| |
All trades |
Long trades |
Short trades |
Buy&Hold (NIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
378919.40 |
246079.30 |
332840.10 |
189872.88 |
| Net Profit |
178919.40 |
46079.30 |
132840.10 |
-10127.12 |
| Net Profit % |
89.46% |
23.04% |
66.42% |
-5.06% |
| Exposure
% |
0.62% |
0.27% |
0.35% |
100.00% |
| Net Risk Adjusted Return
% |
14482.44% |
8567.46% |
19042.94% |
-5.06% |
| Annual Return % |
61.91% |
16.92% |
46.83% |
-3.84% |
| Risk Adjusted Return
% |
10023.12% |
6293.53% |
13426.72% |
-3.84% |
| Total transaction costs |
22800.00 |
10600.00 |
12200.00 |
200.00 |
|
| All trades |
114 |
53 (46.49 %) |
61 (53.51 %) |
1 |
| Avg.
Profit/Loss |
1569.47 |
869.42 |
2177.71 |
-10227.12 |
| Avg.
Profit/Loss % |
1.30% |
0.69% |
1.82% |
-5.11% |
| Avg. Bars Held |
25.17 |
23.85 |
26.31 |
24777.00 |
|
| Winners |
37 (32.46 %) |
16 (14.04 %) |
21 (18.42 %) |
0 (0.00 %) |
| Total Profit |
350361.10 |
136823.95 |
213537.15 |
0.00 |
| Avg. Profit |
9469.22 |
8551.50 |
10168.44 |
N/A |
| Avg.
Profit % |
7.83% |
7.04% |
8.43% |
N/A |
| Avg. Bars Held |
51.95 |
52.00 |
51.90 |
N/A |
| Max. Consecutive |
4 |
4 |
2 |
0 |
| Largest win |
23050.00 |
12815.50 |
23050.00 |
0.00 |
| # bars in
largest win |
215 |
33 |
215 |
0 |
|
| Losers |
77 (67.54 %) |
37 (32.46 %) |
40 (35.09 %) |
1 (100.00 %) |
| Total Loss |
-171441.70 |
-90744.65 |
-80697.05 |
-10227.12 |
| Avg. Loss |
-2226.52 |
-2452.56 |
-2017.43 |
-10227.12 |
| Avg. Loss
% |
-1.84% |
-2.05% |
-1.65% |
-5.11% |
| Avg. Bars Held |
12.30 |
11.68 |
12.88 |
24777.00 |
| Max. Consecutive |
9 |
9 |
5 |
1 |
| Largest loss |
-6807.50 |
-6623.00 |
-6807.50 |
-10227.12 |
| # bars in largest
loss |
76 |
76 |
76 |
24777 |
|
| Max.
trade drawdown |
-14740.50 |
-14740.50 |
-11505.00 |
-53697.52 |
| Max.
trade % drawdown |
-10.78 |
-10.78 |
-9.10 |
-24.41 |
| Max.
system drawdown |
-24830.00 |
-26284.80 |
-18633.00 |
-53697.52 |
| Max.
system % drawdown |
-7.95% |
-9.74% |
-8.30% |
-24.41% |
| Recovery Factor |
7.21 |
1.75 |
7.13 |
-0.19 |
| CAR/MaxDD |
7.79 |
1.74 |
5.64 |
-0.16 |
| RAR/MaxDD |
1260.38 |
645.97 |
1617.18 |
-0.16 |
| Profit Factor |
2.04 |
1.51 |
2.65 |
0.00 |
| Payoff Ratio |
4.25 |
3.49 |
5.04 |
N/A |
| Standard
Error |
10236.86 |
8558.88 |
8829.13 |
6102.25 |
| Risk-Reward
Ratio |
14.83 |
5.75 |
11.62 |
-4.09 |
| Ulcer
Index |
3.08 |
4.19 |
2.33 |
11.88 |
| Ulcer
Performance Index |
18.33 |
2.75 |
17.79 |
-0.78 |
| Sharpe
Ratio of trades |
6.84 |
4.05 |
8.96 |
N/A |
| K-Ratio |
0.04 |
0.01 |
0.03 |
-0.01 |