График

                                    All trades                Long trades          Short trades
Net Profit %               14.77 %                   6.69 %                     8.08 %
Exposure %                   45.57 %                   23.33 %                   22.24 %
Net Risk Adjusted Return %      32.41 %                   28.68 %                   36.32 %

All trades      45          22 (48.89 %)           23 (51.11 %)
Avg. Profit/Loss %       0.33 %                  0.30 %                     0.35 %

Winners      38 (84.44 %)           17 (37.78 %)           21 (46.67 %)
Avg. Profit %            0.43 %                     0.46 %                     0.40 %
Max. Consecutive           18                             9                               16
# bars in largest win        27                             36                             27

Losers        7 (15.56 %)             5 (11.11 %)             2 (4.44 %)
Avg. Loss %             -0.20 %                    -0.23 %                    -0.13 %
Max. Consecutive       1                               3                               1
# bars in largest loss    6                               6                               6

Max. trade % drawdown    -0.52 %                    -0.49 %                    -0.52 %
Max. system % drawdown     -0.63 %                    -0.66 %                    -0.49 %
Recovery Factor       22.30                        9.88                          15.34
Profit Factor         11.36                        6.78                          31.07
Payoff Ratio          2.09                          2.00                          2.96
Ulcer Index           0.17                          0.20                          0.13
Sharpe Ratio of trades    32.45                        28.63                       38.31
K-Ratio                   0.4008                     0.1084                     0.2896

Tags: AMIBROKER, QPILE, QUIK, торговый робот