|
1 |
2 |
3 |
4 |
5 |
|
190,3 |
28 |
46,4 |
2,1 |
19 |
|
143,6 |
34 |
47,1 |
1,8 |
13 |
|
128,7 |
31 |
48,4 |
1,7 |
18 |
|
123,1 |
31 |
48,4 |
1,7 |
9 |
|
102,1 |
24 |
37,5 |
2,6 |
21 |
|
96,9 |
32 |
46,9 |
1,6 |
16 |
|
90,8 |
31 |
45,2 |
1,7 |
14 |
|
89,2 |
26 |
42,3 |
2,1 |
20 |
|
81,6 |
32 |
43,8 |
1,8 |
12 |
|
78,9 |
29 |
44,8 |
1,7 |
11 |
|
71,3 |
31 |
45,2 |
1,6 |
10 |
|
58,2 |
30 |
43,3 |
1,7 |
17 |
|
47,1 |
31 |
41,9 |
1,7 |
15 |
|
43,8 |
25 |
36,0 |
2,2 |
23 |
|
36,5 |
23 |
30,4 |
2,8 |
25 |
|
30,1 |
32 |
43,8 |
1,5 |
8 |
|
29,3 |
23 |
30,4 |
2,7 |
26 |
|
29,3 |
23 |
30,4 |
2,7 |
27 |
|
27,1 |
25 |
36,0 |
2,1 |
22 |
|
17,6 |
34 |
47,1 |
1,2 |
7 |
|
-0,3 |
24 |
29,2 |
2,4 |
24 |
|
| для KRI=13 |
|
|
|
|
Item |
Value |
Item |
Value |
|
Total net profit |
1436.21 |
Open position value |
60.66 |
|
Percent gain/loss |
143.62 |
Annual percent gain/loss |
190.62 |
|
Initial investment |
1000.00 |
Interest earned |
0.00 |
|
|
|
|
|
|
Buy/Hold profit |
617.63 |
Days in test |
275 |
|
Buy/Hold pct gain/loss |
61.76 |
Annual B/H pct gain/loss |
81.98 |
|
|
|
|
|
|
Total closed trades |
34 |
Commissions paid |
632.43 |
|
Avg profit per trade |
40.46 |
Avg Win/Avg Loss ratio |
1.78 |
|
Total long trades |
14 |
Total short trades |
20 |
|
Winning long trades |
8 |
Winning short trades |
8 |
|
|
|
|
|
|
Total winning trades |
16 |
Total losing trades |
18 |
|
Amount of winning trades |
3727.54 |
Amount of losing trades |
-2352.00 |
|
Average win |
232.97 |
Average loss |
-130.67 |
|
Largest win |
599.09 |
Largest loss |
-193.53 |
|
Average length of win |
6.25 |
Average length of loss |
3.22 |
|
Longest winning trade |
13 |
Longest losing trade |
9 |
|
Most consecutive wins |
4 |
Most consecutive losses |
9 |
|
|
|
|
|
|
Total bars out |
77 |
Average length out |
4.05 |
|
Longest out period |
15 |
|
|
|
