Список проголосовавших за комментарий "Вот что дает пробойная стратегия на нашем индексе за 3 года<br/> Initial capital 100000.00 100000.00 100000.00 <br/> Ending capital 398837.24 299786.09 199051.15 <br/> Net Profit 298837.24 199786.09 99051.15 <br/> Net Profit % 298.84 % 199.79 % 99.05 % <br/> Exposure % 56.32 % 40.03 % 16.29 % <br/> Net Risk Adjusted Return % 530.58 % 499.11 % 607.88 % <br/> Annual Return % 62.43 % 46.95 % 27.30 % <br/> Risk Adjusted Return % 110.83 % 117.30 % 167.53 % <br/> <br/> — All trades 80 47 (58.75 %) 33 (41.25 %) <br/> Avg. Profit/Loss 3735.47 4250.77 3001.55 <br/> Avg. Profit/Loss % 1.86 % 2.25 % 1.31 % <br/> Avg. Bars Held 272.51 329.45 191.42 <br/> <br/> — Winners 43 (53.75 %) 26 (32.50 %) 17 (21.25 %) <br/> Total Profit 484432.99 300860.39 183572.60 <br/> Avg. Profit 11265.88 11571.55 10798.39 <br/> Avg. Profit % 5.12 % 5.52 % 4.51 % <br/> Avg. Bars Held 389.42 476.04 256.94 <br/> Max. Consecutive 6 4 5 <br/> Largest win 50515.05 25977.90 50515.05 <br/> # bars in largest win 346 869 346 <br/> <br/> — Losers 37 (46.25 %) 21 (26.25 %) 16 (20.00 %) <br/> Total Loss -185595.75 -101074.30 -84521.45 <br/> Avg. Loss -5016.10 -4813.06 -5282.59 <br/> Avg. Loss % -1.92 % -1.78 % -2.10 % <br/> Avg. Bars Held 136.65 147.95 121.81 <br/> Max. Consecutive 6 4 4 <br/> Largest loss -14439.07 -13435.57 -14439.07 <br/> # bars in largest loss 97 40 97 <br/> <br/> — Max. trade drawdown -29832.60 -28815.78 -29832.60 <br/> Max. trade % drawdown -12.31 % -10.91 % -12.31 % <br/> Max. system drawdown -51812.97 -35614.75 -43864.42 <br/> Max. system % drawdown -19.60 % -13.96 % -20.35 % <br/> Recovery Factor 5.77 5.61 2.26 <br/> CAR/MaxDD 3.19 3.36 1.34 <br/> RAR/MaxDD 5.66 8.40 8.23 <br/> Profit Factor 2.61 2.98 2.17 <br/> Payoff Ratio 2.25 2.40 2.04 <br/> Standard Error 15978.51 15079.68 14233.14 <br/> Risk-Reward Ratio 5.76 4.39 1.81 <br/> Ulcer Index 6.26 5.97 11.76 <br/> Ulcer Performance Index 9.11 6.97 1.86 <br/> Sharpe Ratio of trades 2.47 2.68 2.12 <br/> K-Ratio 0.0241 0.0184 0.0076"