Результат по итогам 2002 года
Подробный отчет (без учета реинвестирования)
        Capital per 1 contract 10000 $
        Comission (round) 12.50 $
Start date 15.02.02 End date 19.12.02
Start equity 10000 $ End equity 34213 $
Total trades 46   Profit factor 4.13  
Math. expectation 5.26 % Avg. win/loss 2.90  
StdDev. trade 10.73   Avg.trade/StdDev. 0.49  
Net profit   24213 $ Max DD   -18.14 %
Gross profit 31959 $ Gross loss -7746 $
Win. trades 27 Los. trades 19  
Perc. winning 59 % Perc. losing 41 %
Avg. win 11.84 % Avg. loss -4.08 %
Largest win 31.88 % Largest loss -10.38 %
max conseq.win 4   max conseq.loss 4  
Total return 242.13 %
Annual return 264.19 %
Ann.ret/max.DD 14.56
Long trades 19   Short trades 27  
Long expectation 1.28 % Short expectation 8.07 %
Long profit factor 1.56   Short profit factor 7.42  
Прибыль по месяцам
Month Trades Gain Monthly report
02/2002 4 9.51 Total Months in test   11 Wining months 9
03/2002 2 2.00 Months with closed trades   11 Losing months 2
04/2002 2 27.76 Avg. trades in month   4.18 Percent wining months 82
05/2002 6 -1.75 Avg. monthly gain   22.02 % AG ratio 0.85
06/2002 6 82.77 Std.dev. of monthly gain   25.85 %    
07/2002 6 30.50 Worst gain in month   -6.00 %
08/2002 3 -6.00 Best gain in month   82.77 %
09/2002 5 48.38
10/2002 4 22.75
11/2002 3 5.12
12/2002 5 21.13
Проседания в периоды неудач - DrawDowns (DD)
DD% Days in DD DrawDowns report
-4.13 7 Value DD (%)  DD (period) from date to date
-0.38 14 Worst value DD -18.14 67 days 18.07.2002 23.09.2002
-14.13 31 Worst period DD -18.14 67 days 18.07.2002 23.09.2002
-3.63 15
-0.63 4
-18.14 67 10 worst values DD 10 worst periods DD
-10.38 8
-7.64 27 -18.14 67 Start date 15.02.2002
-2.00 1 -14.13 31 End date 19.12.2002
-2.88 8 -10.38 27 Days in test 307
-7.64 15 Days in DD 182
-4.13 14 Time in DD 59.28 %
-3.63 8
-2.88 8
-2.00 7
-0.63 4
-0.38 1
   
Average -6.39 18
Deviation 6.05 19.67
Все сделки
Open Buy/Sell Price Close Price Profit pts. Profit $ Commission Total net profit  $
15.02.2002 Sell 1110.00 20.02.2002 1096.00 4.00 $200 $12.50 $188
20.02.2002 Buy 1096.00 21.02.2002 1088.00 -8.00 -$400 $12.50 -$225
21.02.2002 Sell 1088.00 22.02.2002 1087.00 1.00 $50 $12.50 -$188
22.02.2002 Buy 1087.00 28.02.2002 1110.00 23.00 $1 150 $12.50 $950
01.03.2002 Buy 1128.00 25.03.2002 1133.00 5.00 $250 $12.50 $1 188
28.03.2002 Sell 1147.50 28.03.2002 1148.00 -0.50 -$25 $12.50 $1 150
10.04.2002 Sell 1126.50 11.04.2002 1104.50 22.00 $1 100 $12.50 $2 238
22.04.2002 Sell 1116.00 27.04.2002 1082.00 34.00 $1 700 $12.50 $3 925
