| |
All trades |
Long trades |
Short trades |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
20795868.62 |
20795868.62 |
200000.00 |
| Net Profit |
20595868.62 |
20595868.62 |
0.00 |
| Net Profit % |
10297.93% |
10297.93% |
0.00% |
| Exposure
% |
3.79% |
3.79% |
0.00% |
| Net Risk Adjusted Return
% |
271792.47% |
271792.47% |
N/A |
| Annual Return % |
28.12% |
28.12% |
0.00% |
| Risk Adjusted Return
% |
742.27% |
742.27% |
N/A |
| Total transaction costs |
47600.00 |
47600.00 |
0.00 |
|
| All trades |
238 |
238 (100.00 %) |
0 (0.00 %) |
| Avg.
Profit/Loss |
86537.26 |
86537.26 |
N/A |
| Avg.
Profit/Loss % |
24.68% |
24.68% |
N/A |
| Avg. Bars Held |
15.51 |
15.51 |
N/A |
|
| Winners |
99 (41.60 %) |
99 (41.60 %) |
0 (0.00 %) |
| Total Profit |
41332819.08 |
41332819.08 |
0.00 |
| Avg. Profit |
417503.22 |
417503.22 |
N/A |
| Avg.
Profit % |
88.15% |
88.15% |
N/A |
| Avg. Bars Held |
27.48 |
27.48 |
N/A |
| Max. Consecutive |
8 |
8 |
0 |
| Largest win |
2269733.20 |
2269733.20 |
0.00 |
| # bars in
largest win |
22 |
22 |
0 |
|
| Losers |
139 (58.40 %) |
139 (58.40 %) |
0 (0.00 %) |
| Total Loss |
-20736950.47 |
-20736950.47 |
0.00 |
| Avg. Loss |
-149186.69 |
-149186.69 |
N/A |
| Avg. Loss
% |
-20.53% |
-20.53% |
N/A |
| Avg. Bars Held |
6.98 |
6.98 |
N/A |
| Max. Consecutive |
9 |
9 |
0 |
| Largest loss |
-541227.50 |
-541227.50 |
0.00 |
| # bars in largest
loss |
2 |
2 |
0 |
|
| Max.
trade drawdown |
-1698012.00 |
-1698012.00 |
0.00 |
| Max.
trade % drawdown |
-66.53 |
-66.53 |
0.00 |
| Max.
system drawdown |
-7400602.10 |
-7400602.10 |
0.00 |
| Max.
system % drawdown |
-36.22% |
-36.22% |
0.00% |
| Recovery Factor |
2.78 |
2.78 |
N/A |
| CAR/MaxDD |
0.78 |
0.78 |
N/A |
| RAR/MaxDD |
20.49 |
20.49 |
N/A |
| Profit Factor |
1.99 |
1.99 |
N/A |
| Payoff Ratio |
2.80 |
2.80 |
N/A |
| Standard
Error |
1717107.10 |
1717107.10 |
0.00 |
| Risk-Reward
Ratio |
0.66 |
0.66 |
N/A |
| Ulcer
Index |
13.33 |
13.33 |
0.00 |
| Ulcer
Performance Index |
1.71 |
1.71 |
N/A |
| Sharpe
Ratio of trades |
1.28 |
1.28 |
0.00 |
| K-Ratio |
0.05 |
0.05 |
N/A |