ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
Keltner periodStep Deviation from ControlAverageStandard DeviationCoefficient of Var.Variable
Average C of V
2
-3-2-10123Max Drawdown0.08%
3
Max Drawdown12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0.00%0.00%Sortino Ratio1.21%
4
Sortino Ratio3.453.643.893.943.893.873.873.790.184.73%Sharpe Ratio1.14%
5
Sharpe Ratio1.952.062.192.212.192.172.172.130.094.44%Profit Factor5.00%
6
Profit Factor2.782.923.984.003.983.983.983.660.5515.16%% Profitable1.39%
7
% Profibtable58%59%65%65%65%65%65%63.19%3.27%5.17%Num. of Trades1.38%
8
Number of Trades7369636363636365.294.076.24%Omega Ratio0.40%
9
Omega Ratio26.0326.5127.0727.1827.0727.0227.0226.840.421.56%
10
11
Parameter
Average C of V
12
Keltner multiplierStep Deviation from ControlAverageStandard DeviationCoefficient of Var.keltner period5.33%
13
-3-2-10123keltner mult0.62%
14
Max Drawdown12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0.00%0.00%fdi period0.00%
15
Sortino Ratio3.893.893.893.943.943.913.913.910.020.57%fdi speed2.17%
16
Sharpe Ratio2.182.182.182.212.212.192.192.190.010.61%fdi mult0.00%
17
Profit Factor3.783.783.784.004.003.993.993.900.112.95%rsimom length1.41%
18
% Profibtable65%65%65%65%65%65%65%65.08%0.00%0.00%rsimom above3.10%
19
Number of Trades6363636363636363.000.000.00%rsimom below0.00%
20
Omega Ratio27.0627.0627.0627.1827.1827.1027.1027.110.050.20%cci length2.41%
21
cci above0.00%
22
cci below3.70%
23
FDI periodStep Deviation from ControlAverageStandard DeviationCoefficient of Var.rsi length4.15%
24
-3-2-10123rsi buy0.12%
25
Max Drawdown12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0.00%0.00%rsi sell4.76%
26
Sortino Ratio3.943.943.943.943.943.943.943.940.000.00%rsi buy1.61%
27
Sharpe Ratio2.212.212.212.212.212.212.212.210.000.00%stc length3.33%
28
Profit Factor4.004.004.004.004.004.004.004.000.000.00%stc slow0.00%
29
% Profibtable65%65%65%65%65%65%65%65.08%0.00%0.00%stc fast0.78%
30
Number of Trades6363636363636363.000.000.00%stc factor2.47%
31
Omega Ratio27.1827.1827.1827.1827.1827.1827.1827.180.000.00%
32
33
34
FDI speedStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
35
-3-2-10123
36
Max Drawdown12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0.00%0.00%
37
Sortino Ratio3.893.893.943.943.943.783.733.870.082.19%
38
Sharpe Ratio2.182.182.212.212.212.132.102.170.042.00%
39
Profit Factor3.783.784.004.003.993.693.313.790.256.54%
40
% Profibtable65%65%65%65%65%63%61.54%64.29%1.42%2.21%
41
Number of Trades6363636363656563.570.981.54%
42
Omega Ratio27.0627.0627.1827.1827.1826.8226.7127.030.190.70%
43
44
45
FDI multiplierStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
46
-3-2-10123
47
Max Drawdown12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0.00%0.00%
48
Sortino Ratio3.943.943.943.943.943.943.943.940.000.00%
49
Sharpe Ratio2.212.212.212.212.212.212.212.210.000.00%
50
Profit Factor4.004.004.004.004.004.004.004.000.000.00%
51
% Profibtable65%65%65%65%65%65%65%65.08%0.000.00%
52
Number of Trades6363636363636340.000.000.00%
53
Omega Ratio27.1827.1827.1827.1827.1827.1827.1827.180.000.00%
54
55
56
RSIMOM lengthStep Deviation from Control
57
-3-2-10123
58
Max Drawdown12.77%12.77%12.77%12.77%12.77%12.77%13.03%12.81%0.10%0.77%
59
Sortino Ratio3.583.553.753.943.733.413.183.480.030.86%
60
Sharpe Ratio2.012.002.102.212.101.941.821.890.010.53%
61
Profit Factor2.692.422.774.003.012.312.475.0520.00%3.96%
62
% Profibtable53%53%58%65%62%60%60.66%58.95%0.011.70%
63
Number of Trades7375696363636140.280.751.86%
64
Omega Ratio26.3226.2926.7127.1826.7126.0125.5425.670.0580.23%
65
66
67
RSIMOM above
68
69
12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0%0.00%
70
3.793.833.943.943.923.873.813.870.061.63%
71
2.122.152.212.212.202.172.142.170.041.67%
72
2.983.134.004.003.983.513.103.530.4613.15%
73
61%63%65%65%65%63%63%65%1%2.21%
74
6765636363636363.861.572.46%
75
26.8026.9027.1827.1827.1227.0126.8927.010.150.57%
76
77
78
RSIMOM below
79
80
12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0%0.00%
81
3.933.943.943.943.943.943.943.940.000.10%
82
2.202.212.212.212.212.212.212.210.000.17%
83
3.964.004.004.004.004.004.003.990.020.38%
84
65%65%65%65%65%65%65%65%0.000.00%
85
6363636363636363.000.000.00%
86
27.1527.1827.1827.1827.1827.1827.1827.180.010.04%
87
88
89
CCI length
90
91
12.77%12.77%12.77%12.77%12.77%12.77%12.77%12.77%0.00%0.00%
92
3.733.743.793.943.873.783.773.800.081.99%
93
2.102.102.132.212.182.122.112.140.042.00%
94
3.313.303.864.003.983.713.633.680.297.91%
95
61.54%62%63%65%65.08%65%65%64%2%2.65%
96
6565656363636363.861.071.67%
97
26.7126.7226.8327.1827.0326.7826.7526.860.180.67%
98
99
100
CCI above