All trades Long trades Short trades
Initial capital 100000 100000 100000
Net Profit% 2146.90% 1139.69% 1007.21%
Exposure% 16.43% 8.36% 8.08%
Net Risk Adjusted Return% 13064.90% 13636.70% 12473.09%
Annual Return% 69.11% 52.96% 50.07%
Risk Adjusted Return% 420.60% 633.68% 620.05%
All trades 3268 1634 (50.00%) 1634 (50.00%)
 Avg. Profit/Loss% 0.66% 0.70% 0.62%
Winners 1648 (50.43%) 820 (25.09%) 828 (25.34%)
 Avg. Profit% 1.99% 2.13% 1.85%
 Avg. Bars Held 59.17 62.78 55.6
Losers 1620 (49.57%) 814 (24.91%) 806 (24.66%)
 Avg. Loss% -0.70% -0.75% -0.65%
Max. trade% drawdown -11.92% -7.87% -11.92%
Max. system% drawdown -6.41% -6.57% -9.22%
Recovery Factor 105.67 72.37 73.97
CAR/MaxDD 10.78 8.06 5.43
RAR/MaxDD 65.61 96.46 67.23
Profit Factor 2.9 2.88 2.93
Payoff Ratio 2.85 2.86 2.85
Risk-Reward Ratio 1.68 1.76 1.54
Ulcer Index 0.91 0.9 1.34
Ulcer Performance Index 70.02 52.83 33.32
Sharpe Ratio of trades 5.47 5.28 5.73
K-Ratio 0.0076 0.008 0.007
7
Дек

ESODTNN

Posted by: Kamynin   in Нейросеть