
Minimum :         10  IsOos :           2  LongShort :           3  SortType :           1

Block Name : IsGreater                               	Total Strategies :         12	ProfitFactor :      4.598	NetProfit :         -14.500	SharpeRatio :     -0.067	UlcerIndex :      2.802	SortinoRatio :      4.911	WinningPct :     43.515	ReturnDDRatio :      3.679	RExpectancy :      1.013	AnnualPctReturnDDRatio :      4.311	Drawdown :   1787.792
Block Name : SMA                                     	Total Strategies :         12	ProfitFactor :      2.949	NetProfit :         924.750	SharpeRatio :      1.432	UlcerIndex :      1.487	SortinoRatio :      0.688	WinningPct :     65.310	ReturnDDRatio :      4.617	RExpectancy :  41666.247	AnnualPctReturnDDRatio :      0.499	Drawdown :   1215.792
Block Name : CrossesBelow                            	Total Strategies :         13	ProfitFactor :      2.443	NetProfit :        1236.654	SharpeRatio :      0.921	UlcerIndex :      3.102	SortinoRatio :      0.480	WinningPct :     55.585	ReturnDDRatio :      2.835	RExpectancy :  23077.022	AnnualPctReturnDDRatio :      0.642	Drawdown :   2066.962
Block Name : BarMonth                                	Total Strategies :         10	ProfitFactor :      2.172	NetProfit :         323.550	SharpeRatio :      0.422	UlcerIndex :      2.344	SortinoRatio :      2.168	WinningPct :     48.552	ReturnDDRatio :      1.938	RExpectancy :      0.417	AnnualPctReturnDDRatio :      1.986	Drawdown :   1498.950
Block Name : High                                    	Total Strategies :         14	ProfitFactor :      2.145	NetProfit :        -121.214	SharpeRatio :      0.762	UlcerIndex :      2.272	SortinoRatio :      0.739	WinningPct :     53.512	ReturnDDRatio :      2.455	RExpectancy :  21428.391	AnnualPctReturnDDRatio :      0.311	Drawdown :   1168.036
Block Name : IsLowerCount                            	Total Strategies :         14	ProfitFactor :      2.067	NetProfit :        -408.357	SharpeRatio :      0.821	UlcerIndex :      2.757	SortinoRatio :      0.844	WinningPct :     49.807	ReturnDDRatio :      2.472	RExpectancy :  21428.324	AnnualPctReturnDDRatio :      0.331	Drawdown :   1591.750
Block Name : null                                    	Total Strategies :        133	ProfitFactor :      1.741	NetProfit :          10.658	SharpeRatio :      0.012	UlcerIndex :      2.742	SortinoRatio :      0.784	WinningPct :     43.060	ReturnDDRatio :      1.101	RExpectancy :   3007.641	AnnualPctReturnDDRatio :      0.906	Drawdown :   2122.876
Block Name : OpenD                                   	Total Strategies :         12	ProfitFactor :      1.632	NetProfit :         883.583	SharpeRatio :      0.087	UlcerIndex :      3.420	SortinoRatio :      0.314	WinningPct :     54.973	ReturnDDRatio :      1.223	RExpectancy :   8333.388	AnnualPctReturnDDRatio :      0.398	Drawdown :   2268.708
Block Name : Open                                    	Total Strategies :         13	ProfitFactor :      1.318	NetProfit :       -1013.615	SharpeRatio :     -0.355	UlcerIndex :      2.869	SortinoRatio :     -0.309	WinningPct :     49.840	ReturnDDRatio :      0.834	RExpectancy :   7692.138	AnnualPctReturnDDRatio :      0.116	Drawdown :   2097.423
Block Name : SessionOpen                             	Total Strategies :         11	ProfitFactor :      1.227	NetProfit :       -2066.182	SharpeRatio :     -0.683	UlcerIndex :      5.308	SortinoRatio :     -0.247	WinningPct :     35.179	ReturnDDRatio :      0.137	RExpectancy :      0.085	AnnualPctReturnDDRatio :      0.282	Drawdown :   3154.682
