График
……………………….. All trades Long trades Short trades
Net Profit % 6.27 % 3.18 % 3.10 %
Exposure % 96.71 % 52.55 % 44.16 %
Net Risk Adjusted Return % 6.49 % 6.04 % 7.01 %
All trades 9 5 (55.56 %) 4 (44.44 %)
Avg. Profit/Loss % 0.70 % 0.64 % 0.77 %
Winners 8 (88.89 %) 5 (55.56 %) 3 (33.33 %)
Avg. Profit % 0.79 % 0.64 % 1.05 %
Max. Consecutive 7 5 3
# bars in largest win 27 10 27
Losers 1 (11.11 %) 0 (0.00 %) 1 (11.11 %)
Avg. Loss % -0.06 % N/A -0.06 %
Max. Consecutive 1 0 1
# bars in largest loss 8 0 8
Max. trade % drawdown -0.45 % -0.34 % -0.45 %
Max. system % drawdown -0.70 % -0.34 % -0.44 %
Recovery Factor 8.67 9.29 6.83
Profit Factor 105.68 N/A 52.67
Payoff Ratio 13.21 N/A 17.56
Risk-Reward Ratio 1765.74 920.98 1212.52
Ulcer Index 0.24 0.19 0.12
Sharpe Ratio of trades 36.98 36.53 38.19
K-Ratio 0.3994 0.2083 0.2743