Dual Thrust original

[ontrend]

Все помнят систему Dual Thrust, чему еще посвящены 2х часовые въебинары.

Параметры, которые были получены JC в результате оптимизации: 0,5 и 5

2011


Days :
250.00

Trades :
88.00

Trades / Day :
0.35

Winning trades :
43.00%

Profit / Trade :
(1377.39) 0.79%

Profit / Day :
(484.84) 0.28%

Count
Average
Maximum

Take trades :
38
(6407.37) 3.74%
(37100.00) 18.98%

Loss trades :
50
(2445.40) 1.44%
(8765.00) 5.66%

Consecutive Take :
26
1.38
3

Consecutive Loss :
26
1.92
7

DrawDown:
29
(6198.10) 3.65%
(28410.00) 15.08%

Profit:
(121210.00) 70.00%

Min / Max:
-8305.00 / 123580.00

Annualized Gain:
70.00%

Procfit Factor:
1.99 (1.97)

Recovery Factor:
8.57

Payoff ratio:
2.62

2012


Days :
257.00

Trades :
92.00

Trades / Day :
0.36

Winning trades :
42.00%

Profit / Trade :
(307.12) 0.23%

Profit / Day :
(109.94) 0.08%

Count
Average
Maximum

Take trades :
39
(3517.18) 2.44%
(11105.00) 7.90%

Loss trades :
53
(2055.00) 1.39%
(4910.00) 3.71%

Consecutive Take :
23
1.70
5

Consecutive Loss :
22
2.36
11

DrawDown:
18
(4208.61) 2.91%
(22785.00) 13.72%

Profit:
(28255.00) 21.02%

Min / Max:
-2210.00 / 45670.00

Annualized Gain:
20.45%

Procfit Factor:
1.26 (1.29)

Recovery Factor:
6.02

Payoff ratio:
1.71

2013


Days :
247.00

Trades :
92.00

Trades / Day :
0.37

Winning trades :
42.00%

Profit / Trade :
(24.02) 0.04%

Profit / Day :
(8.95) 0.01%

Count
Average
Maximum

Take trades :
39
(2383.85) 1.72%
(9950.00) 7.56%

Loss trades :
53
(1712.45) 1.20%
(5430.00) 3.56%

Consecutive Take :
25
1.56
3

Consecutive Loss :
24
2.17
5

DrawDown:
5
(7254.00) 5.03%
(22990.00) 14.99%

Profit:
(2210.00) 1.47%

Min / Max:
-20080.00 / 16250.00

Annualized Gain:
1.49%

Procfit Factor:
1.02 (1.06)

Recovery Factor:
4.04

Payoff ratio:
1.39

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