| |
All trades |
Long trades |
Short trades |
Buy&Hold (NSENIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
2425937.50 |
1046087.50 |
1579850.00 |
1113717.16 |
| Net Profit |
2225937.50 |
846087.50 |
1379850.00 |
913717.16 |
| Net Profit % |
1112.97% |
423.04% |
689.92% |
456.86% |
| Exposure
% |
0.26% |
0.11% |
0.15% |
100.00% |
| Net Risk Adjusted Return
% |
424456.99% |
369231.41% |
467315.30% |
456.86% |
| Annual Return % |
16.12% |
10.42% |
13.18% |
10.83% |
| Risk Adjusted Return
% |
6148.78% |
9092.12% |
8925.82% |
10.83% |
| Total transaction costs |
8800.00 |
3400.00 |
5400.00 |
100.00 |
|
| All trades |
88 |
34 (38.64 %) |
54 (61.36 %) |
1 |
| Avg.
Profit/Loss |
25294.74 |
24884.93 |
25552.78 |
913667.15 |
| Avg.
Profit/Loss % |
44.15% |
50.67% |
40.05% |
456.83% |
| Avg. Bars Held |
7.09 |
6.82 |
7.26 |
4038.00 |
|
| Winners |
88 (100.00 %) |
34 (38.64 %) |
54 (61.36 %) |
1 (100.00 %) |
| Total Profit |
2225937.50 |
846087.50 |
1379850.00 |
913667.15 |
| Avg. Profit |
25294.74 |
24884.93 |
25552.78 |
913667.15 |
| Avg.
Profit % |
44.15% |
50.67% |
40.05% |
456.83% |
| Avg. Bars Held |
7.09 |
6.82 |
7.26 |
4038.00 |
| Max. Consecutive |
88 |
34 |
54 |
1 |
| Largest win |
207575.00 |
97857.50 |
207575.00 |
913667.15 |
| # bars in
largest win |
11 |
6 |
11 |
4038 |
|
| Losers |
0 (0.00 %) |
0 (0.00 %) |
0 (0.00 %) |
0 (0.00 %) |
| Total Loss |
0.00 |
0.00 |
0.00 |
0.00 |
| Avg. Loss |
N/A |
N/A |
N/A |
N/A |
| Avg. Loss
% |
N/A |
N/A |
N/A |
N/A |
| Avg. Bars Held |
N/A |
N/A |
N/A |
N/A |
| Max. Consecutive |
0 |
0 |
0 |
0 |
| Largest loss |
0.00 |
0.00 |
0.00 |
0.00 |
| # bars in largest
loss |
0 |
0 |
0 |
0 |
|
| Max.
trade drawdown |
-36322.50 |
-14925.00 |
-36322.50 |
-472760.98 |
| Max.
trade % drawdown |
-37.30 |
-19.04 |
-37.30 |
-59.86 |
| Max.
system drawdown |
-36322.50 |
-14925.00 |
-36322.50 |
-472760.98 |
| Max.
system % drawdown |
-4.83% |
-4.01% |
-6.53% |
-59.86% |
| Recovery Factor |
61.28 |
56.69 |
37.99 |
1.93 |
| CAR/MaxDD |
3.34 |
2.60 |
2.02 |
0.18 |
| RAR/MaxDD |
1272.61 |
2266.48 |
1367.53 |
0.18 |
| Profit Factor |
N/A |
N/A |
N/A |
N/A |
| Payoff Ratio |
N/A |
N/A |
N/A |
N/A |
| Standard
Error |
155632.57 |
58069.26 |
123098.76 |
90068.30 |
| Risk-Reward
Ratio |
0.95 |
0.86 |
0.80 |
0.65 |
| Ulcer
Index |
0.25 |
0.20 |
0.45 |
22.30 |
| Ulcer
Performance Index |
43.24 |
25.43 |
17.24 |
0.24 |
| Sharpe
Ratio of trades |
6.39 |
7.25 |
5.93 |
N/A |
| K-Ratio |
0.07 |
0.07 |
0.06 |
0.05 |