Копипаст http://bskjohn.livejournal.com Фьючерс РТС с 11.01.11 по 30.11.11 В рублях на 1 контракт без реинвестирования. Long Short Starting Capital 40 000,00р. Ending Capital 228 076,35р. Maximum Drawdown -10 224,50р. Net Profit 188 076,35р. Maximum Drawdown Date 21.11.2011 Net Profit % 470,19% Maximum Drawdown % -9,88% Annualized Gain % 616,00% Maximum Drawdown % Date 28.01.2011 Exposure 9,56% Wealth-Lab Score 5 806,24 Number of Trades 255 Sharpe Ratio 5,41 Average Profit 737,55р. Profit Factor 2,89 Average Profit % 0,72% Recovery Factor 18,39 Average Bars Held 24,61 Payoff Ratio 2,08 Winning Trades 148 Losing Trades 107 Win Rate 58,04% Loss Rate 41,96% Gross Profit 287 604,90р. Gross Loss -99 528,55р. Average Profit 1 943,28р. Average Loss -930,17р. Average Profit % 1,89% Average Loss % -0,91% Average Bars Held 30,21 Average Bars Held 16,87 Max Consecutive Winners 12 Max Consecutive Losses 7