Николай Камынин

График

Таблица

……………………..                             All trades                       Long trades             Short trades

Net Profit %                                           4.58 %                             3.21 %                        1.37 %

Exposure %                                           90.93 %                           45.14 %                      45.79 %

Net Risk Adjusted Return %                5.04 %                             7.11 %                        3.00 %

All trades                                     12                                     6 (50.00 %)                6 (50.00 %)

Avg. Profit/Loss %                               0.38 %                             0.53 %                        0.23 %

Avg. Bars Held                                     9.92                                 9.83                            10.00

Winners                                          11 (91.67 %)                   6 (50.00 %)                5 (41.67 %)

Avg. Profit %                                         0.44 %                             0.53 %                        0.33 %

Max. Consecutive                                11                                     6                                  5

# bars in largest win                             14                                     14                                4

Losers                                          1 (8.33 %)                       0 (0.00 %)                  1 (8.33 %)

Avg. Loss %                                         -0.30 %                            N/A                              -0.30 %

Max. Consecutive                                1                                       0                                  1

# bars in largest loss                           3                                       0                                  3

Max. trade % drawdown                       -0.52 %                            -0.12 %                       -0.52 %

Max. system % drawdown                   -0.53 %                            -0.12 %                       -0.52 %

Recovery Factor                                    8.25                                 25.61                          2.62

Profit Factor                                           16.48                               N/A                              5.64

Payoff Ratio                                           1.50                                 N/A                              1.13

Ulcer Index                                             0.17                                 0.05                            0.14

Sharpe Ratio of trades                         77.99                               134.53                        46.15

K-Ratio                                                   0.4185                             0.3657                        0.2471

 

График

Таблица

………………………………                 All trades                      Long trades        Short trades

Net Profit %                                              4.32 %                            1.35 %                  2.96 %

Exposure %                                             96.34 %                          35.87 %                60.47 %

Net Risk Adjusted Return %                   4.48 %                            3.78 %                  4.90 %

All trades                                                 7                                      4 (57.14 %)          3 (42.86 %)

Avg. Profit/Loss %                                 0.62 %                            0.34 %                  0.99 %

Winners                                                   7 (100.00 %)                  4 (57.14 %)          3 (42.86 %)

Avg. Profit %                                           0.62 %                            0.34 %                  0.99 %

Max. Consecutive                                   7                                      4                            3

# bars in largest win                               29                                    12                          29

Losers                                                     0 (0.00 %)                      0 (0.00 %)             0 (0.00 %)

Max. trade % drawdown                         -0.54 %                           -0.43 %                 -0.54 %

Max. system % drawdown                      -0.53 %                           -0.43 %                 -0.53 %

Recovery Factor                                      7.91                                3.12                       5.42

Profit Factor                                             N/A                                  N/A                        N/A

Payoff Ratio                                             N/A                                  N/A                        N/A

Ulcer Index                                               0.17                                0.14                       0.13

Sharpe Ratio of trades                           59.19                              65.58                     82.95

K-Ratio                                                     0.3855                            0.1257                  0.3656