*alex*
дипломник
Зарегистрирован: 14.09.2001
Сообщения: 69
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 Добавлено: Сб Мар 02, 2002 12:19 am Заголовок сообщения: |
цитата |
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2000 год
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System Report (Points Only Test)
USDCHF Results
Item Value Item Value
Total net profit 0.3831 Open position value -0.0003
Percent gain/loss N/A Annual percent gain/loss N/A
Initial investment N/A Interest earned N/A
Buy/Hold profit 0.0719 Days in test 174
Buy/Hold pct gain/loss N/A Annual B/H pct gain/loss N/A
Total closed trades 246
Avg profit per trade 0.0016 Avg Win/Avg Loss ratio 2.40
Total long trades 126 Total short trades 120
Winning long trades 54 Winning short trades 51
Total winning trades 105 Total losing trades 141
Amount of winning trades 0.8708 Amount of losing trades -0.4874
Average win 0.0083 Average loss -0.0035
Largest win 0.0730 Largest loss -0.0065
Average length of win 14.61 Average length of loss 5.39
Longest winning trade 72 Longest losing trade 24
Most consecutive wins 6 Most consecutive losses 8
Total bars out 1126 Average length out 5.24
Longest out period 24
System close drawdown -0.0035 Profit/Loss index 44.01
System open drawdown -0.0035 Reward/Risk index 99.09
Max open trade drawdown -0.0034 Buy/Hold index 432.41 |
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