|
1 |
2 |
3 |
4 |
5 |
|
424,2 |
2 |
2 |
100,0 |
N/A |
9 |
|
369,5 |
4 |
2 |
50,0 |
34,5 |
11 |
|
204,4 |
10 |
4 |
40,0 |
3,5 |
7 |
|
109,5 |
18 |
7 |
38,9 |
2,9 |
5 |
|
61,3 |
5 |
2 |
40,0 |
3,3 |
15 |
|
61,3 |
5 |
2 |
40,0 |
3,3 |
17 |
|
59,5 |
6 |
2 |
33,3 |
4,2 |
13 |
|
-9,0 |
5 |
1 |
20,0 |
2,9 |
19 |
|
-14,7 |
6 |
1 |
16,7 |
3,1 |
21 |
|
-25,7 |
4 |
0 |
0,0 |
N/A |
23 |
|
| для DM+/-=7, FI=13 |
|
|
|
|
Item |
Value |
Item |
Value |
|
Total net profit |
2044,3 |
Open position value |
547,39 |
|
Percent gain/loss |
204,43 |
Annual percent gain/loss |
161,16 |
|
Initial investment |
1000 |
Interest earned |
0 |
|
|
|
|
|
|
Buy/Hold profit |
361,61 |
Days in test |
463 |
|
Buy/Hold pct gain/loss |
36,16 |
Annual B/H pct gain/loss |
28,51 |
|
|
|
|
|
|
Total closed trades |
10 |
Commissions paid |
251,19 |
|
Avg profit per trade |
149,69 |
Avg Win/Avg Loss ratio |
3,48 |
|
Total long trades |
5 |
Total short trades |
5 |
|
Winning long trades |
1 |
Winning short trades |
3 |
|
|
|
|
|
|
Total winning trades |
4 |
Total losing trades |
6 |
|
Amount of winning trades |
2633,4 |
Amount of losing trades |
-1136,6 |
|
Average win |
658,36 |
Average loss |
-189,43 |
|
Largest win |
1798 |
Largest loss |
-248,66 |
|
Average length of win |
40,5 |
Average length of loss |
10 |
|
Longest winning trade |
77 |
Longest losing trade |
37 |
|
Most consecutive wins |
1 |
Most consecutive losses |
2 |
|
|
|
|
|
|
Total bars out |
95 |
Average length out |
15,83 |
|
Longest out period |
33 |
|
|
|
