|
1 |
2 |
3 |
4 |
5 |
|
222,9 |
18 |
38,9 |
3,3 |
9 |
11 |
|
204,9 |
17 |
41,2 |
3,1 |
9 |
9 |
|
193,2 |
26 |
42,3 |
2,9 |
5 |
9 |
|
190,8 |
17 |
35,3 |
4,1 |
11 |
11 |
|
187,4 |
16 |
37,5 |
4,1 |
13 |
11 |
|
181,6 |
8 |
62,5 |
2,5 |
23 |
9 |
|
174,6 |
8 |
62,5 |
2,2 |
23 |
11 |
|
174,1 |
7 |
57,1 |
3,3 |
23 |
13 |
|
166,9 |
16 |
37,5 |
3,8 |
11 |
15 |
|
155,3 |
12 |
41,7 |
3,9 |
21 |
9 |
|
154,1 |
10 |
40,0 |
4,3 |
21 |
13 |
|
153,6 |
23 |
39,1 |
2,7 |
7 |
9 |
|
148,1 |
14 |
42,9 |
2,6 |
13 |
13 |
|
146,5 |
18 |
33,3 |
3,9 |
11 |
9 |
|
145,7 |
15 |
40,0 |
3,1 |
13 |
9 |
|
144,8 |
7 |
71,4 |
2,3 |
23 |
15 |
|
144,2 |
13 |
46,2 |
2,5 |
15 |
13 |
|
144,0 |
17 |
41,2 |
2,8 |
9 |
15 |
|
141,9 |
19 |
36,8 |
2,9 |
9 |
13 |
|
141,6 |
19 |
36,8 |
3,0 |
9 |
5 |
|
141,2 |
15 |
46,7 |
2,4 |
15 |
11 |
|
139,5 |
18 |
33,3 |
3,7 |
11 |
5 |
|
138,5 |
9 |
44,4 |
3,3 |
23 |
5 |
|
138,0 |
18 |
33,3 |
3,5 |
11 |
13 |
|
134,5 |
27 |
37,0 |
2,7 |
7 |
11 |
|
126,1 |
19 |
36,8 |
2,9 |
9 |
7 |
|
122,5 |
9 |
55,6 |
2,0 |
23 |
7 |
|
121,8 |
16 |
37,5 |
3,2 |
13 |
15 |
|
115,0 |
12 |
41,7 |
3,0 |
21 |
7 |
|
108,8 |
18 |
33,3 |
3,2 |
11 |
7 |
|
108,3 |
15 |
46,7 |
2,0 |
15 |
9 |
|
108,1 |
12 |
41,7 |
3,2 |
19 |
13 |
|
107,2 |
11 |
45,5 |
3,1 |
21 |
15 |
|
106,5 |
33 |
39,4 |
2,2 |
5 |
11 |
|
105,7 |
25 |
36,0 |
2,6 |
7 |
7 |
|
105,4 |
13 |
46,2 |
2,5 |
17 |
13 |
|
104,8 |
18 |
33,3 |
3,2 |
13 |
5 |
|
104,1 |
23 |
39,1 |
2,3 |
7 |
13 |
|
102,1 |
13 |
38,5 |
3,0 |
21 |
5 |
|
99,2 |
13 |
38,5 |
3,0 |
21 |
11 |
|
95,9 |
15 |
46,7 |
1,9 |
15 |
15 |
|
92,0 |
14 |
42,9 |
2,4 |
17 |
9 |
|
89,4 |
15 |
40,0 |
2,7 |
19 |
9 |
|
77,7 |
17 |
35,3 |
2,5 |
13 |
7 |
|
77,3 |
24 |
37,5 |
2,3 |
7 |
15 |
|
70,8 |
17 |
41,2 |
2,0 |
15 |
5 |
|
65,7 |
15 |
40,0 |
2,1 |
15 |
7 |
|
65,4 |
27 |
29,6 |
2,9 |
7 |
5 |
|
60,3 |
14 |
42,9 |
1,9 |
17 |
15 |
|
60,0 |
15 |
40,0 |
2,2 |
19 |
7 |
|
59,7 |
16 |
37,5 |
2,3 |
17 |
5 |
|
58,4 |
16 |
37,5 |
2,3 |
19 |
5 |
|
58,0 |
15 |
40,0 |
2,0 |
19 |
11 |
|
50,4 |
30 |
36,7 |
2,2 |
5 |
13 |
|
43,0 |
14 |
42,9 |
1,8 |
19 |
15 |
|
42,6 |
34 |
29,4 |
2,9 |
5 |
5 |
|
38,8 |
18 |
33,3 |
2,3 |
17 |
11 |
|
33,1 |
31 |
32,3 |
2,5 |
5 |
15 |
|
31,4 |
16 |
37,5 |
1,9 |
17 |
7 |
|
27,7 |
33 |
33,3 |
2,3 |
5 |
7 |
|
| для DM+/-=9, MA(VA)=11 |
|
|
|
|
Item |
Value |
Item |
Value |
|
Total net profit |
2228.83 |
Open position value |
583.26 |
|
Percent gain/loss |
222.88 |
Annual percent gain/loss |
171.99 |
|
Initial investment |
1000.00 |
Interest earned |
0.00 |
|
|
|
|
|
|
Buy/Hold profit |
284.77 |
Days in test |
473 |
|
Buy/Hold pct gain/loss |
28.48 |
Annual B/H pct gain/loss |
21.97 |
|
|
|
|
|
|
Total closed trades |
18 |
Commissions paid |
400.70 |
|
Avg profit per trade |
91.42 |
Avg Win/Avg Loss ratio |
3.34 |
|
Total long trades |
7 |
Total short trades |
11 |
|
Winning long trades |
4 |
Winning short trades |
3 |
|
|
|
|
|
|
Total winning trades |
7 |
Total losing trades |
11 |
|
Amount of winning trades |
3109.34 |
Amount of losing trades |
-1463.76 |
|
Average win |
444.19 |
Average loss |
-133.07 |
|
Largest win |
1225.90 |
Largest loss |
-237.40 |
|
Average length of win |
28.57 |
Average length of loss |
5.82 |
|
Longest winning trade |
40 |
Longest losing trade |
23 |
|
Most consecutive wins |
2 |
Most consecutive losses |
3 |
|
|
|
|
|
|
Total bars out |
65 |
Average length out |
5.42 |
|
Longest out period |
13 |
|
|
|
|
|
|
|
|
System close drawdown |
0.00 |
Profit/Loss index |
60.36 |
|
System open drawdown |
-37.92 |
Reward/Risk index |
98.33 |
|
Max open trade drawdown |
-225.82 |
Buy/Hold index |
887.50 |
|
