Parameter (statistics in pips) | Value |
---|---|
Total trades: | 47 |
Net profit: | 2 772 |
Total profit: | 7 611 |
Total loss: | -4 839 |
Maximum drawdown: | -1 137 |
Maximum drawdown period: | 16d 4h 11m |
Average trade size of open positions: | 0,10 |
Criterion | Profit | Loss |
---|---|---|
Long positions (Buy): | 12 | 7 |
Short positions (Sell): | 16 | 12 |
The maximum trade: | 567,00 | -471,00 |
Average trade: | 272 | -255 |
A series of trades: | 4 | 4 |
Duration of the series: | 6d 23h 12m | 1d 22h 23m |
Average holding time of a position: | 0h 10h 52m | 0h 8h 11m |
Parameter (analytics) |
Value |
---|---|
Profit ratio: | 1,57 |
Risk level: | Short |
Sharpe ratio: | 0,05 |
Expectation: | 58,98 |
Standard variation (profitable trades): |
0,44 |
Standard variation (unprofitable trades): |
0,39 |
Estimate accuracy: | High |