I know that the profit and return are great, but I don't understand about the risk factors.
Are these good results considering the risk? Statistics | Charts | Trades | Formula | Settings | Symbols Statistics All trades Long trades Short trades Initial capital 10000.00 10000.00 10000.00 Ending capital 39169.93 23063.30 26106.63 Net Profit 29169.93 13063.30 16106.63 Net Profit % 291.70 % 130.63 % 161.07 % Exposure % 4.29 % 1.58 % 2.71 % Net Risk Adjusted Return % 6798.04 % 8261.88 % 5943.89 % Annual Return % 3414.90 % 783.46 % 1120.48 % Risk Adjusted Return % 79584.06 % 49550.03 % 41349.34 % ---------------------------------------------------------------------- ---------- All trades 17 8 (47.06 %) 9 (52.94 %) Avg. Profit/Loss 1715.88 1632.91 1789.63 Avg. Profit/Loss % 1715.88 % 1632.91 % 1789.63 % Avg. Bars Held 7.76 8.63 7.00 ---------------------------------------------------------------------- ---------- Winners 11 (64.71 %) 6 (35.29 %) 5 (29.41 %) Total Profit 36313.26 15613.31 20699.95 Avg. Profit 3301.21 2602.22 4139.99 Avg. Profit % 3301.21 % 2602.22 % 4139.99 % Avg. Bars Held 7.91 7.17 8.80 Max. Consecutive 3 3 2 Largest win 7229.96 4633.33 7229.96 # bars in largest win 7 9 7 ---------------------------------------------------------------------- ---------- Losers 6 (35.29 %) 2 (11.76 %) 4 (23.53 %) Total Loss -7143.33 -2550.01 -4593.32 Avg. Loss -1190.56 -1275.01 -1148.33 Avg. Loss % -1190.56 % -1275.01 % -1148.33 % Avg. Bars Held 7.50 13.00 4.75 Max. Consecutive 2 1 3 Largest loss -1513.33 -1463.34 -1513.33 # bars in largest loss 6 22 6 ---------------------------------------------------------------------- ---------- Max. trade drawdown -6580.00 -6580.00 -2803.34 Max. trade % drawdown -90.00 % -72.41 % -90.00 % Max. system drawdown -7716.68 -6680.04 -6916.66 Max. system % drawdown -26.50 % -31.39 % -43.70 % Recovery Factor 3.78 1.96 2.33 CAR/MaxDD 128.85 24.96 25.64 RAR/MaxDD 3002.87 1578.72 946.15 Profit Factor 5.08 6.12 4.51 Payoff Ratio 2.77 2.04 3.61 Standard Error 2413.71 1657.91 2500.01 Risk-Reward Ratio 25.74 15.44 14.61 Ulcer Index 10.25 9.78 17.94 Ulcer Performance Index 332.52 79.58 62.17 Sharpe Ratio of trades 4.17 4.76 3.75 K-Ratio 0.2635 0.1580 0.1496 I would appreciate any comments. Thanks, Tom
