| |
All trades |
Long trades |
Short trades |
Buy&Hold (NSENIFTY) |
| Initial capital |
100000.00 |
100000.00 |
100000.00 |
100000.00 |
| Ending capital |
1752936.03 |
1752936.03 |
100000.00 |
441461.76 |
| Net Profit |
1652936.03 |
1652936.03 |
0.00 |
341461.76 |
| Net Profit % |
1652.94% |
1652.94% |
0.00% |
341.46% |
| Exposure
% |
3.07% |
3.07% |
0.00% |
100.00% |
| Net Risk Adjusted Return
% |
53806.02% |
53806.02% |
N/A |
341.46% |
| Annual Return % |
19.39% |
19.39% |
0.00% |
9.62% |
| Risk Adjusted Return
% |
631.21% |
631.21% |
N/A |
9.62% |
| Total transaction costs |
21100.00 |
21100.00 |
0.00 |
100.00 |
|
| All trades |
146 |
146 (100.00 %) |
0 (0.00 %) |
1 |
| Avg.
Profit/Loss |
11321.48 |
11321.48 |
N/A |
341411.76 |
| Avg.
Profit/Loss % |
0.62% |
0.62% |
N/A |
341.41% |
| Avg. Bars Held |
14.89 |
14.89 |
N/A |
3908.00 |
|
| Winners |
63 (43.15 %) |
63 (43.15 %) |
0 (0.00 %) |
1 (100.00 %) |
| Total Profit |
3021466.22 |
3021466.22 |
0.00 |
341411.76 |
| Avg. Profit |
47959.78 |
47959.78 |
N/A |
341411.76 |
| Avg.
Profit % |
30.11% |
30.11% |
N/A |
341.41% |
| Avg. Bars Held |
22.68 |
22.68 |
N/A |
3908.00 |
| Max. Consecutive |
6 |
6 |
0 |
1 |
| Largest win |
340804.85 |
340804.85 |
0.00 |
341411.76 |
| # bars in
largest win |
34 |
34 |
0 |
3908 |
|
| Losers |
83 (56.85 %) |
83 (56.85 %) |
0 (0.00 %) |
0 (0.00 %) |
| Total Loss |
-1368530.14 |
-1368530.14 |
0.00 |
0.00 |
| Avg. Loss |
-16488.31 |
-16488.31 |
N/A |
N/A |
| Avg. Loss
% |
-21.76% |
-21.76% |
N/A |
N/A |
| Avg. Bars Held |
8.98 |
8.98 |
N/A |
N/A |
| Max. Consecutive |
8 |
8 |
0 |
0 |
| Largest loss |
-84345.00 |
-84345.00 |
0.00 |
0.00 |
| # bars in largest
loss |
10 |
10 |
0 |
0 |
|
| Max.
trade drawdown |
-628155.00 |
-628155.00 |
0.00 |
-236380.49 |
| Max.
trade % drawdown |
-85.83 |
-85.83 |
0.00 |
-59.86 |
| Max.
system drawdown |
-983089.71 |
-983089.71 |
0.00 |
-236380.49 |
| Max.
system % drawdown |
-65.87% |
-65.87% |
0.00% |
-59.86% |
| Recovery Factor |
1.68 |
1.68 |
N/A |
1.44 |
| CAR/MaxDD |
0.29 |
0.29 |
N/A |
0.16 |
| RAR/MaxDD |
9.58 |
9.58 |
N/A |
0.16 |
| Profit Factor |
2.21 |
2.21 |
N/A |
N/A |
| Payoff Ratio |
2.91 |
2.91 |
N/A |
N/A |
| Standard
Error |
142460.56 |
142460.56 |
0.00 |
45515.27 |
| Risk-Reward
Ratio |
0.88 |
0.88 |
N/A |
0.64 |
| Ulcer
Index |
23.07 |
23.07 |
0.00 |
22.58 |
| Ulcer
Performance Index |
0.61 |
0.61 |
N/A |
0.19 |
| Sharpe
Ratio of trades |
0.04 |
0.04 |
0.00 |
N/A |
| K-Ratio |
0.07 |
0.07 |
N/A |
0.05 |