Копипаст http://bskjohn.livejournal.com Робот на фьючерс Сбербанка Фьючерс Сбера с 11.01.11 по 23.11.11 В рублях на 10 контрактов без реинвестирования. Лонг и Шорт Starting Capital 40 000,00р. Ending Capital 208 152,30р. Maximum Drawdown -9 517,70р. Net Profit 168 152,30р. Maximum Drawdown Date 11.08.2011 Net Profit % 420,38% Maximum Drawdown % -11,03% Annualized Gain % 545,68% Maximum Drawdown % Date 11.02.2011 Exposure 11,79% Wealth-Lab Score 4 117,87 Number of Trades 574 Sharpe Ratio 7,21 Average Profit 292,95р. Profit Factor 1,91 Average Profit % 0,33% Recovery Factor 17,67 Average Bars Held 6,18 Payoff Ratio 1,14 Winning Trades 360 Losing Trades 214 Win Rate 62,72% Loss Rate 37,28% Gross Profit 352 320,00р. Gross Loss -184 167,70р. Average Profit 978,67р. Average Loss -860,60р. Average Profit % 1,10% Average Loss % -0,96% Average Bars Held 6,09 Average Bars Held 6,33 Max Consecutive Winners 12 Max Consecutive Losses 7