Tsotso Report
Results
History Quality:			99% real ticks
Bars:			117743	Ticks:			74794157	Symbols:			1
Total Net Profit:			325 859.09	Balance Drawdown Absolute:			0.33	Equity Drawdown Absolute:			20 259.97
Gross Profit:			606 338.90	Balance Drawdown Maximal:			37 839.31 (9.15%)	Equity Drawdown Maximal:			70 608.96 (25.37%)
Gross Loss:			-280 479.81	Balance Drawdown Relative:			11.62% (21 962.32)	Equity Drawdown Relative:			47.11% (26 489.80)
Profit Factor:			2.16	Expected Payoff:			190.78	Margin Level:			480.86%
Recovery Factor:			4.61	Sharpe Ratio:			2.24	Z-Score:			-1.79 (92.65%)
AHPR:			1.0012 (0.12%)	LR Correlation:			0.98	OnTester result:			0.9536310262761696
GHPR:			1.0012 (0.12%)	LR Standard Error:			24 175.34
Total Trades:			1708	Short Trades (won %):			770 (66.75%)	Long Trades (won %):			938 (71.64%)
Total Deals:			3416	Profit Trades (% of total):			1186 (69.44%)	Loss Trades (% of total):			522 (30.56%)
				Largest profit trade:			50 686.59	Largest loss trade:			-17 943.75
				Average profit trade:			511.25	Average loss trade:			-522.84
				Maximum consecutive wins ($):			17 (289.51)	Maximum consecutive losses ($):			5 (-37 706.76)
				Maximal consecutive profit (count):			56 105.98 (2)	Maximal consecutive loss (count):			-37 706.76 (5)
				Average consecutive wins:			3	Average consecutive losses:			2
Correlation (Profits,MFE):			0.88	Correlation (Profits,MAE):			-0.05	Correlation (MFE,MAE):			-0.3733
Minimal position holding time:			0:00:02	Maximal position holding time:			224:21:31	Average position holding time:			8:49:01