Николай Камынин

График

Таблица

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

Net Profit %                                                  2.07 %                      1.30 %                     0.77 %

Exposure %                                                  98.37 %                   47.88 %                  50.48 %

All trades                                                     14                             7 (50.00 %)             7 (50.00 %)

Avg. Profit/Loss %                                      0.15 %                      0.19 %                     0.11 %

Winners                                                       10 (71.43 %)           6 (42.86 %)             4 (28.57 %)

Avg. Profit %                                                0.29 %                      0.29 %                     0.30 %

Max. Consecutive                                       6                                6                               3

# bars in largest win                                    23                             11                            23

Losers                                                          4 (28.57 %)              1 (7.14 %)               3 (21.43 %)

Avg. Loss %                                                -0.21 %                    -0.42 %                   -0.14 %

Max. Consecutive                                       1                                1                               2

# bars in largest loss                                  4                                4                               9

Max. trade % drawdown                              -0.60 %                    -0.60 %                   -0.48 %

Max. system % drawdown                          -0.94 %                    -0.62 %                   -0.51 %

Recovery Factor                                           2.20                          2.09                         1.52

Profit Factor                                                  3.44                          4.07                         2.81

Payoff Ratio                                                  1.37                          0.68                         2.10

Ulcer Index                                                    0.29                          0.23                         0.19

Sharpe Ratio of trades                                32.36                        43.22                       21.73

K-Ratio                                                          0.3120                      0.3349                     0.0731

График

Таблица

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

Net Profit %                                              2.79 %                     2.68 %                     0.11 %

Exposure %                                               50.44 %                   27.73 %                   22.71 %

Net Risk Adjusted Return %                     5.53 %                     9.65 %                     0.50 %

All trades                                                  7                               4 (57.14 %)             3 (42.86 %)

Avg. Profit/Loss %                                    0.40 %                     0.67 %                     0.04 %

Winners                                                   7 (100.00 %)           4 (57.14 %)             3 (42.86 %)

Avg. Profit %                                                0.40 %                     0.67 %                     0.04 %

Max. Consecutive                                        7                               4                               3

# bars in largest win                                    38                             38                             19

Losers                                                          0 (0.00 %)               0 (0.00 %)               0 (0.00 %)

Max. trade % drawdown                              -0.35 %                    -0.30 %                    -0.35 %

Max. system % drawdown                           -0.38 %                    -0.30 %                    -0.35 %

Recovery Factor                                           7.26                          8.66                         0.32

Profit Factor                                                  N/A                           N/A                           N/A

Payoff Ratio                                                  N/A                           N/A                           N/A

Ulcer Index                                                    0.12                          0.08                         0.07

Sharpe Ratio of trades                                20.33                       30.26                       26.84

K-Ratio                                                          0.1540                     0.1544                     -0.0153