| |
All trades |
Long trades |
Short trades |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
320425.00 |
200000.00 |
320425.00 |
| Net Profit |
120425.00 |
0.00 |
120425.00 |
| Net Profit % |
60.21% |
0.00% |
60.21% |
| Exposure
% |
2.89% |
0.00% |
2.89% |
| Net Risk Adjusted Return
% |
2083.34% |
N/A |
2083.34% |
| Annual Return % |
51.83% |
0.00% |
51.83% |
| Risk Adjusted Return
% |
1793.16% |
N/A |
1793.16% |
| Total transaction costs |
0.00 |
0.00 |
0.00 |
|
| All trades |
550 |
0 (0.00 %) |
550 (100.00 %) |
| Avg.
Profit/Loss |
218.95 |
N/A |
218.95 |
| Avg.
Profit/Loss % |
4.73% |
N/A |
4.73% |
| Avg. Bars Held |
241.91 |
N/A |
241.91 |
|
| Winners |
267 (48.55 %) |
0 (0.00 %) |
267 (48.55 %) |
| Total Profit |
572197.50 |
0.00 |
572197.50 |
| Avg. Profit |
2143.06 |
N/A |
2143.06 |
| Avg.
Profit % |
47.65% |
N/A |
47.65% |
| Avg. Bars Held |
346.84 |
N/A |
346.84 |
| Max. Consecutive |
5 |
0 |
5 |
| Largest win |
7960.00 |
0.00 |
7960.00 |
| # bars in
largest win |
346 |
0 |
346 |
|
| Losers |
283 (51.45 %) |
0 (0.00 %) |
283 (51.45 %) |
| Total Loss |
-451772.50 |
0.00 |
-451772.50 |
| Avg. Loss |
-1596.37 |
N/A |
-1596.37 |
| Avg. Loss
% |
-35.76% |
N/A |
-35.76% |
| Avg. Bars Held |
142.92 |
N/A |
142.92 |
| Max. Consecutive |
9 |
0 |
9 |
| Largest loss |
-5215.00 |
0.00 |
-5215.00 |
| # bars in largest
loss |
296 |
0 |
296 |
|
| Max.
trade drawdown |
-9286.50 |
0.00 |
-9286.50 |
| Max.
trade % drawdown |
-68.36 |
0.00 |
-68.36 |
| Max.
system drawdown |
-16639.50 |
0.00 |
-16639.50 |
| Max.
system % drawdown |
-5.67% |
0.00% |
-5.67% |
| Recovery Factor |
7.24 |
N/A |
7.24 |
| CAR/MaxDD |
9.13 |
N/A |
9.13 |
| RAR/MaxDD |
316.04 |
N/A |
316.04 |
| Profit Factor |
1.27 |
N/A |
1.27 |
| Payoff Ratio |
1.34 |
N/A |
1.34 |
| Standard
Error |
13681.70 |
0.00 |
13681.70 |
| Risk-Reward
Ratio |
6.97 |
N/A |
6.97 |
| Ulcer
Index |
1.80 |
0.00 |
1.80 |
| Ulcer
Performance Index |
25.79 |
N/A |
25.79 |
| Sharpe
Ratio of trades |
1.96 |
0.00 |
1.96 |
| K-Ratio |
0.01 |
N/A |
0.01 |