Author Archive
График
Таблица
………………….. All trades Long trades Short trades
Net Profit % 1.95 % 1.48 % 0.47 %
Exposure % 98.78 % 78.17 % 20.62 %
Net Risk Adjusted Return % 1.98 % 1.89 % 2.28 %
Annual Return % N/A N/A N/A
Risk Adjusted Return % N/A N/A N/A
All trades 10 5 (50.00 %) 5 (50.00 %)
Avg. Profit/Loss % 0.20 % 0.30 % 0.09 %
Winners 8 (80.00 %) 4 (40.00 %) 4 (40.00 %)
Avg. Profit % 0.30 % 0.39 % 0.21 %
Max. Consecutive 4 2 4
# bars in largest win 27 27 7
Losers 2 (20.00 %) 1 (10.00 %) 1 (10.00 %)
Avg. Loss % -0.22 % -0.08 % -0.35 %
Max. Consecutive 1 1 1
# bars in largest loss 2 6 2
Max. trade % drawdown -0.35 % -0.26 % -0.35 %
Max. system % drawdown -0.53 % -0.26 % -0.35 %
Recovery Factor 3.58 5.60 1.33
CAR/MaxDD N/A N/A N/A
RAR/MaxDD N/A N/A N/A
Profit Factor 5.49 19.40 2.33
Payoff Ratio 1.37 4.85 0.58
Risk-Reward Ratio N/A N/A N/A
Ulcer Index 0.14 0.11 0.07
Ulcer Performance Index N/A N/A N/A
Sharpe Ratio of trades N/A N/A N/A
K-Ratio 0.2328 0.1878 0.1806