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Янв

Хроники робота

Период с 23.01.2012 по 27.01.2012

График

Таблица

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

Net Profit % 20.53 % 13.58 % 6.95 %

Exposure % 91.27 % 62.15 % 29.12 %

All trades 36 18 (50.00 %) 18 (50.00 %)

Avg. Profit/Loss % 0.57 % 0.75 % 0.39 %

Winners 31 (86.11 %) 16 (44.44 %) 15 (41.67 %)

Avg. Profit % 0.68 % 0.85 % 0.49 %

# bars in largest win 125 125 15

Losers 5 (13.89 %) 2 (5.56 %) 3 (8.33 %)

Avg. Loss % -0.09 % -0.04 % -0.12 %

# bars in largest loss 8 3 8

Max. trade % drawdown -0.96 % -0.96 % -0.61 %

Max. system % drawdown -0.85 % -0.90 % -0.61 %

Recovery Factor 20.51 13.57 11.39

Profit Factor 48.52 168.62 20.79

Payoff Ratio 7.83 21.08 4.16

Sharpe Ratio of trades 35.72 30.99 71.27

K-Ratio 0.3728 0.2774 0.2042