| |
All trades |
Long trades |
Short trades |
Buy&Hold (NIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
1075018.50 |
563999.48 |
711019.02 |
355020.40 |
| Net Profit |
875018.50 |
363999.48 |
511019.02 |
155020.40 |
| Net Profit % |
437.51% |
182.00% |
255.51% |
77.51% |
| Exposure
% |
0.28% |
0.12% |
0.16% |
100.00% |
| Net Risk Adjusted Return
% |
156626.87% |
154048.74% |
158516.54% |
77.51% |
| Annual Return % |
40.80% |
23.48% |
29.44% |
12.38% |
| Risk Adjusted Return
% |
14606.12% |
19876.21% |
18265.41% |
12.38% |
| Total transaction costs |
21200.00 |
8000.00 |
13200.00 |
200.00 |
|
| All trades |
106 |
40 (37.74 %) |
66 (62.26 %) |
1 |
| Avg.
Profit/Loss |
8254.89 |
9099.99 |
7742.71 |
154920.40 |
| Avg.
Profit/Loss % |
1.83% |
1.96% |
1.74% |
77.46% |
| Avg. Bars Held |
24.20 |
26.57 |
22.76 |
92060.00 |
|
| Winners |
72 (67.92 %) |
30 (28.30 %) |
42 (39.62 %) |
1 (100.00 %) |
| Total Profit |
1262370.00 |
494223.75 |
768146.25 |
154920.40 |
| Avg. Profit |
17532.92 |
16474.13 |
18289.20 |
154920.40 |
| Avg.
Profit % |
4.06% |
3.83% |
4.23% |
77.46% |
| Avg. Bars Held |
26.65 |
27.87 |
25.79 |
92060.00 |
| Max. Consecutive |
11 |
9 |
15 |
1 |
| Largest win |
96407.50 |
62968.75 |
96407.50 |
154920.40 |
| # bars in
largest win |
52 |
34 |
52 |
92060 |
|
| Losers |
34 (32.08 %) |
10 (9.43 %) |
24 (22.64 %) |
0 (0.00 %) |
| Total Loss |
-387351.50 |
-130224.27 |
-257127.22 |
0.00 |
| Avg. Loss |
-11392.69 |
-13022.43 |
-10713.63 |
N/A |
| Avg. Loss
% |
-2.91% |
-3.63% |
-2.62% |
N/A |
| Avg. Bars Held |
19.00 |
22.70 |
17.46 |
N/A |
| Max. Consecutive |
4 |
2 |
4 |
0 |
| Largest loss |
-51832.10 |
-51832.10 |
-49307.60 |
0.00 |
| # bars in largest
loss |
20 |
20 |
15 |
0 |
|
| Max.
trade drawdown |
-82587.60 |
-61959.60 |
-82587.60 |
-95752.32 |
| Max.
trade % drawdown |
-8.13 |
-6.87 |
-8.13 |
-24.41 |
| Max.
system drawdown |
-110087.20 |
-71879.60 |
-149015.10 |
-95752.32 |
| Max.
system % drawdown |
-13.61% |
-15.65% |
-20.52% |
-24.41% |
| Recovery Factor |
7.95 |
5.06 |
3.43 |
1.62 |
| CAR/MaxDD |
3.00 |
1.50 |
1.43 |
0.51 |
| RAR/MaxDD |
1072.98 |
1269.82 |
889.93 |
0.51 |
| Profit Factor |
3.26 |
3.80 |
2.99 |
N/A |
| Payoff Ratio |
1.54 |
1.27 |
1.71 |
N/A |
| Standard
Error |
92608.19 |
40145.13 |
87374.44 |
24018.41 |
| Risk-Reward
Ratio |
2.33 |
2.03 |
1.54 |
1.45 |
| Ulcer
Index |
4.41 |
5.63 |
7.97 |
7.88 |
| Ulcer
Performance Index |
8.02 |
3.21 |
3.02 |
0.89 |
| Sharpe
Ratio of trades |
10.27 |
11.30 |
9.74 |
N/A |
| K-Ratio |
0.01 |
0.01 |
0.01 |
0.01 |