|
All trades |
Long trades |
Short trades |
| Initial capital |
100000 |
100000 |
100000 |
| Net Profit% |
3053.75% |
1575.76% |
1477.99% |
| Exposure% |
13.18% |
7.03% |
6.15% |
| Net Risk Adjusted Return% |
23171.42% |
22425.13% |
24023.81% |
| Annual Return% |
81.51% |
62.73% |
61.05% |
| Risk Adjusted Return% |
618.51% |
892.75% |
992.33% |
| All trades |
4108 |
2054(50.00%) |
2054 (50.00%) |
| Avg. Profit/Loss% |
0.74% |
0.77% |
0.72% |
| Winners |
2436(59.30%) |
1168(28.43%) |
1268 (30.87%) |
| Avg. Profit% |
1.70% |
1.85% |
1.55% |
| Losers |
1672(40.70%) |
886(21.57%) |
786(19.13%) |
| Avg. Loss% |
-0.64% |
-0.66% |
-0.63% |
| Max. trade% drawdown |
-9.07% |
-8.70% |
-9.07% |
| Max. system% drawdown |
-3.41% |
-4.09% |
-4.61% |
| Recovery Factor |
261.51 |
134.87 |
125.82 |
| CAR/MaxDD |
23.91 |
15.32 |
13.25 |
| RAR/MaxDD |
181.39 |
218.09 |
215.35 |
| Profit Factor |
3.84 |
3.7 |
4.01 |
| Payoff Ratio |
2.63 |
2.81 |
2.48 |
| Risk-Reward Ratio |
2.06 |
2.17 |
1.92 |
| Ulcer Index |
0.47 |
0.58 |
0.81 |
| Ulcer Performance Index |
162.16 |
98.42 |
68.59 |
| Sharpe Ratio of trades |
8.1 |
7.69 |
8.6 |
| K-Ratio |
0.0093 |
0.0097 |
0.0086 |
Комментарии к записи РоботВася. Хроники 22.10.12 отключены
