Николай Камынин

График

 

Таблица

All trades                Long trades           Short trades

Net Profit %                                                  10.44 %                   6.92 %                     3.53 %

Exposure %                                                  92.68 %                   45.82 %                   46.86 %

Net Risk Adjusted Return %                       11.27 %                   15.10 %                   7.52 %

All trades                                                     30                             15 (50.00 %)           15 (50.00 %)

Avg. Profit/Loss %                                      0.35 %                     0.46 %                     0.24 %

Winners                                                       27 (90.00 %)           13 (43.33 %)           14 (46.67 %)

Avg. Profit %                                               0.39 %                     0.54 %                     0.26 %

Max. Consecutive                                       15                             7                               14

# bars in largest win                                   32                             32                             14

Losers                                                          3 (10.00 %)             2 (6.67 %)                1 (3.33 %)

Avg. Loss %                                                -0.07 %                    -0.03 %                    -0.15 %

Max. Consecutive                                       1                               1                               1

# bars in largest loss                                  7                               3                               7

Max. trade % drawdown                             -0.82 %                    -0.31 %                    -0.82 %

Max. system % drawdown                          -0.78 %                    -0.29 %                    -0.80 %

Recovery Factor                                          12.41                        22.03                        4.29

Profit Factor                                                 50.50                        115.40                     24.42

Payoff Ratio                                                  5.61                          17.75                        1.74

Risk-Reward Ratio                                      1751.10                   1655.81                   1117.49

Ulcer Index                                                    0.15                          0.06                          0.13

Sharpe Ratio of trades                                37.28                        38.19                        54.82

K-Ratio                                                          0.3121                     0.2951                     0.1992