|
1 |
2 |
3 |
4 |
5 |
|
114,9 |
25 |
56,0 |
1,6 |
10 |
|
113,0 |
27 |
55,6 |
1,6 |
8 |
|
111,6 |
25 |
52,0 |
1,8 |
11 |
|
92,9 |
26 |
53,8 |
1,5 |
9 |
|
79,4 |
21 |
47,6 |
1,9 |
13 |
|
65,8 |
24 |
45,8 |
1,8 |
12 |
|
45,2 |
13 |
46,2 |
1,9 |
25 |
|
45,2 |
13 |
46,2 |
1,9 |
26 |
|
44,6 |
17 |
47,1 |
1,7 |
21 |
|
40,5 |
18 |
44,4 |
1,8 |
18 |
|
40,5 |
18 |
44,4 |
1,8 |
19 |
|
37,6 |
18 |
44,4 |
1,7 |
17 |
|
34,5 |
18 |
44,4 |
1,7 |
20 |
|
33,2 |
14 |
42,9 |
1,8 |
22 |
|
33,2 |
14 |
42,9 |
1,8 |
23 |
|
33,2 |
14 |
42,9 |
1,8 |
24 |
|
27,7 |
12 |
41,7 |
1,9 |
27 |
|
22,1 |
21 |
42,9 |
1,6 |
14 |
|
6,0 |
19 |
36,8 |
1,8 |
15 |
|
5,4 |
19 |
36,8 |
1,8 |
16 |
|
-0,7 |
29 |
44,8 |
1,2 |
7 |
|
| для KRI=13 |
|
|
|
|
Item |
Value |
Item |
Value |
|
Total net profit |
794.33 |
Open position value |
17.62 |
|
Percent gain/loss |
79.43 |
Annual percent gain/loss |
105.43 |
|
Initial investment |
1000.00 |
Interest earned |
0.00 |
|
|
|
|
|
|
Buy/Hold profit |
467.44 |
Days in test |
275 |
|
Buy/Hold pct gain/loss |
46.74 |
Annual B/H pct gain/loss |
62.04 |
|
|
|
|
|
|
Total closed trades |
21 |
Commissions paid |
326.51 |
|
Avg profit per trade |
36.99 |
Avg Win/Avg Loss ratio |
1.89 |
|
Total long trades |
9 |
Total short trades |
12 |
|
Winning long trades |
5 |
Winning short trades |
5 |
|
|
|
|
|
|
Total winning trades |
10 |
Total losing trades |
11 |
|
Amount of winning trades |
1855.27 |
Amount of losing trades |
-1078.56 |
|
Average win |
185.53 |
Average loss |
-98.05 |
|
Largest win |
391.97 |
Largest loss |
-199.37 |
|
Average length of win |
6.60 |
Average length of loss |
8.55 |
|
Longest winning trade |
13 |
Longest losing trade |
19 |
|
Most consecutive wins |
2 |
Most consecutive losses |
4 |
|
|
|
|
|
|
Total bars out |
48 |
Average length out |
5.33 |
|
Longest out period |
17 |
|
|
|
