Список проголосовавших за комментарий "vampirus, Ошибочка — то же самое случайно вставил вот данные за 3 года<br/> Initial capital 100000.00 100000.00 100000.00 <br/> Ending capital 5848371.06 3223082.36 2725288.70 <br/> Net Profit 5748371.06 3123082.36 2625288.70 <br/> Net Profit % 5748.37 % 3123.08 % 2625.29 % <br/> Exposure % 68.00 % 47.59 % 20.41 % <br/> Net Risk Adjusted Return % 8452.99 % 6561.95 % 12862.63 % <br/> Annual Return % 316.45 % 237.94 % 218.63 % <br/> Risk Adjusted Return % 465.34 % 499.93 % 1071.19 % <br/> <br/> — All trades 632 412 (65.19 %) 220 (34.81 %) <br/> Avg. Profit/Loss 9095.52 7580.30 11933.13 <br/> Avg. Profit/Loss % 0.68 % 0.67 % 0.69 % <br/> Avg. Bars Held 11.75 12.55 10.27 <br/> <br/> — Winners 378 (59.81 %) 254 (40.19 %) 124 (19.62 %) <br/> Total Profit 9654992.11 5831579.06 3823413.05 <br/> Avg. Profit 25542.31 22958.97 30833.98 <br/> Avg. Profit % 2.04 % 2.00 % 2.13 % <br/> Avg. Bars Held 13.72 14.42 12.27 <br/> Max. Consecutive 9 8 8 <br/> Largest win 536751.36 254391.61 536751.36 <br/> # bars in largest win 30 15 30 <br/> <br/> — Losers 254 (40.19 %) 158 (25.00 %) 96 (15.19 %) <br/> Total Loss -3906621.05 -2708496.70 -1198124.34 <br/> Avg. Loss -15380.40 -17142.38 -12480.46 <br/> Avg. Loss % -1.35 % -1.47 % -1.16 % <br/> Avg. Bars Held 8.83 9.53 7.69 <br/> Max. Consecutive 5 5 5 <br/> Largest loss -151304.37 -131622.21 -151304.37 <br/> # bars in largest loss 15 4 15 <br/> <br/> — Max. trade drawdown -347268.55 -326924.09 -347268.55 <br/> Max. trade % drawdown -7.86 % -7.86 % -5.80 % <br/> Max. system drawdown -480435.42 -411206.50 -347268.55 <br/> Max. system % drawdown -14.69 % -18.31 % -32.43 % <br/> Recovery Factor 11.96 7.59 7.56 <br/> CAR/MaxDD 21.55 12.99 6.74 <br/> RAR/MaxDD 31.69 27.30 33.03 <br/> Profit Factor 2.47 2.15 3.19 <br/> Payoff Ratio 1.66 1.34 2.47 <br/> Standard Error 644834.34 270070.58 395755.19 <br/> Risk-Reward Ratio 1.96 2.70 1.35 <br/> Ulcer Index 3.44 4.25 9.49 <br/> Ulcer Performance Index 90.37 54.76 22.47 <br/> Sharpe Ratio of trades 4.75 4.50 5.08 <br/> K-Ratio 0.0161 0.0222 0.0111"