. Profit/Loss %                                       0.36 %                  0.39 %                      0.34 %

Winners                                                         9 (75.00 %)          4 (33.33 %)              5 (41.67 %)

Avg. Profit %                                                 0.51 %                  0.62 %                      0.43 %

Max. Consecutive                                         5                            2                                5

# bars in largest win                                     13                          13                              6

Losers                                                           3 (25.00 %)          2 (16.67 %)              1 (8.33 %)

Avg. Loss %                                                  -0.09 %                 -0.09 %                     -0.10 %

Max. Consecutive                                         2                            1                                1

# bars in largest loss                                    9                            9                                2

Max. trade % drawdown                               -0.52 %                 -0.45 %                     -0.52 %

Max. system % drawdown                            -0.65 %                 -0.50 %                     -0.51 %

Recovery Factor                                            6.64                       4.56                          3.89

CAR/MaxDD                                                  N/A                        N/A                            N/A

RAR/MaxDD                                                  N/A                        N/A                            N/A

Profit Factor                                                   16.35                    13.75                        21.00

Payoff Ratio                                                   5.45                       6.87                          4.20

Risk-Reward Ratio                                        N/A                        N/A                            N/A

Ulcer Index                                                     0.22                       0.23                          0.10

Ulcer Performance Index                              N/A                        N/A                            N/A

Sharpe Ratio of trades                                 N/A                        N/A                            N/A

K-Ratio                                                           0.2860                  0.1734                      0.2665