| |
All trades |
Long trades |
Short trades |
Buy&Hold (BANKNIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
5370094.50 |
4776391.90 |
793702.60 |
2614913.60 |
| Net Profit |
5170094.50 |
4576391.90 |
593702.60 |
2414913.60 |
| Net Profit % |
2585.05% |
2288.20% |
296.85% |
1207.46% |
| Exposure
% |
17.16% |
14.00% |
3.16% |
100.00% |
| Net Risk Adjusted Return
% |
15065.96% |
16345.70% |
9395.70% |
1207.46% |
| Annual Return % |
22.58% |
21.70% |
8.90% |
17.24% |
| Risk Adjusted Return
% |
131.62% |
155.00% |
281.84% |
17.24% |
| Total transaction costs |
11000.00 |
5500.00 |
5500.00 |
100.00 |
|
| All trades |
110 |
55 (50.00 %) |
55 (50.00 %) |
1 |
| Avg.
Profit/Loss |
47000.86 |
83207.13 |
10794.59 |
2414863.61 |
| Avg.
Profit/Loss % |
33.20% |
65.26% |
1.15% |
1207.43% |
| Avg. Bars Held |
30.73 |
40.13 |
21.33 |
3907.00 |
|
| Winners |
31 (28.18 %) |
18 (16.36 %) |
13 (11.82 %) |
1 (100.00 %) |
| Total Profit |
9899930.00 |
6994590.00 |
2905340.00 |
2414863.61 |
| Avg. Profit |
319352.58 |
388588.33 |
223487.69 |
2414863.61 |
| Avg.
Profit % |
183.39% |
251.28% |
89.39% |
1207.43% |
| Avg. Bars Held |
88.74 |
107.39 |
62.92 |
3907.00 |
| Max. Consecutive |
3 |
3 |
2 |
1 |
| Largest win |
2212910.00 |
2212910.00 |
1078985.00 |
2414863.61 |
| # bars in
largest win |
256 |
256 |
84 |
3907 |
|
| Losers |
79 (71.82 %) |
37 (33.64 %) |
42 (38.18 %) |
0 (0.00 %) |
| Total Loss |
-4729835.50 |
-2418198.10 |
-2311637.40 |
0.00 |
| Avg. Loss |
-59871.34 |
-65356.71 |
-55038.99 |
N/A |
| Avg. Loss
% |
-25.73% |
-25.23% |
-26.17% |
N/A |
| Avg. Bars Held |
7.96 |
7.41 |
8.45 |
N/A |
| Max. Consecutive |
12 |
7 |
11 |
0 |
| Largest loss |
-209395.00 |
-209395.00 |
-136981.00 |
0.00 |
| # bars in largest
loss |
2 |
2 |
4 |
0 |
|
| Max.
trade drawdown |
-749925.00 |
-667140.00 |
-749925.00 |
-1395255.89 |
| Max.
trade % drawdown |
-62.51 |
-62.51 |
-56.78 |
-68.78 |
| Max.
system drawdown |
-2300574.00 |
-1630099.00 |
-1751186.00 |
-1395255.89 |
| Max.
system % drawdown |
-56.04% |
-42.61% |
-94.62% |
-68.78% |
| Recovery Factor |
2.25 |
2.81 |
0.34 |
1.73 |
| CAR/MaxDD |
0.40 |
0.51 |
0.09 |
0.25 |
| RAR/MaxDD |
2.35 |
3.64 |
2.98 |
0.25 |
| Profit Factor |
2.09 |
2.89 |
1.26 |
N/A |
| Payoff Ratio |
5.33 |
5.95 |
4.06 |
N/A |
| Standard
Error |
532275.31 |
469286.05 |
219071.51 |
314496.43 |
| Risk-Reward
Ratio |
0.72 |
0.77 |
0.10 |
0.64 |
| Ulcer
Index |
18.21 |
17.46 |
57.58 |
20.60 |
| Ulcer
Performance Index |
0.94 |
0.93 |
0.06 |
0.58 |
| Sharpe
Ratio of trades |
0.56 |
0.73 |
0.04 |
N/A |
| K-Ratio |
0.05 |
0.06 |
0.01 |
0.05 |