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

 

 

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