Сегодня 9.01.2012

Испытания робота продолжаются.
Вот его текущий результат за период с 30.12.2011 по н в
Картинка

Таблица

All trades                 Long trades              Short trades

Net Profit %         27.28 %                    16.75 %                    10.53 %
Exposure %           89.38 %                    52.79 %                    36.59 %
Net Risk Adjusted Return %            30.53 %            31.74 %              28.77 %

All trades         63          31 (49.21 %)             32 (50.79 %)
Avg. Profit/Loss %                  0.43 %          0.54 %                  0.33 %

Winners      55 (87.30 %)          29 (46.03 %)           26 (41.27 %)
Avg. Profit %                 0.52 %                 0.59 %                 0.44 %

Losers    8 (12.70 %)               2 (3.17 %)            6 (9.52 %)
Avg. Loss %             -0.16 %                     -0.18 %                -0.15 %

Max. trade % drawdown          -1.22 %          -0.61 %                  -1.22 %
Max. system % drawdown         -1.48 %           -0.59 %                  -1.61 %
Recovery Factor        16.94                       26.90                   6.40
Profit Factor             22.58                 47.73                      12.62
Payoff Ratio             3.28                  3.29                        2.91