Николай Камынин

Картинка

Таблица

All trades                      Long trades           Short trades

Net Profit %                                             17.89 %                         10.26 %                    7.63 %

Exposure %                                             88.03 %                         41.00 %                    47.03 %

Net Risk Adjusted Return %                  20.32 %                         25.02 %                    16.23 %

All trades                                                41                                   21 (51.22 %)            20 (48.78 %)

Avg. Profit/Loss %                                 0.44 %                           0.49 %                      0.38 %

Winners                                                  38 (92.68 %)                 20 (48.78 %)            18 (43.90 %)

Avg. Profit %                                           0.48 %                           0.51 %                      0.43 %

# bars in largest win                               53                                   53                              50

Losers                                                     3 (7.32 %)                      1 (2.44 %)                2 (4.88 %)

Avg. Loss %                                           -0.06 %                          -0.03 %                     -0.08 %

Max. trade % drawdown                         -0.52 %                          -0.40 %                     -0.52 %

Max. system % drawdown                     -0.49 %                          -0.40 %                     -0.72 %

Recovery Factor                                      33.71                              25.19                        10.58

Profit Factor                                             97.19                              298.29                      51.39

Payoff Ratio                                             7.67                                14.91                        5.71

Standard Error                                        524.71                           342.63                      410.90

Sharpe Ratio of trades                           68.37                              75.57                        62.71