ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
Keltner periodStep Deviation from ControlAverageStandard DeviationCoefficient of Var.Variable
Average C of V
2
-3-2-10123Max Drawdown0.00%
3
Max Drawdown20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%Sortino Ratio0.74%
4
Sortino Ratio3.453.453.493.513.433.383.453.450.041.21%Sharpe Ratio0.65%
5
Sharpe Ratio1.871.871.891.911.871.841.871.870.021.15%Profit Factor2.73%
6
Profit Factor4.425.315.355.194.974.374.424.860.459.16%% Profitable0.74%
7
% Profibtable60%65%65%65%65%60%60%62.86%2.67%4.25%Num. of Trades0.37%
8
Number of Trades4040404040404040.000.000.00%Omega Ratio0.19%
9
Omega Ratio25.6125.6425.7225.7425.5725.5725.6125.640.070.27%
10
11
Parameter
Average C of V
12
Keltner multiplierStep Deviation from ControlAverageStandard DeviationCoefficient of Var.keltner period2.29%
13
-3-2-10123keltner mult0.49%
14
Max Drawdown20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%fdi period0.00%
15
Sortino Ratio3.453.443.513.513.513.503.503.490.030.87%fdi speed0.16%
16
Sharpe Ratio1.881.871.911.911.911.901.901.900.020.85%fdi mult0.03%
17
Profit Factor5.185.125.195.195.195.035.035.130.071.45%rsimom length1.28%
18
% Profibtable65.00%65.00%65%65%65%65%65%65.00%0.00%0.00%rsimom above0.18%
19
Number of Trades4040404040404040.000.000.00%rsimom below0.00%
20
Omega Ratio25.6225.6025.7425.7425.7425.7125.7125.690.060.23%cci length2.91%
21
cci above0.41%
22
cci below1.16%
23
FDI periodStep Deviation from ControlAverageStandard DeviationCoefficient of Var.rsi length1.31%
24
-3-2-10123rsi buy3.38%
25
Max Drawdown20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%rsi sell4.12%
26
Sortino Ratio3.513.513.513.513.513.513.513.510.000.00%rsi buy1.46%
27
Sharpe Ratio1.911.911.911.911.911.911.911.910.000.00%stc length1.32%
28
Profit Factor5.195.195.195.195.195.195.195.190.000.00%stc slow0.00%
29
% Profibtable65%65%65%65%65%65%65%65.00%0.00%0.00%stc fast1.01%
30
Number of Trades4040404040404040.000.000.00%stc factor2.19%
31
Omega Ratio25.7425.7425.7425.7425.7425.7425.7425.740.000.00%
32
33
34
FDI speedStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
35
-3-2-10123
36
Max Drawdown20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%
37
Sortino Ratio3.513.513.513.513.513.513.473.500.020.43%
38
Sharpe Ratio1.911.911.911.911.911.911.891.910.010.40%
39
Profit Factor5.195.195.195.195.195.195.175.190.010.15%
40
% Profibtable65%65%65%65%65%65%65.00%65.00%0.00%0.00%
41
Number of Trades4040404040404040.000.000.00%
42
Omega Ratio25.7425.7425.7425.7425.7425.7425.6525.730.030.13%
43
44
45
FDI multiplierStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
46
-3-2-10123
47
Max Drawdown20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%
48
Sortino Ratio3.513.513.513.513.513.513.513.510.000.00%
49
Sharpe Ratio1.911.911.911.911.911.911.911.910.000.00%
50
Profit Factor5.215.215.195.195.195.195.195.200.010.19%
51
% Profibtable65%65%65%65%65%65%65%65.00%0.000.00%
52
Number of Trades4040404040404040.000.000.00%
53
Omega Ratio25.7425.7425.7425.7425.7425.7425.7425.740.000.00%
54
55
56
RSIMOM lengthStep Deviation from Control
57
-3-2-10123
58
Max Drawdown20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%
59
Sortino Ratio3.473.473.513.513.473.473.423.480.030.86%
60
Sharpe Ratio1.891.891.911.911.891.891.861.890.010.53%
61
Profit Factor4.724.975.195.195.154.725.105.0520.00%3.96%
62
% Profibtable65%65%65%65%65%65%61.90%64.56%0.011.55%
63
Number of Trades4040404040404240.280.751.86%
64
Omega Ratio25.6625.6625.7425.7425.6625.6625.5725.670.0580.23%
65
66
67
RSIMOM above
68
69
20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0%0.00%
70
3.513.513.513.513.513.513.473.500.020.43%
71
1.911.911.911.911.911.911.891.910.010.40%
72
5.195.195.195.195.195.195.155.180.020.29%
73
65%65%65%65%65%65%65%65%0%0.00%
74
4040404040404040.000.000.00%
75
25.7425.7425.7425.7425.7425.7425.6625.730.030.12%
76
77
78
RSIMOM below
79
80
20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0%0.00%
81
3.513.513.513.513.513.513.513.510.000.00%
82
1.911.911.911.911.911.911.911.910.000.00%
83
5.195.195.195.195.195.195.195.190.000.00%
84
65%65%65%65%65%65%65%65%0.00%0.00%
85
4040404040404040.000.000.00%
86
25.7425.7425.7425.7425.7425.7425.7425.740.000.00%
87
88
89
CCI length
90
91
20.27%20.27%20.27%20.27%20.27%20.27%20.27%20.27%0.00%0.00%
92
3.403.493.513.513.403.373.313.430.082.26%
93
1.851.901.911.911.851.841.811.870.042.11%
94
3.635.195.195.194.924.914.474.790.5711.94%
95
61.90%65%65%65%65.00%65%62.50%64%1%1.56%
96
4240404040404040.290.761.88%
97
25.5025.6925.7425.7425.5325.4525.3325.570.160.62%
98
99
100
CCI above