|
All trades |
Long trades |
Short trades |
| Net Profit % |
2569.76% |
1313.85% |
1255.92% |
| Exposure % |
15.58% |
8.54% |
7.04% |
| Net Risk Adjusted Return % |
16497.48% |
15392.65% |
17836.80% |
| Annual Return % |
79.62% |
60.37% |
59.18% |
| Risk Adjusted Return % |
511.15% |
707.30% |
840.49% |
| All trades |
3696 |
1848 (50.0%) |
1848 (50.0%) |
| Avg. Profit/Loss |
695.28 |
710.96 |
679.61 |
| Avg. Profit/Loss % |
0.70% |
0.71% |
0.68% |
| Avg. Bars Held |
37.25 |
40.17 |
34.32 |
| Winners |
2070 (56.01%) |
988 (26.73%) |
1082 (29.27%) |
| Avg. Profit % |
1.79% |
1.95% |
1.64% |
| Avg. Bars Held |
45.43 |
50.68 |
40.63 |
| Max. Consecutive |
32 |
21 |
26 |
| # bars in largest win |
87 |
2 |
87 |
| Losers |
1626 (43.99%) |
860 (23.27%) |
766 (20.73%) |
| Avg. Loss % |
-0.70% |
-0.72% |
-0.68% |
| Avg. Bars Held |
26.83 |
28.1 |
25.4 |
| Max. Consecutive |
10 |
7 |
12 |
| # bars in largest loss |
64 |
64 |
28 |
| Max. trade % drawdown |
-9.07% |
-8.70% |
-9.07% |
| Max. system % drawdown |
-4.99% |
-5.70% |
-5.69% |
| Recovery Factor |
201.09 |
104.59 |
93.47 |
| CAR/MaxDD |
15.94 |
10.59 |
10.4 |
| RAR/MaxDD |
102.34 |
124.07 |
147.72 |
| Profit Factor |
3.26 |
3.13 |
3.42 |
| Payoff Ratio |
2.56 |
2.73 |
2.42 |
| Risk-Reward Ratio |
1.95 |
2.12 |
1.75 |
| Ulcer Index |
0.71 |
0.83 |
1.1 |
| Ulcer Performance Index |
103.96 |
65.91 |
48.73 |
| Sharpe Ratio of trades |
7.15 |
6.8 |
7.56 |
| K-Ratio |
0.0086 |
0.0094 |
0.0077 |
Комментарии к записи РоботВася. Хроники 17.08.12 отключены
