Parameter (statistics in pips) | Value |
---|---|
Total trades: | 53 |
Net profit: | 3 668 |
Total profit: | 8 545 |
Total loss: | -4 877 |
Maximum drawdown: | -1 170 |
Maximum drawdown period: | 11d 20h 20m |
Average trade size of open positions: | 0,10 |
Criterion | Profit | Loss |
---|---|---|
Long positions (Buy): | 12 | 7 |
Short positions (Sell): | 22 | 12 |
The maximum trade: | 472,00 | -523,00 |
Average trade: | 251 | -257 |
A series of trades: | 5 | 4 |
Duration of the series: | 7d 21h 19m | 1d 11h 6m |
Average holding time of a position: | 0d 10h 43m | 0d 6h 53m |
Parameter (analytics) |
Value |
---|---|
Profit ratio: | 1,75 |
Risk level: | Short |
Sharpe ratio: | 0,06 |
Expectation: | 69,21 |
Standard variation (profitable trades): |
0,42 |
Standard variation (unprofitable trades): |
0,44 |
Estimate accuracy: | High |