*alex*
дипломник
Зарегистрирован: 14.09.2001
Сообщения: 69
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 Добавлено: Сб Мар 02, 2002 12:13 am Заголовок сообщения: |
цитата |
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1997 год
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System Report (Points Only Test)
USDCHF Results
Item Value Item Value
Total net profit 0.1067 Open position value 0.0157
Percent gain/loss N/A Annual percent gain/loss N/A
Initial investment N/A Interest earned N/A
Buy/Hold profit 0.0908 Days in test 351
Buy/Hold pct gain/loss N/A Annual B/H pct gain/loss N/A
Total closed trades 414
Avg profit per trade 0.0002 Avg Win/Avg Loss ratio 1.43
Total long trades 204 Total short trades 210
Winning long trades 90 Winning short trades 91
Total winning trades 181 Total losing trades 233
Amount of winning trades 0.8995 Amount of losing trades -0.8085
Average win 0.0050 Average loss -0.0035
Largest win 0.0377 Largest loss -0.0142
Average length of win 14.61 Average length of loss 7.52
Longest winning trade 55 Longest losing trade 34
Most consecutive wins 6 Most consecutive losses 7
Total bars out 1986 Average length out 6.28
Longest out period 41
System close drawdown 0.0000 Profit/Loss index 11.66
System open drawdown 0.0000 Reward/Risk index 100.00
Max open trade drawdown -0.0035 Buy/Hold index 34.80 |
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