*alex*
дипломник
Зарегистрирован: 14.09.2001
Сообщения: 69
|
 Добавлено: Сб Мар 02, 2002 12:18 am Заголовок сообщения: |
цитата |
|
1999 год
=====================================================
System Report (Points Only Test)
USDCHF Results
Item Value Item Value
Total net profit 0.1517 Open position value 0.0089
Percent gain/loss N/A Annual percent gain/loss N/A
Initial investment N/A Interest earned N/A
Buy/Hold profit 0.2157 Days in test 362
Buy/Hold pct gain/loss N/A Annual B/H pct gain/loss N/A
Total closed trades 455
Avg profit per trade 0.0003 Avg Win/Avg Loss ratio 1.43
Total long trades 233 Total short trades 222
Winning long trades 108 Winning short trades 97
Total winning trades 205 Total losing trades 250
Amount of winning trades 0.9844 Amount of losing trades -0.8416
Average win 0.0048 Average loss -0.0034
Largest win 0.0386 Largest loss -0.0056
Average length of win 15.17 Average length of loss 6.62
Longest winning trade 61 Longest losing trade 31
Most consecutive wins 6 Most consecutive losses 6
Total bars out 2070 Average length out 5.93
Longest out period 26
System close drawdown -0.0050 Profit/Loss index 15.27
System open drawdown -0.0052 Reward/Risk index 96.69
Max open trade drawdown -0.0033 Buy/Hold index -25.54 |
|
