Копипаст http://bskjohn.livejournal.com Робот на фьючерс Газпрома Фьючерс Газа с 11.01.11 по 30.11.11 В рублях на 5 контрактов без реинвестирования. Лонг и Шорт Starting Capital 40 000,00р. Maximum Drawdown -11 951,85р. Ending Capital 241 617,55р. Maximum Drawdown Date 07.11.2011 Net Profit 201 617,55р. Maximum Drawdown % -9,61% Net Profit % 504,04% Maximum Drawdown % Date 26.01.2011 Annualized Gain % 664,25% Exposure 8,97% Wealth-Lab Score 6 692,57 Sharpe Ratio 5,79 Number of Trades 487 Profit Factor 2,42 Average Profit 414,00р. Recovery Factor 16,87 Average Profit % 0,44% Payoff Ratio 1,75 Average Bars Held 13,08р. Winning Trades 284 Losing Trades 203 Win Rate 58,32% Loss Rate 41,68% Gross Profit 343 805,00р. Gross Loss -142 187,45р. Average Profit 1 210,58р. Average Loss -700,43р. Average Profit % 1,27% Average Loss % -0,73% Average Bars Held 14,66 Average Bars Held 10,87 Max Consecutive Winners 10 Max Consecutive Losses 5