Block Name : MTATR                                   	Total Strategies :         10	ProfitFactor :      1.137	NetProfit :         490.600	SharpeRatio :      0.068	UlcerIndex :      3.448	SortinoRatio :      0.365	WinningPct :     39.542	ReturnDDRatio :      0.191	RExpectancy :     -0.001	AnnualPctReturnDDRatio :      0.231	Drawdown :   2282.350
Block Name : IsFalling                               	Total Strategies :         15	ProfitFactor :      1.010	NetProfit :        -204.433	SharpeRatio :     -0.675	UlcerIndex :      2.530	SortinoRatio :     -0.340	WinningPct :     43.894	ReturnDDRatio :      0.187	RExpectancy :     -0.089	AnnualPctReturnDDRatio :      0.254	Drawdown :   1660.967
Block Name : IsLower                                 	Total Strategies :         14	ProfitFactor :      1.007	NetProfit :        -260.679	SharpeRatio :     -0.242	UlcerIndex :      3.534	SortinoRatio :     -0.122	WinningPct :     48.304	ReturnDDRatio :      0.035	RExpectancy :     -0.056	AnnualPctReturnDDRatio :      0.084	Drawdown :   2418.000
Block Name : Envelopes                               	Total Strategies :         14	ProfitFactor :      0.979	NetProfit :        -217.857	SharpeRatio :     -0.859	UlcerIndex :      2.489	SortinoRatio :     -0.458	WinningPct :     40.655	ReturnDDRatio :      0.035	RExpectancy :     -0.060	AnnualPctReturnDDRatio :      0.033	Drawdown :   1502.000
Block Name : IsRising                                	Total Strategies :         23	ProfitFactor :      0.974	NetProfit :        -456.543	SharpeRatio :     -0.550	UlcerIndex :      2.789	SortinoRatio :     -0.212	WinningPct :     34.577	ReturnDDRatio :      0.316	RExpectancy :     -0.092	AnnualPctReturnDDRatio :      0.364	Drawdown :   1616.261
Block Name : DEMA                                    	Total Strategies :         10	ProfitFactor :      0.903	NetProfit :          56.500	SharpeRatio :     -0.287	UlcerIndex :      2.224	SortinoRatio :     -0.202	WinningPct :     27.692	ReturnDDRatio :     -0.081	RExpectancy :     -0.103	AnnualPctReturnDDRatio :      0.013	Drawdown :   2950.450
Block Name : Low                                     	Total Strategies :         10	ProfitFactor :      0.864	NetProfit :        -106.350	SharpeRatio :     -0.309	UlcerIndex :      2.683	SortinoRatio :     -0.219	WinningPct :     29.910	ReturnDDRatio :     -0.080	RExpectancy :     -0.109	AnnualPctReturnDDRatio :      0.007	Drawdown :   3279.100
Block Name : CrossesAbove                            	Total Strategies :         11	ProfitFactor :      0.746	NetProfit :       -1156.182	SharpeRatio :     -0.960	UlcerIndex :      4.076	SortinoRatio :     -0.733	WinningPct :     33.383	ReturnDDRatio :     -0.173	RExpectancy :     -0.296	AnnualPctReturnDDRatio :     -0.170	Drawdown :   2090.136
Block Name : IsGreaterCount                          	Total Strategies :         10	ProfitFactor :      0.693	NetProfit :        -962.700	SharpeRatio :     -0.943	UlcerIndex :      3.484	SortinoRatio :     -0.860	WinningPct :     41.701	ReturnDDRatio :     -0.402	RExpectancy :     -0.205	AnnualPctReturnDDRatio :     -0.405	Drawdown :   2873.400


Details Full, Long, Short : 

Block Name : IsGreater                               	Total Strategies :         12	ProfitFactor :      4.598	     2.037	     4.089	NetProfit :         -14.500	        223.667	        -70.417	SharpeRatio :     -0.067	     0.183	    -0.113	UlcerIndex :      2.802	     1.653	     2.388	SortinoRatio :      4.911	     1.163	     4.620	WinningPct :     43.515	    54.630	    29.857	ReturnDDRatio :      3.679	     1.823	     3.223	RExpectancy :      1.013	     0.230	     0.956	AnnualPctReturnDDRatio :      4.311	     2.040	     3.801	Drawdown :   1787.792	  1292.000	  1464.792
