Список проголосовавших за комментарий "Вот типичные параметры одной из моих систем, тестирование по RIZ1 за 3 месяца<br/> <br/> Initial capital 100000.00 100000.00 100000.00 <br/> Ending capital 188992.93 136689.12 152303.81 <br/> Net Profit 88992.93 36689.12 52303.81 <br/> Net Profit % 88.99 % 36.69 % 52.30 % <br/> Exposure % 76.28 % 47.24 % 29.04 % <br/> Net Risk Adjusted Return % 116.67 % 77.66 % 180.14 % <br/> Annual Return % 854.20 % 202.69 % 344.09 % <br/> Risk Adjusted Return % 1119.82 % 429.03 % 1185.07 % <br/> <br/> — All trades 76 46 (60.53 %) 30 (39.47 %) <br/> Avg. Profit/Loss 1170.96 797.59 1743.46 <br/> Avg. Profit/Loss % 0.88 % 0.57 % 1.36 % <br/> Avg. Bars Held 11.20 11.43 10.83 <br/> <br/> — Winners 44 (57.89 %) 26 (34.21 %) 18 (23.68 %) <br/> Total Profit 160288.79 84343.25 75945.54 <br/> Avg. Profit 3642.93 3243.97 4219.20 <br/> Avg. Profit % 2.62 % 2.28 % 3.12 % <br/> Avg. Bars Held 13.48 13.54 13.39 <br/> Max. Consecutive 6 8 5 <br/> Largest win 15441.84 8309.18 15441.84 <br/> # bars in largest win 30 20 30 <br/> <br/> — Losers 32 (42.11 %) 20 (26.32 %) 12 (15.79 %) <br/> Total Loss -71295.86 -47654.13 -23641.73 <br/> Avg. Loss -2228.00 -2382.71 -1970.14 <br/> Avg. Loss % -1.52 % -1.65 % -1.28 % <br/> Avg. Bars Held 8.06 8.70 7.00 <br/> Max. Consecutive 4 4 3 <br/> Largest loss -10214.69 -10214.69 -5800.00 <br/> # bars in largest loss 16 16 7 <br/> <br/> — Max. trade drawdown -13558.30 -13558.30 -9990.59 <br/> Max. trade % drawdown -7.47 % -7.47 % -5.80 % <br/> Max. system drawdown -18227.41 -13558.30 -9990.59 <br/> Max. system % drawdown -9.92 % -11.26 % -7.10 % <br/> Recovery Factor 4.88 2.71 5.24 <br/> CAR/MaxDD 86.13 18.00 48.48 <br/> RAR/MaxDD 112.91 38.10 166.97 <br/> Profit Factor 2.25 1.77 3.21 <br/> Payoff Ratio 1.64 1.36 2.14 <br/> Standard Error 4624.61 5798.01 4765.82 <br/> Risk-Reward Ratio 76.05 33.89 32.57 <br/> Ulcer Index 3.07 3.32 3.32 <br/> Ulcer Performance Index 276.33 59.34 102.08 <br/> Sharpe Ratio of trades 5.47 4.15 7.56 <br/> K-Ratio 0.1944 0.0866 0.0832"