ABCDEFGHIJKLMNOPQRSTUVWXYZ
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STC LengthStep Deviation from ControlAverageStandard DeviationCoefficient of Var.Variable
Average C of V
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-3-2-10123Max Drawdown17.42%
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Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%Sortino Ratio0.91%
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Sortino Ratio3.092.902.993.223.103.093.163.0810.57%3.43%Sharpe Ratio1.01%
5
Sharpe Ratio2.091.962.042.172.082.092.132.086.68%3.21%Profit Factor11.52%
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Profit Factor9.5211.947.5918.1922.616.714.5311.58657.10%56.72%% Profitable2.40%
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% Profibtable63.41%58.97%58.54%66.67%74.29%64.10%61.54%63.93%5.39%8.44%Num. of Trades2.79%
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Number of Trades4139413935393939200.00%5.13%Omega Ratio0.32%
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Omega Ratio1.391.371.381.411.391.391.401.391.29%0.93%
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Parameter
Average C of V
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STC FastStep Deviation from ControlAverageStandard DeviationCoefficient of Var.STC Length11.12%
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-3-2-10123STC Fast5.45%
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Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%STC Slow0.00%
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Sortino Ratio2.963.183.223.223.223.133.143.159.32%2.96%STC AAA1.35%
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Sharpe Ratio1.982.142.172.172.172.122.122.126.75%3.18%Stoch. Length0.00%
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Profit Factor16.5916.7918.1918.1918.199.9510.0015.41377.63%24.50%Stoch %K smooth2.54%
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% Profibtable62.79%63.41%66.67%66.67%66.67%64.85%66.67%65.39%1.71%2.61%Stock %D smooth.1.64%
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Number of Trades4341393939413940157.36%3.92%TII Major L1.34%
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Omega Ratio1.371.401.401.411.411.401.401.401.35%0.96%TII Minor L7.60%
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TII Upper Lvl0.02%
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betterTII Lower Lvl1.26%
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STC SlowStep Deviation from ControlAverageStandard DeviationCoefficient of Var.Supertren ATR L.7.12%
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-3-2-10123Supertrend factor4.08%
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Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%KAMA Fast0.00%
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Sortino Ratio3.223.223.223.223.223.223.223.220.00%0.00%KAMA Slow0.00%
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Sharpe Ratio2.172.172.172.172.172.172.172.170.00%0.00%KAMA Efficiency0.00%
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Profit Factor18.1918.1918.1918.1918.1918.1918.1918.190.00%0.00%KAMA Normalization0.00%
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% Profibtable66.67%66.67%66.67%66.67%66.67%66.67%66.67%66.67%0.00%0.00%CCI Lentgh7.73%
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Number of Trades39393939393939390.00%0.00%CCI Upper6.16%
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Omega Ratio1.411.411.411.411.411.411.411.410.00%0.00%CCI Lower0.00%
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RWI Length0.00%
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Qstick Upper0.00%
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STC AAAStep Deviation from ControlAverageStandard DeviationCoefficient of Var.Qstick Lower0.00%
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-3-2-10123Qstick Length71.74%
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Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%AROON U Length0.72%
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Sortino Ratio3.223.223.223.223.183.183.183.202.14%0.67%
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Sharpe Ratio2.172.172.172.172.142.142.142.161.60%0.74%
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Profit Factor18.1918.1918.1918.1917.4217.4217.4217.8641.16%2.30%
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% Profibtable66.67%66.67%66.67%66.67%63.41%63.41%63.41%65.27%1.74%2.67%
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Number of Trades3939393941414140106.90%2.68%
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Omega Ratio1.411.411.411.411.401.401.401.410.53%0.38%
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Stoch. LengthStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
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-3-2-10123
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Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%
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Sortino Ratio3.223.223.223.223.223.223.223.220.00%0.00%
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Sharpe Ratio2.172.172.172.172.172.172.172.170.00%0.00%
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Profit Factor18.1918.1918.1918.1918.1918.1918.1918.190.00%0.00%
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% Profibtable66.67%66.67%66.67%66.67%66.67%66.67%66.67%66.67%0.00%0.00%
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Number of Trades39393939393939390.00%0.00%
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Omega Ratio1.411.411.411.411.411.411.411.410.00%0.00%
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Stoch %K smoothStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
57
-3-2-10123
58
Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%
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Sortino Ratio3.223.223.223.223.193.193.193.211.60%0.50%
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Sharpe Ratio2.172.172.172.172.152.152.152.161.07%0.49%
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Profit Factor18.1918.1918.1918.1918.1714.7414.7417.20168.15%9.78%
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% Profibtable66.67%66.67%66.67%66.67%64.10%60.98%60.98%64.68%2.69%4.17%
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Number of Trades393939393941414097.59%2.47%
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Omega Ratio1.411.411.411.411.401.401.401.410.53%0.38%
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Stock %D smooth.Step Deviation from ControlAverageStandard DeviationCoefficient of Var.
68
-3-2-10123
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Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%
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Sortino Ratio3.223.223.223.223.223.223.213.220.38%0.12%
71
Sharpe Ratio2.172.172.172.172.172.172.162.170.38%0.17%
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Profit Factor18.1918.1918.1918.1918.1918.1914.7417.70130.40%7.37%
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% Profibtable66.67%66.67%66.67%66.67%66.67%66.67%63.41%66.20%1.23%1.86%
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Number of Trades393939393939413975.59%1.92%
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Omega Ratio1.411.411.411.411.411.411.411.410.00%0.00%
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77
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TII Major LStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
79
-3-2-10123
80
Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%
81
Sortino Ratio3.213.213.213.223.243.243.243.221.51%0.47%
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Sharpe Ratio2.172.172.172.172.192.192.192.181.07%0.49%
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Profit Factor17.5217.5217.5218.1918.2318.2316.9217.7350.00%2.82%
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% Profibtable66.67%66.67%66.67%66.67%70.27%70.27%70.27%68.21%1.92%2.82%
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Number of Trades3939393937373738106.90%2.80%
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Omega Ratio1.411.411.411.411.411.411.411.410.00%0.00%
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TII Minor LStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
90
-3-2-10123
91
Max Drawdown33.91%33.91%33.91%33.91%33.91%33.91%33.91%33.91%0.00%0.00%
92
Sortino Ratio3.093.173.193.223.243.243.243.205.52%1.73%
93
Sharpe Ratio2.072.112.152.172.192.192.182.154.56%2.12%
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Profit Factor8.178.0512.1018.1916.9216.9215.0113.62423.55%31.09%
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% Profibtable62.22%57.45%65.85%66.67%70.27%70.27%70.27%66.14%4.87%7.37%
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Number of Trades4547413937373740411.73%10.18%
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Omega Ratio1.391.391.401.411.411.411.411.400.95%0.68%
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TII Upper LvlStep Deviation from ControlAverageStandard DeviationCoefficient of Var.