|
All trades |
Long trades |
Short trades |
| Initial capital |
100000 |
100000 |
100000 |
| Net Profit% |
2844.43% |
1463.47% |
1380.96% |
| Exposure% |
13.95% |
7.39% |
6.56% |
| Net Risk Adjusted Return% |
20393.24% |
19805.06% |
21055.94% |
| Annual Return% |
81.04% |
62.01% |
60.48% |
| Risk Adjusted Return% |
581.04% |
839.17% |
922.08% |
| All trades |
3977 |
1989 (50.01%) |
1988 (49.99%) |
| Avg. Profit/Loss% |
0.72% |
0.74% |
0.70% |
| Avg. Bars Held |
35.31 |
37.24 |
33.39 |
| Winners |
2296 (57.73%) |
1102 (27.71%) |
1194 (30.02%) |
| Avg. Profit% |
1.73% |
1.89% |
1.59% |
| Max. Consecutive |
32 |
20 |
27 |
| # bars in largest win |
87 |
2 |
87 |
| Losers |
1681 (42.27%) |
887 (22.30%) |
794 (19.96%) |
| Avg. Loss% |
-0.67% |
-0.69% |
-0.65% |
| Max. Consecutive |
9 |
7 |
9 |
| # bars in largest loss |
64 |
64 |
28 |
| Max. trade% drawdown |
-9.07% |
-8.70% |
-9.07% |
| Max. system% drawdown |
-4.79% |
-4.91% |
-4.50% |
| Recovery Factor |
218.92 |
122.27 |
113.85 |
| CAR/MaxDD |
16.92 |
12.64 |
13.44 |
| RAR/MaxDD |
121.33 |
171.05 |
204.89 |
| Profit Factor |
3.52 |
3.38 |
3.69 |
| Payoff Ratio |
2.58 |
2.72 |
2.46 |
| Risk-Reward Ratio |
1.95 |
2.08 |
1.79 |
| Ulcer Index |
0.49 |
0.62 |
0.83 |
| Ulcer Performance Index |
153.44 |
90.84 |
66.43 |
| Sharpe Ratio of trades |
7.64 |
7.27 |
8.08 |
| K-Ratio |
0.0087 |
0.0093 |
0.0079 |
Комментарии к записи РоботВася. Хроники 19.09.12 отключены
