|
All trades |
Long trades |
Short trades |
| Initial capital |
100000 |
100000 |
100000 |
| Net Profit% |
2618.4% |
1337.7% |
1280.7% |
| Exposure% |
15.23% |
8.26% |
6.97% |
| Net Risk Adjusted Return% |
17196.69% |
16196.40% |
18382.53% |
| Annual Return% |
79.12% |
60.08% |
58.94% |
| Risk Adjusted Return% |
519.66% |
727.38% |
845.95% |
| All trades |
3802 |
1901 (50.00%) |
1901 (50.00%) |
| Avg. Profit/Loss% |
0.69% |
0.70% |
0.67% |
| Avg. Bars Held |
36.65 |
39.06 |
34.24 |
| Winners |
2146 (56.44%) |
1032 (27.14%) |
1114 (29.30%) |
| Avg. Profit% |
1.75% |
1.89% |
1.62% |
| Avg. Bars Held |
44.51 |
48.72 |
40.61 |
| Max. Consecutive |
32 |
21 |
26 |
| # bars in largest win |
87 |
2 |
87 |
| Losers |
1656 (43.56%) |
869 (22.86%) |
787 (20.70%) |
| Avg. Loss% |
-0.68% |
-0.70% |
-0.67% |
| Avg. Bars Held |
26.47 |
27.59 |
25.23 |
| Max. Consecutive |
10 |
7 |
12 |
| # bars in largest loss |
64 |
64 |
28 |
| Max. trade% drawdown |
-9.07% |
-8.70% |
-9.07% |
| Max. system% drawdown |
-4.79% |
-5.02% |
-5.64% |
| Recovery Factor |
204.9 |
113.6 |
95.31 |
| CAR/MaxDD |
16.52 |
11.97 |
10.46 |
| RAR/MaxDD |
108.52 |
144.95 |
150.08 |
| Profit Factor |
3.31 |
3.19 |
3.45 |
| Payoff Ratio |
2.55 |
2.69 |
2.43 |
| Risk-Reward Ratio |
1.97 |
2.14 |
1.76 |
| Ulcer Index |
0.69 |
0.81 |
1.07 |
| Ulcer Performance Index |
107.56 |
67.8 |
49.97 |
| Sharpe Ratio of trades |
7.29 |
6.95 |
7.57 |
| K-Ratio |
0.0088 |
0.0095 |
0.0078 |
Комментарии к записи РоботВася. Хроники 8.09.12 отключены
