[Igrok50]

Water House Capital Ltd.
Господа, помогите подсчитать основные коэффициенты моего итогового счета, если возможно.?


Account: 214457 Name: Зайцев Евгений Геральдович Currency: USD 2008 June 30, 22:28
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
5510940 2008.06.03 22:24 balance Deposit 5 000.00
5534742 2008.06.04 21:03 buy 0.20 6b 1.9532 1.9500 1.9752 2008.06.05 03:28 1.9500 -4.00 0.00 0.00 -40.00
5534878 2008.06.04 21:10 buy 0.20 es 1373.50 1386.00 1462.50 2008.06.05 20:05 1395.50 -5.00 0.00 0.00 220.00
5564541 2008.06.05 20:00 buy 0.02 wti 125.85 126.00 135.80 2008.06.05 20:09 126.00 -0.20 0.00 0.00 3.00
5564584 2008.06.05 20:05 buy 0.55 wti 126.28 127.68 134.25 2008.06.05 20:44 127.68 -5.50 0.00 0.00 770.00
5564455 2008.06.05 19:57 buy limit 0.40 wti 125.42 124.91 0.00 2008.06.05 21:36 127.79 cancelled
5566130 2008.06.05 21:25 sell 0.25 es 1402.50 1403.25 0.00 2008.06.05 21:38 1403.25 -6.25 0.00 0.00 -9.38
5575991 2008.06.06 13:30 sell 0.30 qm 129.750 130.000 125.950 2008.06.06 14:00 130.000 -9.00 0.00 0.00 -37.50
5575932 2008.06.10 18:16 buy 0.30 zg 867.9 865.1 988.4 2008.06.12 14:32 865.1 -9.00 0.00 0.00 -84.00
5700881 2008.06.16 13:06 sell 0.30 ng 12.699 12.747 12.575 2008.06.16 13:22 12.747 -3.00 0.00 0.00 -144.00
5701319 2008.06.16 13:27 sell 0.30 6b 1.9498 1.9530 1.9293 2008.06.16 14:35 1.9524 -6.00 0.00 0.00 -48.75
5703258 2008.06.16 14:42 buy 0.10 wti 136.59 135.96 139.66 2008.06.16 14:52 139.66 -1.00 0.00 0.00 307.00
5702380 2008.06.16 14:14 buy 0.30 wti 135.82 136.71 139.80 2008.06.16 14:52 139.80 -3.00 0.00 0.00 1 194.00
5703691 2008.06.16 14:54 buy stop 0.40 wti 138.78 138.48 139.90 2008.06.16 14:55 138.53 cancelled
5703723 2008.06.16 14:55 buy 0.40 wti 138.58 138.00 140.02 2008.06.16 14:57 138.17 -4.00 0.00 0.00 -164.00
5703966 2008.06.16 15:43 buy 0.40 wti 138.06 137.77 139.51 2008.06.16 15:43 137.77 -4.00 0.00 0.00 -116.00
5575854 2008.06.06 13:20 buy limit 0.30 fdax 6614.5 6582.5 0.0 2008.06.16 16:19 6711.5 cancelled
5704993 2008.06.16 15:45 buy 0.10 wti 137.97 137.51 138.90 2008.06.16 16:21 138.17 -1.00 0.00 0.00 20.00
5706464 2008.06.16 16:24 sell 0.10 ng 12.954 13.009 12.853 2008.06.16 16:40 12.940 -1.00 0.00 0.00 14.00
5707061 2008.06.16 16:43 sell 0.40 fdax 6712.5 6716.5 6705.0 2008.06.16 16:43 6716.5 -10.00 0.00 0.00 -61.91
5706347 2008.06.16 16:43 sell 0.30 fdax 6715.0 6720.0 6689.5 2008.06.16 16:50 6720.0 -7.50 0.00 0.00 -58.02
5707814 2008.06.16 17:03 sell 0.20 fdax 6728.5 6735.0 6710.0 2008.06.16 17:38 6735.0 -5.00 0.00 0.00 -50.31
5708861 2008.06.16 17:39 sell 0.20 fdax 6736.0 6742.0 6725.5 2008.06.16 17:44 6742.0 -5.00 0.00 0.00 -46.43
5707757 2008.06.16 18:52 sell 0.20 fdax 6749.0 6755.0 6701.5 2008.06.16 19:05 6738.5 -5.00 0.00 0.00 81.31
5710076 2008.06.16 19:09 buy 0.20 fdax 6736.0 6730.5 6751.5 2008.06.16 19:21 6745.5 -5.00 0.00 0.00 73.62
5710327 2008.06.16 19:29 sell 0.20 fdax 6750.5 6754.5 6744.5 2008.06.16 19:29 6754.5 -5.00 0.00 0.00 -30.99
5709154 2008.06.16 19:35 buy 0.20 gas 1243.75 1236.75 1290.25 2008.06.16 19:39 1239.75 -2.00 0.00 0.00 -80.00
5710518 2008.06.16 19:35 sell 0.50 wti 133.39 133.72 130.33 2008.06.16 19:41 133.72 -5.00 0.00 0.00 -165.00