01.05.2002 Buy 1087.00 03.05.2002 1072.00 -15.00 -$750 $12.50 $3 163
06.05.2002 Sell 1066.00 08.05.2002 1063.00 3.00 $150 $12.50 $3 300
17.05.2002 Sell 1099.00 20.05.2002 1093.00 6.00 $300 $12.50 $3 588
21.05.2002 Sell 1085.00 23.05.2002 1093.00 -8.00 -$400 $12.50 $3 175
23.05.2002 Buy 1098.00 24.05.2002 1085.00 -13.00 -$650 $12.50 $2 513
24.05.2002 Sell 1085.00 30.05.2002 1060.00 25.00 $1 250 $12.50 $3 750
31.05.2002 Sell 1076.00 03.06.2002 1050.00 26.00 $1 300 $12.50 $5 038
05.06.2002 Sell 1050.50 07.06.2002 1015.00 35.50 $1 775 $12.50 $6 800
07.06.2002 Buy 1012.00 10.06.2002 1030.00 18.00 $900 $12.50 $7 688
10.06.2002 Sell 1030.00 11.06.2002 1037.00 -7.00 -$350 $12.50 $7 325
25.06.2002 Sell 1005.50 26.06.2002 948.00 57.50 $2 875 $12.50 $10 188
26.06.2002 Buy 948.00 27.06.2002 985.00 37.00 $1 850 $12.50 $12 025
27.06.2002 Sell 989.00 10.07.2002 925.00 64.00 $3 200 $12.50 $15 213
11.07.2002 Buy 916.00 12.07.2002 915.00 -1.00 -$50 $12.50 $15 150
15.07.2002 Buy 893.00 16.07.2002 899.00 6.00 $300 $12.50 $15 438
17.07.2002 Buy 906.50 18.07.2002 890.00 -16.50 -$825 $12.50 $14 600
22.07.2002 Buy 826.00 22.07.2002 822.50 -3.50 -$175 $12.50 $14 413
24.07.2002 Buy 771.50 24.07.2002 785.00 13.50 $675 $12.50 $15 075
21.08.2002 Sell 949.50 21.08.2002 944.00 5.50 $275 $12.50 $15 338
28.08.2002 Buy 927.25 30.08.2002 910.50 -16.75 -$838 $12.50 $14 488
30.08.2002 Buy 922.50 30.08.2002 922.50 0.00 $0 $12.50 $14 475
06.09.2002 Sell 894.00 09.09.2002 906.50 -12.50 -$625 $12.50 $13 838
09.09.2002 Sell 901.00 10.09.2002 905.00 -4.00 -$200 $12.50 $13 625
11.09.2002 Sell 921.50 17.09.2002 901.50 20.00 $1 000 $12.50 $14 613
17.09.2002 Sell 890.50 23.09.2002 834.50 56.00 $2 800 $12.50 $17 400
27.09.2002 Sell 839.00 30.09.2002 800.50 38.50 $1 925 $12.50 $19 313
01.10.2002 Sell 850.00 08.10.2002 800.00 50.00 $2 500 $12.50 $21 800
15.10.2002 Sell 856.50 21.10.2002 877.00 -20.50 -$1 025 $12.50 $20 763
28.10.2002 Sell 909.00 29.10.2002 886.50 22.50 $1 125 $12.50 $21 875
31.10.2002 Sell 882.00 31.10.2002 887.50 -5.50 -$275 $12.50 $21 588
07.11.2002 Buy 901.00 08.11.2002 894.00 -7.00 -$350 $12.50 $21 225
14.11.2002 Sell 902.00 15.11.2002 904.00 -2.00 -$100 $12.50 $21 113
26.11.2002 Buy 919.00 27.11.2002 939.00 20.00 $1 000 $12.50 $22 100
02.12.2002 Sell 949.75 04.12.2002 912.25 37.50 $1 875 $12.50 $23 963
05.12.2002 Buy 914.00 05.12.2002 910.25 -3.75 -$188 $12.50 $23 763
06.12.2002 Buy 893.00 06.12.2002 907.25 14.25 $713 $12.50 $24 463
10.12.2002 Sell 902.50 11.12.2002 908.00 -5.50 -$275 $12.50 $24 175
19.12.2002 Buy 886.00 19.12.2002 887.00 1.00 $50 $12.50 $24 213
Используются технологии uCoz