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Добрый вечер!
Сегодня получили:
График
Таблица……………….. All trades Long trades Short trades
Net Profit % 7.31 % 3.43 % 3.87 %
Exposure % 96.10 % 42.94 % 53.16 %
Net Risk Adjusted Return % 7.60 % 8.00 % 7.28 %
Annual Return % N/A N/A N/A
Risk Adjusted Return % N/A N/A N/A
All trades 14 7 (50.00 %) 7 (50.00 %)
Avg. Profit/Loss % 0.52 % 0.49 % 0.55 %
Avg. Bars Held 8.50 7.71 9.29
Winners 14 (100.00 %) 7 (50.00 %) 7 (50.00 %)
Avg. Profit % 0.52 % 0.49 % 0.55 %
Max. Consecutive 14 7 7
# bars in largest win 9 20 9
Losers 0 (0.00 %) 0 (0.00 %) 0 (0.00 %)
Total Loss 0.00 0.00 0.00
Avg. Loss N/A N/A N/A
Avg. Loss % N/A N/A N/A
Avg. Bars Held N/A N/A N/A
Max. Consecutive 0 0 0
Largest loss 0.00 0.00 0.00
# bars in largest loss 0 0 0
Max. trade % drawdown -0.37 % -0.31 % -0.37 %
Max. system % drawdown -0.47 % -0.31 % -0.36 %
Recovery Factor 14.55 11.03 10.42
CAR/MaxDD N/A N/A N/A
RAR/MaxDD N/A N/A N/A
Profit Factor N/A N/A N/A
Payoff Ratio N/A N/A N/A
Standard Error 387.79 161.34 310.85
Risk-Reward Ratio N/A N/A N/A
Ulcer Index 0.15 0.09 0.10
Ulcer Performance Index N/A N/A N/A
Sharpe Ratio of trades N/A N/A N/A
K-Ratio 0.5124 0.5266 0.3660