Block Name : SMA                                     	Total Strategies :         12	ProfitFactor :      2.949	     5.000	     2.039	NetProfit :         924.750	        498.333	        960.200	SharpeRatio :      1.432	     4.220	     0.452	UlcerIndex :      1.487	     0.000	     1.784	SortinoRatio :      0.688	     0.000	     0.825	WinningPct :     65.310	   100.000	    48.372	ReturnDDRatio :      4.617	    10.000	     2.540	RExpectancy :  41666.247	 99999.000	 19999.796	AnnualPctReturnDDRatio :      0.499	     0.000	     0.599	Drawdown :   1215.792	     0.000	  1458.950
Block Name : CrossesBelow                            	Total Strategies :         13	ProfitFactor :      2.443	     3.251	     0.818	NetProfit :        1236.654	        192.286	       1339.136	SharpeRatio :      0.921	     1.296	     0.264	UlcerIndex :      3.102	     1.067	     2.986	SortinoRatio :      0.480	     0.086	     0.513	WinningPct :     55.585	    63.533	    25.261	ReturnDDRatio :      2.835	     4.777	     0.311	RExpectancy :  23077.022	 42857.103	     0.143	AnnualPctReturnDDRatio :      0.642	     0.703	     0.311	Drawdown :   2066.962	   826.000	  1917.136
Block Name : High                                    	Total Strategies :         14	ProfitFactor :      2.145	     4.015	     1.164	NetProfit :        -121.214	        394.875	       -273.042	SharpeRatio :      0.762	     3.182	    -0.172	UlcerIndex :      2.272	     0.690	     2.421	SortinoRatio :      0.739	     0.023	     0.855	WinningPct :     53.512	    93.183	    31.370	ReturnDDRatio :      2.455	     7.515	     0.359	RExpectancy :  21428.391	 74999.255	     0.038	AnnualPctReturnDDRatio :      0.311	     0.015	     0.358	Drawdown :   1168.036	   342.250	  1248.625
Block Name : IsLowerCount                            	Total Strategies :         14	ProfitFactor :      2.067	     3.290	     1.135	NetProfit :        -408.357	       -694.600	       -204.000	SharpeRatio :      0.821	     2.168	     0.059	UlcerIndex :      2.757	     1.862	     2.663	SortinoRatio :      0.844	    -0.432	     1.270	WinningPct :     49.807	    76.000	    28.845	ReturnDDRatio :      2.472	     5.842	     0.491	RExpectancy :  21428.324	 59999.324	    -0.008	AnnualPctReturnDDRatio :      0.331	    -0.158	     0.493	Drawdown :   1591.750	  1574.500	  1310.182
Block Name : null                                    	Total Strategies :        133	ProfitFactor :      1.741	     0.000	     1.781	NetProfit :          10.658	          0.000	         10.904	SharpeRatio :      0.012	     0.000	     0.012	UlcerIndex :      2.742	     0.000	     2.805	SortinoRatio :      0.784	     0.000	     0.802	WinningPct :     43.060	     0.000	    44.054	ReturnDDRatio :      1.101	     0.000	     1.126	RExpectancy :   3007.641	     0.000	  3077.048	AnnualPctReturnDDRatio :      0.906	     0.000	     0.927	Drawdown :   2122.876	     0.000	  2171.865
Block Name : OpenD                                   	Total Strategies :         12	ProfitFactor :      1.632	     0.846	     1.395	NetProfit :         883.583	       -377.800	       1135.636	SharpeRatio :      0.087	    -0.266	     0.216	UlcerIndex :      3.420	     4.118	     1.859	SortinoRatio :      0.314	    -0.286	     0.473	WinningPct :     54.973	    59.130	    33.094	ReturnDDRatio :      1.223	    -0.226	     1.437	RExpectancy :   8333.388	    -0.068	  9091.000	AnnualPctReturnDDRatio :      0.398	    -0.206	     0.528	Drawdown :   2268.708	  2689.500	  1252.455
Block Name : Open                                    	Total Strategies :         13	ProfitFactor :      1.318	     1.925	     0.430	NetProfit :       -1013.615	       -946.333	       -576.846	SharpeRatio :     -0.355	    -0.282	    -0.225	UlcerIndex :      2.869	     2.468	     1.730	SortinoRatio :     -0.309	    -0.192	    -0.221	WinningPct :     49.840	    55.528	    24.212	ReturnDDRatio :      0.834	     2.215	    -0.188	RExpectancy :   7692.138	 16666.465	    -0.076	AnnualPctReturnDDRatio :      0.116	     0.660	    -0.188	Drawdown :   2097.423	  2441.167	   970.731
