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???? ?? ?????? ????????????? ???????? ????? ?? ???????? ???????? ????????? ?????????? ????? ??? ??????, ????????? ?? ???????
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Разместил:   Дата: 2005-10-05 23:02
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????????? C - ????????? ???????? ?????.

???? ?? ?????? ????????????? ???????? ????? ?? ???????? ???????? ????????? ?????????? ????? ??? ??????, ????????? ?? ???????. ???? ???????????? ????????, ??? ???? ???? ???? ??????? ??????? ?????????? ?????? ? ????????? ?? ????????? ??????????.

?????? ?? ??????? ????? ?????????? ?? ??????, ??????? ??????????? ??? ????? ???????? ??????????? ???? ???? ??????? ?? ???????? ????????? ????????? (ATR), ???? ???????? ???????? ???? ???? ??????? ?? ???????? ????????? ????????? (ATR).

????????, ??????? ??? ??????? ????? ??????? ???: ?????? ??????? ?? ???? 0,7*ATR + ??????????? ????????.

??? ?????????? ATR ????? ????? ?????????? ?????????? ?????? ??????? - 20 ???? ? ?????. ???? ????? ??????? ??????, ?? ????????? ???????? ????? ????? ????? ??????? ?????????????? ??-?? ????????????????? ???????? ?????? ?????????????.

???? ????????? ???????? ????? ???????? ????? ?? ???????? ???????? ????????? ?????????? ????? ????, ??? ??? ??? ???????????? ??????????, ????? ???? ??????? ?????????? ??????? ???????? ? ??????????? ??????. ???????, ????? ??????? ?? ?? ?????? ? ????? ?? ????? ?????? ????, ?? ??? ???? ??????? ???????, ????? ????? ??????????? ?????????? ???? ?????????????? ???????????.

? ???? ?????? ?? ???????? ?????? ????????????? ??????? ??? ????? ??????? ?????????? ????? ? ?????.

??? ????????????? ????? ?????? ????????? ? ???????? ????????? ????? ?????? ??????? ???????? ??????????? ????, ?????? ?? ??????????? ????? ???????? ???????? ????. ?? ?????? ??????, ???????? ?? ???????????? ???????? ????? ???????????? ??? ????, ??? ????????????? ????? ??????????? ? ??????? ????????????? ??????. ??? ?????????? ???????? ??????? ????? ????????? ??? ??? ????????, ???? ??????? ? ??????, ????????, ???????????? ? ???????? ????? ??????? ???? ??? ??? ??????????? ????.

?????????? ????????? ???????? ????????????? ? "??????? ??????", ? ?? ???????? ???????? ?????????? ??????????? ???????? ???????, ????????? ?? ???????, ??????? ????? ???????????? ??? ???????? ????????? ???? ??? ???????? ????? ???????? ????.

???????? ??-??????????? ???????? ????????? ??????? ?????? ???????????, ??????? ?? ?????? ?? ?????????, ? ???????? ????????? ??????????. ???? ?????????? ???????????? ????? ??????????? ??????????? ?????????? ???????????? ???????, ?????? ?????? ??????? ???????????? ? ????????????? ??????? ???????????? ???? ?????????.

????? ??????? ????????? ??????? ????? ??????? ??????????, ? ???????? ??? ????? ?????????? ??? ?????????????? ????? ???????? ???????, ? ??-??????????? ????????? ???.

????? ? ???????? ????????!

???.

?????????? ???????????? ??? ??????????? ? ?????????????? ??????????? ???? ?????? ??? CHF.

 

TradeStation Strategy Performance Report - Base Syst CHF T1-FX-Daily

Performance Summary: All Trades

Total Net Profit   $93 011,6680   Open position P/L   ($752,6800) Gross Profit   $129 727,6953   Gross Loss   ($36 716,0273)               Total # of trades   41   Percent profitable   51,22% Number winning trades   21   Number losing trades   20               Largest winning trade   $19 561,5996   Largest losing trade   ($3 536,5000) Average winning trade   $6 177,5093   Average losing trade   ($1 835,8014) Ratio avg win/avg loss   3,3650   Avg trade (win & loss)   $2 268,5773               Max consec. Winners   5   Max consec. losers   4 Avg # bars in winners   96   Avg # bars in losers   28               Max intraday drawdown   ($7 776,0000)         Profit Factor   3,5333   Max # contracts held   65 000 Account size required   $7 776,0000   Return on account   1196,14%

Performance Summary: Long Trades

Total Net Profit   $54 306,9707   Open position P/L   $0,0000 Gross Profit   $71 390,0000   Gross Loss   ($17 083,0293)               Total # of trades   23   Percent profitable   52,17% Number winning trades   12   Number losing trades   11               Largest winning trade   $15 008,0000   Largest losing trade   ($3 218,0000) Average winning trade   $5 949,1667   Average losing trade   ($1 553,0027) Ratio avg win/avg loss   3,8308   Avg trade (win & loss)   $2 361,1726               Max consec. Winners   5   Max consec. losers   4 Avg # bars in winners   79   Avg # bars in losers   20               Max intraday drawdown   ($6 665,5010)         Profit Factor   4,1790   Max # contracts held   65 000 Account size required   $6 665,5010   Return on account   814,75%

Performance Summary: Short Trades

Total Net Profit   $38 704,6992   Open position P/L   ($752,6800) Gross Profit   $58 337,6992   Gross Loss   ($19 633,0000)               Total # of trades   18   Percent profitable   50,00% Number winning trades   9   Number losing trades   9               Largest winning trade   $19 561,5996   Largest losing trade   ($3 536,5000) Average winning trade   $6 481,9666   Average losing trade   ($2 181,4444) Ratio avg win/avg loss   2,9714   Avg trade (win & loss)   $2 150,2611               Max consec. Winners   3   Max consec. losers   4 Avg # bars in winners   119   Avg # bars in losers   38               Max intraday drawdown   ($11 079,3496)         Profit Factor   2,9714   Max # contracts held   65 000 Account size required   $11 079,3496   Return on account   349,34%