bsk
0
All posts from bsk
bsk in robotbsk,

Робот на фьючерс Газпрома

Копипаст http://bskjohn.livejournal.com

Робот на фьючерс Газпрома
Фьючерс Газа с 11.01.11 по 30.11.11
В рублях на 5 контрактов без реинвестирования.

Лонг и Шорт        
Starting Capital 40 000,00р.   Maximum Drawdown -11 951,85р.
Ending Capital 241 617,55р. Maximum Drawdown Date 07.11.2011
Net Profit 201 617,55р. Maximum Drawdown % -9,61%
Net Profit % 504,04%   Maximum Drawdown % Date 26.01.2011
Annualized Gain % 664,25%      
Exposure 8,97%   Wealth-Lab Score 6 692,57
      Sharpe Ratio 5,79
Number of Trades 487   Profit Factor 2,42
Average Profit 414,00р.   Recovery Factor 16,87
Average Profit % 0,44%   Payoff Ratio 1,75
Average Bars Held 13,08р.      
         
Winning Trades 284   Losing Trades 203
Win Rate 58,32%   Loss Rate 41,68%
Gross Profit 343 805,00р. Gross Loss -142 187,45р.
Average Profit 1 210,58р.   Average Loss -700,43р.
Average Profit % 1,27%   Average Loss % -0,73%
Average Bars Held 14,66   Average Bars Held 10,87
Max Consecutive Winners 10   Max Consecutive Losses 5