График
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
……………………….All trades Long trades Short trades
Net Profit % 24.88 % 12.11 % 12.77 %
Exposure % 44.60 % 22.30 % 22.29 %
Net Risk Adjusted Return % 55.78 % 54.28 % 57.29 %
All trades 23 11 (47.83 %) 12 (52.17 %)
Avg. Profit/Loss % 1.08 % 1.10 % 1.06 %
Avg. Bars Held 23.70 24.45 23.00
Winners 21 (91.30 %) 9 (39.13 %) 12 (52.17 %)
Avg. Profit % 1.20 % 1.38 % 1.06 %
# bars in largest win 81 81 75
Losers 2 (8.70 %) 2 (8.70 %) 0 (0.00 %)
Avg. Loss % -0.17 % -0.17 % N/A
# bars in largest loss 4 4 0
Max. trade % drawdown -0.82 % -0.70 % -0.82 %
Max. system % drawdown -0.86 % -0.70 % -0.83 %
Recovery Factor 26.23 16.84 14.65
Profit Factor 74.89 36.96 N/A
Payoff Ratio 7.13 8.21 N/A
Ulcer Index 0.26 0.19 0.25
Sharpe Ratio of trades 59.60 49.08 77.33
K-Ratio 0.4615 0.2648 0.2189