Николай Камынин

График

Таблица

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

Net Profit %                                              4.30 %                            1.90 %                    2.40 %

Exposure %                                              92.47 %                          26.10 %                  66.37 %

All trades                                                 8                                      4 (50.00 %)            4 (50.00 %)

Avg. Profit/Loss %                                  0.54 %                            0.47 %                    0.60 %

Winners                                                   7 (87.50 %)                    3 (37.50 %)            4 (50.00 %)

Avg. Profit %                                            0.64 %                            0.68 %                    0.60 %

Max. Consecutive                                   4                                      2                              4

# bars in largest win                                16                                    16                            56

Losers                                                      1 (12.50 %)                    1 (12.50 %)            0 (0.00 %)

Avg. Loss %                                            -0.15 %                           -0.15 %                   N/A

Max. Consecutive                                   1                                      1                              0

# bars in largest loss                              7                                      7                              0

Max. trade % drawdown                          -0.51 %                           -0.51 %                   -0.36 %

Max. system % drawdown                      -0.49 %                           -0.50 %                   -0.36 %

Recovery Factor                                       8.43                                 3.72                        6.62

Profit Factor                                              29.37                              13.52                      N/A

Payoff Ratio                                              4.20                                 4.51                        N/A

Ulcer Index                                                0.15                                 0.10                        0.10

Sharpe Ratio of trades                            59.75                              62.05                      64.68

K-Ratio                                                      0.2887                            0.1205                    0.3551

 

График

Таблица

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

Net Profit %                                                  2.22 %                      0.76 %                     1.46 %

Exposure %                                                  99.12 %                   39.59 %                  59.53 %

Net Risk Adjusted Return %                       2.24 %                      1.91 %                     2.46 %

All trades                                                     4                                2 (50.00 %)             2 (50.00 %)

Avg. Profit/Loss %                                      0.56 %                      0.38 %                     0.73 %

Winners                                                       4 (100.00 %)           2 (50.00 %)             2 (50.00 %)

Avg. Profit %                                                0.56 %                      0.38 %                     0.73 %

Max. Consecutive                                       4                                2                               2

# bars in largest win                                    59                             21                            59

Max. trade % drawdown                              -0.85 %                    -0.36 %                   -0.85 %

Max. system % drawdown                          -0.84 %                    -0.36 %                   -0.85 %

Recovery Factor                                           2.58                          2.08                         1.70

Profit Factor                                                  N/A                           N/A                          N/A

Payoff Ratio                                                  N/A                           N/A                          N/A

Ulcer Index                                                    0.38                          0.13                         0.40

Sharpe Ratio of trades                                43.19                        54.81                       43.95

K-Ratio                                                          0.1265                      0.0926                     0.1184