Block Name : SessionOpen                             	Total Strategies :         11	ProfitFactor :      1.227	     1.281	     0.412	NetProfit :       -2066.182	      -2800.429	       -284.091	SharpeRatio :     -0.683	    -0.863	    -0.134	UlcerIndex :      5.308	     6.824	     0.965	SortinoRatio :     -0.247	    -0.270	    -0.075	WinningPct :     35.179	    29.510	    16.400	ReturnDDRatio :      0.137	     0.207	     0.005	RExpectancy :      0.085	     0.133	     0.001	AnnualPctReturnDDRatio :      0.282	     0.393	     0.032	Drawdown :   3154.682	  4021.500	   595.545
Block Name : IsFalling                               	Total Strategies :         15	ProfitFactor :      1.010	     0.735	     0.662	NetProfit :        -204.433	       -148.438	       -134.214	SharpeRatio :     -0.675	    -1.026	    -0.136	UlcerIndex :      2.530	     2.569	     1.243	SortinoRatio :     -0.340	    -0.999	     0.206	WinningPct :     43.894	    47.116	    20.106	ReturnDDRatio :      0.187	    -0.001	     0.201	RExpectancy :     -0.089	    -0.196	     0.016	AnnualPctReturnDDRatio :      0.254	     0.078	     0.228	Drawdown :   1660.967	  1739.000	   785.893
Block Name : IsLower                                 	Total Strategies :         14	ProfitFactor :      1.007	     0.666	     0.828	NetProfit :        -260.679	      -1158.200	        164.731	SharpeRatio :     -0.242	    -0.694	     0.006	UlcerIndex :      3.534	     4.684	     2.005	SortinoRatio :     -0.122	    -0.746	     0.155	WinningPct :     48.304	    48.250	    33.462	ReturnDDRatio :      0.035	    -0.388	     0.187	RExpectancy :     -0.056	    -0.196	     0.015	AnnualPctReturnDDRatio :      0.084	    -0.388	     0.239	Drawdown :   2418.000	  3266.400	  1347.692
Block Name : Envelopes                               	Total Strategies :         14	ProfitFactor :      0.979	     0.490	     0.769	NetProfit :        -217.857	      -1054.417	        234.036	SharpeRatio :     -0.859	    -1.920	    -0.036	UlcerIndex :      2.489	     3.118	     1.152	SortinoRatio :     -0.458	    -1.910	     0.361	WinningPct :     40.655	    38.198	    24.284	ReturnDDRatio :      0.035	    -0.637	     0.308	RExpectancy :     -0.060	    -0.368	     0.098	AnnualPctReturnDDRatio :      0.033	    -0.643	     0.309	Drawdown :   1502.000	  1532.083	   845.393
Block Name : IsRising                                	Total Strategies :         23	ProfitFactor :      0.974	     1.161	     0.714	NetProfit :        -456.543	       -343.643	       -404.750	SharpeRatio :     -0.550	    -0.643	    -0.407	UlcerIndex :      2.789	     3.300	     2.053	SortinoRatio :     -0.212	    -0.261	    -0.152	WinningPct :     34.577	    46.003	    23.662	ReturnDDRatio :      0.316	     0.464	     0.200	RExpectancy :     -0.092	    -0.103	    -0.070	AnnualPctReturnDDRatio :      0.364	     0.576	     0.218	Drawdown :   1616.261	  1989.071	  1162.525
Block Name : CrossesAbove                            	Total Strategies :         11	ProfitFactor :      0.746	     0.438	     0.587	NetProfit :       -1156.182	      -1690.750	       -541.364	SharpeRatio :     -0.960	    -1.368	    -0.463	UlcerIndex :      4.076	     4.343	     2.497	SortinoRatio :     -0.733	    -1.367	    -0.235	WinningPct :     33.383	    30.000	    22.474	ReturnDDRatio :     -0.173	    -0.560	     0.031	RExpectancy :     -0.296	    -0.455	    -0.131	AnnualPctReturnDDRatio :     -0.170	    -0.552	     0.031	Drawdown :   2090.136	  2628.000	  1134.500
