График
Таблица
…………………………… All trades Long trades Short trades
Net Profit % 237.75 % 128.16 % 109.58 %
Exposure % 50.42 % 26.78 % 23.64 %
Net Risk Adjusted Return % 471.51 % 478.52 % 463.57 %
All trades 476 238 (50.00 %) 238 (50.00 %)
Avg. Profit/Loss % 0.50 % 0.54 % 0.46 %
Winners 412 (86.55 %) 214 (44.96 %) 198 (41.60 %)
Avg. Profit % 0.59 % 0.61 % 0.58 %
Max. Consecutive 46 35 26
# bars in largest win 125 125 88
Losers 64 (13.45 %) 24 (5.04 %) 40 (8.40 %)
Avg. Loss % -0.10 % -0.08 % -0.12 %
Max. Consecutive 4 2 3
# bars in largest loss 31 4 31
Max. trade % drawdown -1.22 % -0.96 % -1.22 %
Max. system % drawdown -1.55 % -0.69 % -1.50 %
Recovery Factor 147.50 128.03 73.13
Profit Factor 36.49 65.65 24.23
Payoff Ratio 5.67 7.36 4.89
Risk-Reward Ratio 228.40 190.41 170.00
Ulcer Index 0.12 0.11 0.13
Sharpe Ratio of trades 33.43 32.70 33.24
K-Ratio 0.1948 0.1624 0.1450