5710305 2008.06.16 19:28 sell limit 0.20 wti 135.55 135.85 132.21 2008.06.16 19:43 133.48 cancelled
5710657 2008.06.16 19:44 buy 0.50 gas 1241.50 1239.00 1270.00 2008.06.16 19:56 1243.00 -5.00 0.00 0.00 75.00
5710864 2008.06.16 19:59 sell 0.25 wti 133.80 134.31 129.70 2008.06.16 20:04 134.31 -2.50 0.00 0.00 -127.50
5534938 2008.06.04 21:13 buy limit 0.40 ng 11.896 11.866 13.316 2008.06.16 20:05 12.936 cancelled
5566744 2008.06.05 22:11 sell limit 0.45 es 1437.00 1440.25 1378.75 2008.06.16 20:05 1362.50 cancelled
5564286 2008.06.05 19:47 buy limit 0.40 wti 124.79 124.59 139.24 2008.06.16 20:09 133.98 cancelled
5711181 2008.06.16 20:24 sell 0.20 wti 134.23 134.73 128.27 2008.06.16 20:27 134.73 -2.00 0.00 0.00 -100.00
5710859 2008.06.16 19:59 buy limit 0.25 gas 1237.00 1232.50 1341.25 2008.06.16 20:30 1241.50 cancelled
5711207 2008.06.16 20:27 sell 0.20 wti 134.88 134.60 128.70 2008.06.16 20:51 134.09 -2.00 0.00 0.00 158.00
5711624 2008.06.17 09:13 sell 0.10 fdax 6773.5 6783.5 6653.0 2008.06.17 09:20 6783.5 -2.50 0.00 0.00 -38.78
5712698 2008.06.17 10:44 buy 0.30 wti 133.70 133.40 140.12 2008.06.17 11:03 133.40 -3.00 0.00 0.00 -90.00
5711600 2008.06.19 18:09 buy 0.20 ng 12.655 12.617 14.217 2008.06.25 17:55 12.741 -2.00 0.00 0.00 172.00
5837618 2008.06.25 19:41 buy 0.10 wti 133.90 133.75 141.90 2008.06.25 19:41 133.75 -1.00 0.00 0.00 -15.00
5837823 2008.06.25 19:56 sell 0.10 wti 134.51 0.00 0.00 2008.06.25 19:56 134.62 -1.00 0.00 0.00 -11.00
5837447 2008.06.25 19:41 buy 0.30 ng 12.790 12.810 13.300 2008.06.25 20:10 12.810 -3.00 0.00 0.00 60.00
5838334 2008.06.25 20:16 sell 0.30 fdax 6694.5 6697.0 6608.5 2008.06.25 20:17 6697.0 -7.50 0.00 0.00 -29.24
5838988 2008.06.25 20:23 buy 0.30 brn 134.74 134.49 137.68 2008.06.25 20:24 134.49 -3.00 0.00 0.00 -75.00
5839111 2008.06.25 20:26 buy 0.30 wti 134.92 134.65 139.00 2008.06.25 20:26 134.65 -3.00 0.00 0.00 -81.00
5837262 2008.06.25 19:05 sell limit 0.30 fdax 6713.5 6716.5 6412.0 2008.06.25 20:37 6679.5 cancelled
5839562 2008.06.25 20:35 buy 0.30 fdax 6670.0 6660.5 6714.0 2008.06.25 20:42 6660.5 -7.50 0.00 0.00 -111.72
5839355 2008.06.25 20:31 buy limit 0.30 ng 12.653 12.632 13.441 2008.06.25 23:32 12.710 cancelled by dealer
5856981 2008.06.26 18:30 sell 0.30 wti 138.20 138.50 133.10 2008.06.26 18:31 138.50 -3.00 0.00 0.00 -90.00
5857096 2008.06.26 18:32 sell 0.30 wti 138.34 138.76 130.24 2008.06.26 20:13 138.76 -3.00 0.00 0.00 -126.00
5859806 2008.06.26 20:14 sell 0.30 wti 139.49 139.88 130.60 2008.06.26 20:20 139.88 -3.00 0.00 0.00 -117.00
5859915 2008.06.26 20:20 sell 0.30 wti 139.95 140.40 0.00 2008.06.26 20:49 140.40 -3.00 0.00 0.00 -135.00
5860761 2008.06.26 21:45 sell 0.30 fdax 6474.5 6485.0 6375.5 2008.06.27 08:00 6485.0 -7.50 0.00 0.00 -123.88
5837201 2008.06.25 19:01 buy limit 0.30 wti 131.59 131.39 142.99 2008.06.27 19:46 142.86 cancelled
5881046 2008.06.27 19:46 buy 0.30 wti 142.79 142.48 145.79 2008.06.27 19:49 142.48 -3.00 0.00 0.00 -93.00
-178.95 0.00 0.00 647.52
Closed P/L: 468.57
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
No transactions
0.00 0.00 0.00 0.00
Floating P/L: 0.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions

