График

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……………………….All trades          Long trades           Short trades
Net Profit %                         24.88 %               12.11 %             12.77 %
Exposure %                            44.60 %               22.30 %            22.29 %
Net Risk Adjusted Return %  55.78 %    54.28 %            57.29 %

All trades          23              11 (47.83 %)           12 (52.17 %)
Avg. Profit/Loss %                1.08 %           1.10 %                      1.06 %
Avg. Bars Held                   23.70              24.45                     23.00

Winners      21 (91.30 %)          9 (39.13 %)       12 (52.17 %)
Avg. Profit %                1.20 %                1.38 %            1.06 %
# bars in largest win       81                     81                   75

Losers    2 (8.70 %)          2 (8.70 %)            0 (0.00 %)
Avg. Loss %             -0.17 %                -0.17 %                  N/A
# bars in largest loss        4                  4                        0

Max. trade % drawdown    -0.82 %                -0.70 %           -0.82 %
Max. system % drawdown     -0.86 %             -0.70 %          -0.83 %
Recovery Factor          26.23                 16.84             14.65
Profit Factor           74.89                  36.96              N/A
Payoff Ratio            7.13                 8.21                N/A
Ulcer Index         0.26                    0.19                0.25
Sharpe Ratio of trades     59.60           49.08                 77.33
K-Ratio                   0.4615           0.2648             0.2189