Author Archive

Янв

Хроники робота

Картинка

Таблица

All trades Long trades Short trades

Net Profit % 17.89 % 10.26 % 7.63 %

Exposure % 88.03 % 41.00 % 47.03 %

Net Risk Adjusted Return % 20.32 % 25.02 % 16.23 %

All trades 41 21 (51.22 %) 20 (48.78 %)

Avg. Profit/Loss % 0.44 % 0.49 % 0.38 %

Winners 38 (92.68 %) 20 (48.78 %) 18 (43.90 %)

Avg. Profit % 0.48 % 0.51 % 0.43 %

# bars in largest win 53 53 50

Losers 3 (7.32 %) 1 (2.44 %) 2 (4.88 %)

Avg. Loss % -0.06 % -0.03 % -0.08 %

Max. trade % drawdown -0.52 % -0.40 % -0.52 %

Max. system % drawdown -0.49 % -0.40 % -0.72 %

Recovery Factor 33.71 25.19 10.58

Profit Factor 97.19 298.29 51.39

Payoff Ratio 7.67 14.91 5.71

Standard Error 524.71 342.63 410.90

Sharpe Ratio of trades 68.37 75.57 62.71