Закончился торговый день.

День получился интересный, поэтому решил выложить результат.

График

Таблица

All trades             Long trades           Short trades

Net Profit %                          3.06 %                   3.47 %                     -0.41 %

Exposure %                           84.58 %                69.71 %                   14.86 %

All trades                               8                             4 (50.00 %)             4 (50.00 %)

Avg. Profit/Loss %                    0.38 %                   0.87 %                     -0.10 %

Avg. Bars Held                    12.25                     19.50                        5.00

Winners                              3 (37.50 %)           2 (25.00 %)             1 (12.50 %)

Avg. Profit %                         1.26 %                   1.84 %                     0.10 %

Max. Consecutive                 2                             1                               1

# bars in largest win            35                          35                             11

Losers                                  5 (62.50 %)           2 (25.00 %)             3 (37.50 %)

Avg. Loss %                           -0.14 %                 -0.10 %                    -0.17 %

Avg. Bars Held                       3.20                       3.50                          3.00

Max. Consecutive                   4                             2                               3

# bars in largest loss              2                             5                               2

Max. trade % drawdown             -0.37 %                 -0.37 %                    -0.30 %

Max. system % drawdown          -0.84 %                 -0.56 %                    -0.62 %

Recovery Factor                           3.55                       6.04                          -0.66

CAR/MaxDD                                   N/A                        N/A                           -160.47

RAR/MaxDD                               N/A                        N/A                           -1079.77

Profit Factor                                 5.25                       17.93                        0.20

Payoff Ratio                                  8.75                       17.93                        0.61

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

Ulcer Index                                0.37                       0.23                          0.33

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

K-Ratio                                      0.1710                   0.2125                     -0.1456

Tags: AMIBROKER, QUIK, внутридневная торговля, торговый робот