С марта этого года робот Вова находится в самостоятельном плавании.
Т е нет работы над ошибками и я его не учу как надо жить.
Для любознательных выкладываю картинки и таблицу результатов
| Statistics |
|---|
| All trades | Long trades | Short trades | |
|---|---|---|---|
| Initial capital | 100000.00 | 100000.00 | 100000.00 |
| Ending capital | 3585555.42 | 1924152.87 | 1761402.55 |
| Net Profit | 3485555.42 | 1824152.87 | 1661402.55 |
| Net Profit % | 3485.56 % | 1824.15 % | 1661.40 % |
| Exposure % | 10.17 % | 4.53 % | 5.64 % |
| Net Risk Adjusted Return % | 34285.64 % | 40303.21 % | 29456.70 % |
| Annual Return % | 58.01 % | 45.92 % | 44.29 % |
| Risk Adjusted Return % | 570.58 % | 1014.66 % | 785.18 % |
| Total transaction costs | 187186.44 | 94038.72 | 93147.72 |
|
|
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| All trades | 3745 | 1872 (49.99 %) | 1873 (50.01 %) |
| Avg. Profit/Loss | 930.72 | 974.44 | 887.03 |
| Avg. Profit/Loss % | 0.93 % | 0.97 % | 0.89 % |
| Avg. Bars Held | 52.71 | 50.51 | 54.90 |
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| Winners | 2204 (58.85 %) | 1080 (28.84 %) | 1124 (30.01 %) |
| Total Profit | 4461579.49 | 2292256.08 | 2169323.42 |
| Avg. Profit | 2024.31 | 2122.46 | 1930.00 |
| Avg. Profit % | 2.03 % | 2.12 % | 1.93 % |
| Avg. Bars Held | 63.79 | 64.40 | 63.20 |
| Max. Consecutive | 77 | 39 | 53 |
| Largest win | 78280.22 | 78280.22 | 37486.42 |
| # bars in largest win | 303 | 303 | 162 |
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| Losers | 1541 (41.15 %) | 792 (21.15 %) | 749 (20.00 %) |
| Total Loss | -976024.08 | -468103.21 | -507920.87 |
| Avg. Loss | -633.37 | -591.04 | -678.13 |
| Avg. Loss % | -0.63 % | -0.59 % | -0.68 % |
| Avg. Bars Held | 36.86 | 31.57 | 42.46 |
| Max. Consecutive | 17 | 8 | 10 |
| Largest loss | -2883.02 | -2740.32 | -2883.02 |
| # bars in largest loss | 9 | 34 | 9 |
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| Max. trade drawdown | -20985.48 | -20985.48 | -11598.26 |
| Max. trade % drawdown | -13.51 % | -13.51 % | -10.32 % |
| Max. system drawdown | -22543.73 | -23476.77 | -11598.26 |
| Max. system % drawdown | -10.17 % | -6.52 % | -5.08 % |
| Recovery Factor | 154.61 | 77.70 | 143.25 |
| CAR/MaxDD | 5.70 | 7.05 | 8.71 |
| RAR/MaxDD | 56.11 | 155.71 | 154.49 |
| Profit Factor | 4.57 | 4.90 | 4.27 |
| Payoff Ratio | 3.20 | 3.59 | 2.85 |
| Standard Error | 347689.43 | 189405.68 | 160017.90 |
| Risk-Reward Ratio | 1.07 | 1.05 | 1.08 |
| Ulcer Index | 0.66 | 0.70 | 0.55 |
| Ulcer Performance Index | 79.60 | 57.56 | 70.07 |
| Sharpe Ratio of trades | 6.16 | 5.84 | 6.75 |
| K-Ratio | 0.0055 | 0.0054 | 0.0056 |
This entry was posted
on Суббота, 16 мая, 2015 at 09:57 and is filed under торговые роботы (МТС).
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