График
Таблица
……………….. All trades Long trades Short trades
Net Profit 315.19 -245.27 560.47
Net Profit % 0.32 % -0.25 % 0.56 %
Exposure % 88.27 % 53.29 % 34.98 %
All trades 17 9 (52.94 %) 8 (47.06 %)
Avg. Profit/Loss % 0.02 % -0.03 % 0.07 %
Winners 13 (76.47 %) 7 (41.18 %) 6 (35.29 %)
Avg. Profit % 0.16 % 0.17 % 0.14 %
Max. Consecutive 6 4 3
# bars in largest win 16 16 16
Losers 4 (23.53 %) 2 (11.76 %) 2 (11.76 %)
Avg. Loss % -0.43 % -0.72 % -0.13 %
Max. Consecutive 1 1 1
# bars in largest loss 2 2 9
Max. trade % drawdown -1.50 % -1.50 % -0.46 %
Max. system % drawdown -1.95 % -1.56 % -0.45 %
Recovery Factor 0.16 -0.16 1.24
Profit Factor 1.19 0.83 3.12
Payoff Ratio 0.36 0.24 1.04
Ulcer Index 0.79 0.90 0.17
Sharpe Ratio of trades 3.87 -4.09 42.55
K-Ratio 0.0336 0.0041 0.0962
