Закончился торговый день.
День получился интересный, поэтому решил выложить результат.
График
Таблица
All trades Long trades Short trades
Net Profit % 3.06 % 3.47 % -0.41 %
Exposure % 84.58 % 69.71 % 14.86 %
All trades 8 4 (50.00 %) 4 (50.00 %)
Avg. Profit/Loss % 0.38 % 0.87 % -0.10 %
Avg. Bars Held 12.25 19.50 5.00
Winners 3 (37.50 %) 2 (25.00 %) 1 (12.50 %)
Avg. Profit % 1.26 % 1.84 % 0.10 %
Max. Consecutive 2 1 1
# bars in largest win 35 35 11
Losers 5 (62.50 %) 2 (25.00 %) 3 (37.50 %)
Avg. Loss % -0.14 % -0.10 % -0.17 %
Avg. Bars Held 3.20 3.50 3.00
Max. Consecutive 4 2 3
# bars in largest loss 2 5 2
Max. trade % drawdown -0.37 % -0.37 % -0.30 %
Max. system % drawdown -0.84 % -0.56 % -0.62 %
Recovery Factor 3.55 6.04 -0.66
CAR/MaxDD N/A N/A -160.47
RAR/MaxDD N/A N/A -1079.77
Profit Factor 5.25 17.93 0.20
Payoff Ratio 8.75 17.93 0.61
Risk-Reward Ratio N/A N/A N/A
Ulcer Index 0.37 0.23 0.33
Sharpe Ratio of trades N/A N/A N/A
K-Ratio 0.1710 0.2125 -0.1456
