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Statistics
  All trades Long trades Short trades Buy&Hold (NSENIFTY)
Initial capital 100000.00 100000.00 100000.00 100000.00
Ending capital 1752936.03 1752936.03 100000.00 441461.76
Net Profit 1652936.03 1652936.03 0.00 341461.76
Net Profit % 1652.94% 1652.94% 0.00% 341.46%
Exposure % 3.07% 3.07% 0.00% 100.00%
Net Risk Adjusted Return % 53806.02% 53806.02% N/A 341.46%
Annual Return % 19.39% 19.39% 0.00% 9.62%
Risk Adjusted Return % 631.21% 631.21% N/A 9.62%
Total transaction costs 21100.00 21100.00 0.00 100.00

All trades 146 146 (100.00 %) 0 (0.00 %) 1
 Avg. Profit/Loss 11321.48 11321.48 N/A 341411.76
 Avg. Profit/Loss % 0.62% 0.62% N/A 341.41%
 Avg. Bars Held 14.89 14.89 N/A 3908.00

Winners 63 (43.15 %) 63 (43.15 %) 0 (0.00 %) 1 (100.00 %)
 Total Profit 3021466.22 3021466.22 0.00 341411.76
 Avg. Profit 47959.78 47959.78 N/A 341411.76
 Avg. Profit % 30.11% 30.11% N/A 341.41%
 Avg. Bars Held 22.68 22.68 N/A 3908.00
 Max. Consecutive 6 6 0 1
 Largest win 340804.85 340804.85 0.00 341411.76
 # bars in largest win 34 34 0 3908

Losers 83 (56.85 %) 83 (56.85 %) 0 (0.00 %) 0 (0.00 %)
 Total Loss -1368530.14 -1368530.14 0.00 0.00
 Avg. Loss -16488.31 -16488.31 N/A N/A
 Avg. Loss % -21.76% -21.76% N/A N/A
 Avg. Bars Held 8.98 8.98 N/A N/A
 Max. Consecutive 8 8 0 0
 Largest loss -84345.00 -84345.00 0.00 0.00
# bars in largest loss 10 10 0 0

Max. trade drawdown -628155.00 -628155.00 0.00 -236380.49
Max. trade % drawdown -85.83 -85.83 0.00 -59.86
Max. system drawdown -983089.71 -983089.71 0.00 -236380.49
Max. system % drawdown -65.87% -65.87% 0.00% -59.86%
Recovery Factor 1.68 1.68 N/A 1.44
CAR/MaxDD 0.29 0.29 N/A 0.16
RAR/MaxDD 9.58 9.58 N/A 0.16
Profit Factor 2.21 2.21 N/A N/A
Payoff Ratio 2.91 2.91 N/A N/A
Standard Error 142460.56 142460.56 0.00 45515.27
Risk-Reward Ratio 0.88 0.88 N/A 0.64
Ulcer Index 23.07 23.07 0.00 22.58
Ulcer Performance Index 0.61 0.61 N/A 0.19
Sharpe Ratio of trades 0.04 0.04 0.00 N/A
K-Ratio 0.07 0.07 N/A 0.05