Summary:
Deposit/Withdrawal: 5 000.00 Credit Facility: 0.00
Closed Trade P/L: 468.57 Floating P/L: 0.00 Margin: 0.00
Balance: 5 468.57 Equity: 5 468.57 Free Margin: 5 468.57

Details:

Gross Profit: 3 109.23 Gross Loss: 2 640.66 Total Net Profit: 468.57
Profit Factor: 1.18 Expected Payoff: 10.65
Absolute Drawdown: 44.00 Maximal Drawdown: 1 609.85 (22.74%) Relative Drawdown: 22.74% (1 609.85)

Total Trades: 44 Short Positions (won %): 23 (13.04%) Long Positions (won %): 21 (47.62%)
Profit Trades (% of total): 13 (29.55%) Loss trades (% of total): 31 (70.45%)
Largest profit trade: 1 191.00 loss trade: -170.00
Average profit trade: 239.17 loss trade: -85.18
Maximum consecutive wins ($): 3 (982.30) consecutive losses ($): 10 (-1 025.34)
Maximal consecutive profit (count): 1 497.00 (2) consecutive loss (count): -1 025.34 (10)
Average consecutive wins: 2 consecutive losses: 3

[Евгений Ляпкин]

В архиве стеймент с графиком баланса

Вложения

• 214457.ZIP (9.1 Кб, Просмотров: 22)

[alexa]

Господа, помогите подсчитать основные коэффициенты моего итогового счета, если возможно.?

Возможно, но тяжело... Да и смысла нету... На глаз по окончательному балансу могу сказать будет около -0.05... Где-то так...

Коеф. имеет смысл считать при балансе выше 5500. Так как это минимум необходимой прибыли... При 5500 коеф. будет равен 0...

[Евгений Ляпкин]

На глаз по окончательному балансу могу сказать будет около -0.05... Где-то так...

Глаз-алмаз! :) Сортино = -0,06, Шарп = -0,05