| |
All trades |
Long trades |
Short trades |
Buy&Hold (NIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
1188711.75 |
286290.85 |
1102420.90 |
413643.53 |
| Net Profit |
988711.75 |
86290.85 |
902420.90 |
213643.53 |
| Net Profit % |
494.36% |
43.15% |
451.21% |
106.82% |
| Exposure
% |
0.93% |
0.03% |
0.90% |
100.00% |
| Net Risk Adjusted Return
% |
53327.36% |
137705.55% |
50375.77% |
106.82% |
| Annual Return % |
21.49% |
4.00% |
20.49% |
8.26% |
| Risk Adjusted Return
% |
2318.11% |
12751.40% |
2288.02% |
8.26% |
| Total transaction costs |
287600.00 |
11800.00 |
275800.00 |
200.00 |
|
| All trades |
1438 |
59 (4.10 %) |
1379 (95.90 %) |
1 |
| Avg.
Profit/Loss |
687.56 |
1462.56 |
654.40 |
213543.53 |
| Avg.
Profit/Loss % |
0.65% |
1.30% |
0.62% |
106.77% |
| Avg. Bars Held |
57.57 |
43.47 |
58.18 |
171801.00 |
|
| Winners |
717 (49.86 %) |
28 (1.95 %) |
689 (47.91 %) |
1 (100.00 %) |
| Total Profit |
3872047.50 |
225737.50 |
3646310.00 |
213543.53 |
| Avg. Profit |
5400.35 |
8062.05 |
5292.18 |
213543.53 |
| Avg.
Profit % |
4.98% |
7.98% |
4.85% |
106.77% |
| Avg. Bars Held |
64.59 |
60.79 |
64.75 |
171801.00 |
| Max. Consecutive |
9 |
7 |
8 |
1 |
| Largest win |
50320.00 |
24557.50 |
50320.00 |
213543.53 |
| # bars in
largest win |
64 |
55 |
64 |
171801 |
|
| Losers |
721 (50.14 %) |
31 (2.16 %) |
690 (47.98 %) |
0 (0.00 %) |
| Total Loss |
-2883335.75 |
-139446.65 |
-2743889.10 |
0.00 |
| Avg. Loss |
-3999.08 |
-4498.28 |
-3976.65 |
N/A |
| Avg. Loss
% |
-3.65% |
-4.73% |
-3.61% |
N/A |
| Avg. Bars Held |
50.59 |
27.84 |
51.61 |
N/A |
| Max. Consecutive |
7 |
6 |
7 |
0 |
| Largest loss |
-13145.00 |
-8093.00 |
-13145.00 |
0.00 |
| # bars in largest
loss |
8 |
9 |
8 |
0 |
|
| Max.
trade drawdown |
-26368.50 |
-26227.50 |
-26368.50 |
-85014.38 |
| Max.
trade % drawdown |
-21.88 |
-21.88 |
-14.34 |
-28.32 |
| Max.
system drawdown |
-87878.50 |
-38202.95 |
-87878.50 |
-85014.38 |
| Max.
system % drawdown |
-17.33% |
-17.65% |
-17.49% |
-28.32% |
| Recovery Factor |
11.25 |
2.26 |
10.27 |
2.51 |
| CAR/MaxDD |
1.24 |
0.23 |
1.17 |
0.29 |
| RAR/MaxDD |
133.73 |
722.31 |
130.83 |
0.29 |
| Profit Factor |
1.34 |
1.62 |
1.33 |
N/A |
| Payoff Ratio |
1.35 |
1.79 |
1.33 |
N/A |
| Standard
Error |
49718.97 |
14282.70 |
48763.20 |
26208.76 |
| Risk-Reward
Ratio |
2.28 |
0.87 |
2.07 |
1.02 |
| Ulcer
Index |
3.42 |
6.26 |
3.18 |
10.09 |
| Ulcer
Performance Index |
4.70 |
-0.22 |
4.75 |
0.28 |
| Sharpe
Ratio of trades |
2.02 |
3.73 |
1.94 |
N/A |
| K-Ratio |
0.01 |
0.01 |
0.01 |
0.01 |