Копипаст
Фьючерс РТС с 11.01.11 по 30.11.11В 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 |