Торговля внутри дня ( отчёт о работе алгоритма ) 6-ой день

Gross Profit:

552.64

Gross Loss:

155.68

Total Net Profit:

396.96

Profit Factor:

3.55

Expected Payoff:

5.36

Absolute Drawdown:

0.00

Maximal Drawdown:

51.14 (4.63%)

Relative Drawdown:

4.63% (51.14)

Total Trades:

74

Short Positions (won %):

31 (67.74%)

Long Positions (won %):

43 (93.02%)

Profit Trades (% of total):

61 (82.43%)

Loss trades (% of total):

13 (17.57%)

Largest

profit trade:

63.00

loss trade:

-21.52

Average

profit trade:

9.06

loss trade:

-11.98

Maximum

consecutive wins ($):

15 (193.50)

consecutive losses ($):

3 (-47.13)

Maximal

consecutive profit (count):

193.50 (15)

consecutive loss (count):

-47.13 (3)

Average

consecutive wins:

6

consecutive losses:

1