График

Таблица

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

Net Profit %                     6.88 %                                 3.17 %                     3.71 %

Exposure %                   89.99 %                               53.91 %                  36.08 %

Net Risk Adjusted Return %      7.64 %              5.88 %                     10.28 %

All trades                                         16                8 (50.00 %)             8 (50.00 %)

Avg. Profit/Loss %                         0.43 %              0.40 %                     0.46 %

Winners               14 (87.50 %)                       6 (37.50 %)             8 (50.00 %)

Avg. Profit %               0.51 %                                 0.56 %                     0.46 %

Max. Consecutive             9                                           4                               8

# bars in largest win         17                                         11                            17

Losers                          2 (12.50 %)                         2 (12.50 %)             0 (0.00 %)

Avg. Loss %                      -0.10 %                                -0.10 %                   N/A

Max. Consecutive              1                                           2                               0

# bars in largest loss         4                                           4                               0

Max. trade % drawdown       -0.62 %                 -0.31 %                   -0.62 %

Max. system % drawdown              -0.64 %           -0.31 %                   -0.61 %

Recovery Factor                              10.31                10.21                       5.94

Profit Factor                                     36.54                  17.38                       N/A

Payoff Ratio                                     5.22                     5.79                         N/A

Risk-Reward Ratio                          5768.06            4607.61                  5121.03

Ulcer Index                                       0.16                      0.12                         0.11

Sharpe Ratio of trades                   100.74            78.72                       140.83

K-Ratio                                             0.3148           0.2515                     0.2795