| |
All trades |
Long trades |
Short trades |
Buy&Hold (NIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
662679.55 |
303858.15 |
558821.40 |
186629.59 |
| Net Profit |
462679.55 |
103858.15 |
358821.40 |
-13370.41 |
| Net Profit % |
231.34% |
51.93% |
179.41% |
-6.69% |
| Exposure
% |
4.53% |
2.08% |
2.45% |
100.00% |
| Net Risk Adjusted Return
% |
5108.47% |
2493.27% |
7335.52% |
-6.69% |
| Annual Return % |
165.97% |
40.71% |
131.41% |
-5.49% |
| Risk Adjusted Return
% |
3664.96% |
1954.52% |
5372.92% |
-5.49% |
| Total transaction costs |
25900.00 |
12500.00 |
13400.00 |
100.00 |
|
| All trades |
259 |
125 (48.26 %) |
134 (51.74 %) |
1 |
| Avg.
Profit/Loss |
1786.41 |
830.87 |
2677.77 |
-13420.41 |
| Avg.
Profit/Loss % |
0.75% |
0.37% |
1.10% |
-6.71% |
| Avg. Bars Held |
55.46 |
54.21 |
56.63 |
23105.00 |
|
| Winners |
141 (54.44 %) |
64 (24.71 %) |
77 (29.73 %) |
0 (0.00 %) |
| Total Profit |
1035712.05 |
400407.50 |
635304.55 |
0.00 |
| Avg. Profit |
7345.48 |
6256.37 |
8250.71 |
N/A |
| Avg.
Profit % |
3.04% |
2.59% |
3.41% |
N/A |
| Avg. Bars Held |
64.82 |
64.78 |
64.86 |
N/A |
| Max. Consecutive |
7 |
5 |
6 |
0 |
| Largest win |
35944.55 |
17742.50 |
35944.55 |
0.00 |
| # bars in
largest win |
62 |
64 |
62 |
0 |
|
| Losers |
118 (45.56 %) |
61 (23.55 %) |
57 (22.01 %) |
1 (100.00 %) |
| Total Loss |
-573032.50 |
-296549.35 |
-276483.15 |
-13420.41 |
| Avg. Loss |
-4856.21 |
-4861.46 |
-4850.58 |
-13420.41 |
| Avg. Loss
% |
-1.99% |
-1.96% |
-2.01% |
-6.71% |
| Avg. Bars Held |
44.28 |
43.11 |
45.53 |
23105.00 |
| Max. Consecutive |
6 |
4 |
5 |
1 |
| Largest loss |
-6821.50 |
-6821.50 |
-6752.50 |
-13420.41 |
| # bars in largest
loss |
13 |
13 |
59 |
23105 |
|
| Max.
trade drawdown |
-33849.60 |
-17584.50 |
-33849.60 |
-53727.44 |
| Max.
trade % drawdown |
-12.83 |
-6.43 |
-12.83 |
-24.41 |
| Max.
system drawdown |
-54456.75 |
-60091.50 |
-44343.35 |
-53727.44 |
| Max.
system % drawdown |
-20.02% |
-28.06% |
-11.88% |
-24.41% |
| Recovery Factor |
8.50 |
1.73 |
8.09 |
-0.25 |
| CAR/MaxDD |
8.29 |
1.45 |
11.06 |
-0.23 |
| RAR/MaxDD |
183.10 |
69.66 |
452.10 |
-0.23 |
| Profit Factor |
1.81 |
1.35 |
2.30 |
0.00 |
| Payoff Ratio |
1.51 |
1.29 |
1.70 |
N/A |
| Standard
Error |
20183.67 |
14770.11 |
13222.97 |
5821.58 |
| Risk-Reward
Ratio |
19.38 |
5.79 |
23.11 |
-4.81 |
| Ulcer
Index |
4.67 |
9.71 |
3.59 |
11.65 |
| Ulcer
Performance Index |
34.38 |
3.64 |
35.06 |
-0.94 |
| Sharpe
Ratio of trades |
4.29 |
2.48 |
5.66 |
N/A |
| K-Ratio |
0.05 |
0.01 |
0.05 |
-0.01 |