График

……………..All trades         Long trades           Short trades
Net Profit %         48.98 %                 22.62 %                   26.37 %
Exposure %          39.86 %                 17.73 %                   22.14 %
Net Risk Adjusted Return %      122.87 %       127.59 %           119.10 %

All trades          51       26 (50.98 %)           25 (49.02 %)
Avg. Profit/Loss %                 0.96 %           0.87 %                      1.06 %
Avg. Bars Held                13.35             11.96                        14.80

Winners        47 (92.16 %)      23 (45.10 %)           24 (47.06 %)
Avg. Profit %                    1.06 %           1.01 %                      1.11 %
Max. Consecutive                 22                 11                       20
# bars in largest win           57                 42                        57

Losers       4 (7.84 %)       3 (5.88 %)                1 (1.96 %)
Avg. Loss %                  -0.23 %           -0.23 %                    -0.21 %
Max. Consecutive               2              1                                1
# bars in largest loss         12              12                             5

Max. trade % drawdown       -1.51 %              -1.10 %                    -1.51 %
Max. system % drawdown      -1.35 %                -0.96 %                    -1.37 %
Recovery Factor            28.34                   20.36                        16.45
Profit Factor              54.94                  33.29                        127.98
Payoff Ratio               4.68                  4.34                          5.33
Ulcer Index                 0.29                   0.27                          0.43
Sharpe Ratio of trades       48.39                   49.65                        49.63
K-Ratio                     0.3211                 0.2799                      0.2375
 

Tags: торговый робот