*alex*
дипломник
Зарегистрирован: 14.09.2001
Сообщения: 69
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 Добавлено: Сб Мар 02, 2002 12:16 am Заголовок сообщения: |
цитата |
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1998 год
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System Report (Points Only Test)
USDCHF Results
Item Value Item Value
Total net profit 0.3574 Open position value 0.0000
Percent gain/loss N/A Annual percent gain/loss N/A
Initial investment N/A Interest earned N/A
Buy/Hold profit -0.0848 Days in test 365
Buy/Hold pct gain/loss N/A Annual B/H pct gain/loss N/A
Total closed trades 433
Avg profit per trade 0.0008 Avg Win/Avg Loss ratio 1.53
Total long trades 213 Total short trades 220
Winning long trades 111 Winning short trades 103
Total winning trades 214 Total losing trades 219
Amount of winning trades 1.0768 Amount of losing trades -0.7194
Average win 0.0050 Average loss -0.0033
Largest win 0.0440 Largest loss -0.0060
Average length of win 15.06 Average length of loss 6.82
Longest winning trade 55 Longest losing trade 33
Most consecutive wins 11 Most consecutive losses 10
Total bars out 1872 Average length out 5.92
Longest out period 28
System close drawdown -0.0217 Profit/Loss index 33.19
System open drawdown -0.0224 Reward/Risk index 94.10
Max open trade drawdown -0.0035 Buy/Hold index 521.46
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