OTHERS.D 2D TPI STRAT

	A	B	C	D	E	F	G	H	I	J	K	M	N
1	Z-score	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.	Variable	Average C of V
2	Z-score	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.	Max Drawdown	0.22%
3	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%	Sortino Ratio	1.46%
4	Sortino Ratio	2.31	2.31	2.38	2.38	2.36	2.36	2.36	2.35	2.97%	1.26%	Sharpe Ratio	1.28%
5	Sharpe Ratio	1.55	1.55	1.58	1.58	1.57	1.57	1.57	1.57	1.25%	0.80%	Profit Factor	5.14%
6	Profit Factor	9.03	9.03	8.97	8.97	8.38	8.38	8.38	8.73	33.23%	3.80%	% Profitable	1.58%
7	% Profibtable	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	0.00%	0.00%	Num. of Trades	1.93%
8	Number of Trades	35	35	35	35	35	35	35	35.00	0.00%	0.00%	Omega Ratio	0.55%
9	Omega Ratio	1.44	1.44	1.45	1.45	1.44	1.44	1.44	1.44	0.49%	0.34%
10
11												Parameter	Average C of V
12	RSI -Length	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.	Z-score	0.89%
13	RSI -Length	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.	RSI -Length	0.64%
14	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%	RSI - MA	0.64%
15	Sortino Ratio	2.38	2.38	2.38	2.38	2.31	2.31	2.31	2.35	3.74%	1.59%	Gunzo - Length	1.94%
16	Sharpe Ratio	1.58	1.58	1.58	1.58	1.54	1.54	1.54	1.56	2.14%	1.37%	Gunzo - Smooth	1.42%
17	Profit Factor	8.97	8.97	8.97	8.97	8.84	8.84	8.84	8.91	6.95%	0.78%	Hull Suite - Length	8.19%
18	% Profibtable	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	0.00%	0.00%	Hull Suite - Mult.	5.22%
19	Number of Trades	35	35	35	35	35	35	35	35.00	0.00%	0.00%	SMI - %K Length	1.62%
20	Omega Ratio	1.45	1.45	1.45	1.45	1.43	1.43	1.43	1.44	1.07%	0.74%	SMI - %D Length	2.67%
21												Fisher - Length	1.07%
22												Sharpe - Length	1.75%
23	RSI - MA	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.	CCI - Length 1	1.19%
24	RSI - MA	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.	CCI - Length 2	1.24%
25	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%	Linear - Regression	5.37%
26	Sortino Ratio	2.38	2.38	2.38	2.38	2.31	2.31	2.31	2.35	3.74%	1.59%	STC - Length	0.00%
27	Sharpe Ratio	1.58	1.58	1.58	1.58	1.54	1.54	1.54	1.56	2.14%	1.37%	STC - Short MA	0.21%
28	Profit Factor	8.97	8.97	8.97	8.97	8.84	8.84	8.84	8.91	6.95%	0.78%	STC - Long MA	0.00%
29	% Profibtable	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	74.29%	0.00%	0.00%	STC - Cycle Length	0.00%
30	Number of Trades	35	35	35	35	35	35	35	35.00	0.00%	0.00%	Kijun Sen	0.00%
31	Omega Ratio	1.45	1.45	1.45	1.45	1.43	1.43	1.43	1.44	1.07%	0.74%	RMI Length	2.73%
32												RWI Length	2.73%
33												AFR - Period	0.00%
34	Gunzo - Length	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.	AFR - Factor	0.87%
35	Gunzo - Length	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.	Sentinals - MA 1	4.46%
36	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%	Sentinals - MA 2	2.83%
37	Sortino Ratio	2.36	2.36	2.36	2.38	2.36	2.36	2.25	2.35	4.35%	1.85%	BBPCT Length	0.00%
38	Sharpe Ratio	1.56	1.56	1.56	1.58	1.57	1.57	1.50	1.56	2.63%	1.69%
39	Profit Factor	9.70	9.63	9.63	8.97	8.96	9.94	9.09	9.42	40.00%	4.25%
40	% Profibtable	72.97%	72.97%	72.97%	74.29%	74.29%	77.14%	72.97%	73.94%	1.54%	2.08%
