|
1 |
2 |
3 |
4 |
5 |
|
421,4 |
25 |
64,0 |
1,9 |
10 |
|
352,5 |
25 |
60,0 |
2,1 |
9 |
|
293,2 |
25 |
60,0 |
1,8 |
11 |
|
214,3 |
17 |
52,9 |
2,3 |
18 |
|
214,3 |
17 |
52,9 |
2,3 |
19 |
|
186,6 |
24 |
54,2 |
1,8 |
12 |
|
186,0 |
18 |
50,0 |
2,4 |
17 |
|
174,5 |
23 |
52,2 |
1,9 |
15 |
|
161,2 |
19 |
52,6 |
2,2 |
16 |
|
147,2 |
15 |
46,7 |
2,2 |
20 |
|
117,2 |
26 |
53,8 |
1,9 |
8 |
|
112,6 |
15 |
46,7 |
2,1 |
21 |
|
112,6 |
15 |
46,7 |
2,1 |
22 |
|
112,6 |
15 |
46,7 |
2,1 |
23 |
|
112,6 |
15 |
46,7 |
2,1 |
24 |
|
112,6 |
15 |
46,7 |
2,1 |
25 |
|
108,8 |
22 |
50,0 |
1,8 |
14 |
|
95,4 |
15 |
46,7 |
2,0 |
26 |
|
95,4 |
15 |
46,7 |
2,0 |
27 |
|
75,7 |
24 |
45,8 |
1,8 |
13 |
|
57,7 |
30 |
53,3 |
1,4 |
7 |
|
| для KRI=13 |
|
|
|
|
Item |
Value |
Item |
Value |
|
Total net profit |
756.55 |
Open position value |
102.51 |
|
Percent gain/loss |
75.65 |
Annual percent gain/loss |
100.41 |
|
Initial investment |
1000.00 |
Interest earned |
0.00 |
|
|
|
|
|
|
Buy/Hold profit |
1456.21 |
Days in test |
275 |
|
Buy/Hold pct gain/loss |
145.62 |
Annual B/H pct gain/loss |
193.28 |
|
|
|
|
|
|
Total closed trades |
24 |
Commissions paid |
300.35 |
|
Avg profit per trade |
27.25 |
Avg Win/Avg Loss ratio |
1.82 |
|
Total long trades |
10 |
Total short trades |
14 |
|
Winning long trades |
6 |
Winning short trades |
5 |
|
|
|
|
|
|
Total winning trades |
11 |
Total losing trades |
13 |
|
Amount of winning trades |
1863.99 |
Amount of losing trades |
-1209.96 |
|
Average win |
169.45 |
Average loss |
-93.07 |
|
Largest win |
320.24 |
Largest loss |
-152.43 |
|
Average length of win |
8.55 |
Average length of loss |
5.08 |
|
Longest winning trade |
22 |
Longest losing trade |
12 |
|
Most consecutive wins |
2 |
Most consecutive losses |
3 |
|
|
|
|
|
|
Total bars out |
56 |
Average length out |
4.00 |
|
Longest out period |
15 |
|
|
|
