Optimization Report
Stochastic_Env
Проход | Прибыль | Всего сделок | Прибыльность | Матожидание выигрыша | Просадка $ | Просадка % |
16 | 834.20 | 137 | 1.32 | 6.09 | 322.20 | 5.32 |
31 | 826.40 | 133 | 1.33 | 6.21 | 331.96 | 5.95 |
24 | 818.40 | 127 | 1.35 | 6.44 | 331.96 | 6.16 |
15 | 739.28 | 137 | 1.28 | 5.40 | 224.64 | 3.77 |
32 | 699.24 | 128 | 1.29 | 5.46 | 331.84 | 6.24 |
30 | 690.36 | 142 | 1.25 | 4.86 | 294.44 | 5.13 |
33 | 681.80 | 114 | 1.32 | 5.98 | 313.36 | 6.08 |
17 | 645.44 | 123 | 1.27 | 5.25 | 207.60 | 3.91 |
23 | 614.32 | 134 | 1.23 | 4.58 | 345.40 | 5.94 |
34 | 611.04 | 118 | 1.27 | 5.18 | 268.76 | 5.25 |
25 | 608.36 | 109 | 1.29 | 5.58 | 398.48 | 7.62 |
22 | 526.52 | 140 | 1.19 | 3.76 | 249.56 | 4.38 |
6 | 508.88 | 128 | 1.20 | 3.98 | 303.72 | 5.42 |
35 | 507.44 | 110 | 1.24 | 4.61 | 427.64 | 8.30 |
27 | 478.68 | 111 | 1.22 | 4.31 | 474.56 | 9.01 |
19 | 467.48 | 119 | 1.20 | 3.93 | 408.40 | 7.51 |
28 | 457.68 | 103 | 1.23 | 4.44 | 528.56 | 10.02 |
18 | 418.96 | 124 | 1.17 | 3.38 | 373.24 | 6.50 |
26 | 397.60 | 108 | 1.18 | 3.68 | 566.20 | 10.60 |
13 | 359.64 | 95 | 1.19 | 3.79 | 423.32 | 8.00 |
9 | 288.12 | 123 | 1.11 | 2.34 | 328.48 | 5.90 |
4 | 281.04 | 90 | 1.15 | 3.12 | 254.12 | 4.59 |
36 | 244.48 | 100 | 1.12 | 2.44 | 436.04 | 8.47 |
8 | 222.68 | 133 | 1.08 | 1.67 | 305.80 | 5.63 |
7 | 218.92 | 125 | 1.08 | 1.75 | 348.28 | 6.31 |
37 | 209.92 | 94 | 1.11 | 2.23 | 414.64 | 8.03 |
5 | 155.72 | 87 | 1.09 | 1.79 | 340.72 | 6.48 |
12 | 132.44 | 96 | 1.07 | 1.38 | 458.80 | 8.89 |
3 | 89.24 | 113 | 1.04 | 0.79 | 339.20 | 6.28 |
1 | 78.20 | 122 | 1.03 | 0.64 | 370.28 | 6.88 |
21 | 62.88 | 88 | 1.03 | 0.71 | 474.56 | 9.07 |
14 | 43.76 | 82 | 1.02 | 0.53 | 512.32 | 9.76 |
20 | 43.60 | 99 | 1.02 | 0.44 | 553.88 | 10.67 |
38 | 42.56 | 92 | 1.02 | 0.46 | 448.56 | 8.89 |
2 | 41.84 | 114 | 1.02 | 0.37 | 396.52 | 7.29 |
29 | 28.80 | 103 | 1.01 | 0.28 | 423.76 | 8.23 |
11 | 22.52 | 113 | 1.01 | 0.20 | 449.40 | 8.62 |
10 | 7.92 | 109 | 1.00 | 0.07 | 350.56 | 6.76 |