41	Number of Trades	37	37	37	35	35	35	37	36.14	106.90%	2.96%
42	Omega Ratio	1.44	1.44	1.44	1.45	1.45	1.45	1.42	1.44	1.07%	0.74%
43
44
45	Gunzo - Smooth	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.
46	Gunzo - Smooth	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.
47	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%
48	Sortino Ratio	2.35	2.34	2.34	2.38	2.36	2.28	2.27	2.33	4.10%	1.76%
49	Sharpe Ratio	1.57	1.56	1.56	1.58	1.57	1.52	1.51	1.55	2.69%	1.73%
50	Profit Factor	9.94	9.74	9.74	8.97	8.96	9.41	9.41	9.45	38.34%	4.06%
51	% Profibtable	74.29%	74.29%	74.29%	74.29%	74.29%	77.14%	77.14%	75.10%	1.39%	1.85%
52	Number of Trades	35	35	35	35	35	35	35	35.00	0.00%	0.00%
53	Omega Ratio	1.44	1.44	1.44	1.45	1.45	1.43	1.43	1.44	0.82%	0.57%
54
55
56	Hull Suite - Length	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.
57	Hull Suite - Length	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.
58	Max Drawdown	31.39%	31.39%	31.39%	31.39%	32.43%	32.43%	33.07%	31.93%	0.70%	2.20%
59	Sortino Ratio	2.13	2.13	2.22	2.38	2.27	2.31	2.28	2.25	9.25%	4.12%
60	Sharpe Ratio	1.42	1.42	1.48	1.58	1.51	1.54	1.52	1.50	6.00%	4.01%
61	Profit Factor	4.86	4.86	5.88	8.97	7.69	7.90	6.84	6.71	158.30%	23.58%
62	% Profibtable	62.79%	62.79%	60.98%	74.29%	74.29%	75.76%	75.76%	69.52%	6.91%	9.95%
63	Number of Trades	43	43	41	35	35	33	33	37.57	457.74%	12.18%
64	Omega Ratio	1.40	1.40	1.41	1.45	1.42	1.43	1.43	1.42	1.83%	1.29%
65
66
67	Hull Suite - Mult.	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.
68	Hull Suite - Mult.	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.
69	Max Drawdown	31.39%	31.39%	31.39%	31.39%	32.43%	32.43%	32.43%	31.84%	0.56%	1.75%
70	Sortino Ratio	2.22	2.38	2.38	2.38	2.27	2.27	2.31	2.32	6.55%	2.83%
71	Sharpe Ratio	1.48	1.58	1.58	1.58	1.51	1.51	1.54	1.54	4.12%	2.68%
72	Profit Factor	5.88	8.97	8.97	8.97	7.69	7.69	7.90	8.01	111.94%	13.98%
73	% Profibtable	60.98%	74.29%	74.29%	74.29%	74.29%	74.29%	75.76%	72.60%	5.15%	7.10%
74	Number of Trades	41	35	35	35	35	35	33	35.57	250.71%	7.05%
75	Omega Ratio	1.41	1.45	1.45	1.45	1.42	1.42	1.43	1.43	1.70%	1.19%
76
77
78	SMI - %K Length	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.
79	SMI - %K Length	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.
80	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%
81	Sortino Ratio	2.32	2.32	2.32	2.38	2.32	2.32	2.32	2.33	2.27%	0.97%
82	Sharpe Ratio	1.54	1.54	1.54	1.58	1.54	1.54	1.54	1.55	1.51%	0.98%
83	Profit Factor	8.15	8.15	8.15	8.97	8.94	8.94	8.94	8.61	42.64%	4.96%
84	% Profibtable	72.97%	72.97%	72.97%	74.29%	74.29%	74.29%	74.29%	73.72%	0.71%	0.96%
85	Number of Trades	37	37	37	35	35	35	35	35.86	106.90%	2.98%
86	Omega Ratio	1.43	1.43	1.43	1.45	1.43	1.43	1.43	1.43	0.76%	0.53%
87
88
89	SMI - %D Length	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.
90	SMI - %D Length	-3	-2	-1	0	1	2	3	Average	Standard Deviation	Coefficient of Var.
91	Max Drawdown	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	31.39%	0.00%	0.00%
92	Sortino Ratio	2.27	2.27	2.32	2.38	2.32	2.23	2.23	2.29	5.46%	2.39%
93	Sharpe Ratio	1.51	1.51	1.54	1.58	1.54	1.48	1.48	1.52	3.61%	2.37%
94	Profit Factor	7.68	7.68	8.15	8.97	8.94	8.31	8.31	8.29	52.43%	6.32%
95	% Profibtable	71.79%	71.79%	72.97%	74.29%	74.29%	74.29%	74.29%	73.39%	1.19%	1.63%
96	Number of Trades	39	39	37	35	35	35	35	36.43	190.24%	5.22%
97	Omega Ratio	1.42	1.42	1.43	1.45	1.43	1.42	1.42	1.43	1.11%	0.78%
98
99
100	Fisher - Length	Step Deviation from Control							Average	Standard Deviation	Coefficient of Var.