Список проголосовавших за комментарий "Яков, таких систем как грязи… одна из них....(примерно 2 последних месяца SRZ1 1 к0нтракт)<br/> Long + Short Long Only Short Only Buy & Hold <br/> Net Profit 12 841,36$ 5 966,32$ 6 875,04$ 834,24$<br/> Profit per Bar 4,70$ 4,18$ 5,26$ 0,20$<br/> Number of Trades 107 34 73 1<br/> Avg Profit/Loss 120,01$ 175,48$ 94,18$ 834,24$<br/> Avg Profit/Loss % 1,57% 2,35% 1,21% 10,18%<br/> Avg Bars Held 25,55 42,00 17,89 4 171,00<br/> Winning Trades 92 26 66 1<br/> Winning % 85,98% 76,47% 90,41% 100,00%<br/> Gross Profit 13 700,16$ 6 333,48$ 7 366,68$ 834,24$<br/> Avg Profit 148,91$ 243,60$ 111,62$ 834,24$<br/> Avg Profit % 1,95% 3,26% 1,44% 10,18%<br/> Avg Bars Held 22,97 39,73 16,36 4 171,00<br/> Max Consecutive 17 6 21 N/A<br/> Losing Trades 15 8 7 0<br/> Losing % 14,02% 23,53% 9,59% 0,00%<br/> Gross Loss -858,80$ -367,16$ -491,64$ 0,00$<br/> Avg Loss -57,25$ -45,89$ -70,23$ 0,00$<br/> Avg Loss % -0,76% -0,60% -0,94% 0,00%<br/> Avg Bars Held 41,40 49,38 32,29 0,00<br/> Max Consecutive 2 2 2 N/A<br/> Max Drawdown -393,52$ -393,52$ -405,04$ -2 135,00$<br/> Max Drawdown Date 17.11.2011 17.11.2011 17.10.2011 04.10.2011<br/> Profit Factor 15,95 17,25 14,98 INF<br/> Recovery Factor 32,63 15,16 16,97 0,39<br/> Payoff Ratio 2,57 5,45 1,52 INF<br/> Ulcer Index 5,90 3,84 6,33 468,98<br/> Wealth-Lab Error Term 85,91 216,03 79,53 1 466,87<br/> Luck Coefficient 3,27 1,96 3,96 1,00<br/> Pessimistic Rate of Return 11,22 10,52 9,14 0,00"