| |
All trades |
Long trades |
Short trades |
Buy&Hold (BANKNIFTY) |
| Initial capital |
200000.00 |
200000.00 |
200000.00 |
200000.00 |
| Ending capital |
3360562.00 |
1566123.00 |
1994439.00 |
533490.10 |
| Net Profit |
3160562.00 |
1366123.00 |
1794439.00 |
333490.10 |
| Net Profit % |
1580.28% |
683.06% |
897.22% |
166.75% |
| Exposure
% |
0.62% |
0.30% |
0.32% |
100.00% |
| Net Risk Adjusted Return
% |
253028.72% |
225959.11% |
278421.89% |
166.75% |
| Annual Return % |
39.38% |
27.40% |
31.08% |
12.24% |
| Risk Adjusted Return
% |
6304.63% |
9064.01% |
9643.44% |
12.24% |
| Total transaction costs |
354400.00 |
174800.00 |
179600.00 |
200.00 |
|
| All trades |
1772 |
874 (49.32 %) |
898 (50.68 %) |
1 |
| Avg.
Profit/Loss |
1783.61 |
1563.07 |
1998.26 |
333390.09 |
| Avg.
Profit/Loss % |
0.66% |
0.57% |
0.75% |
166.70% |
| Avg. Bars Held |
7.50 |
7.42 |
7.58 |
54794.00 |
|
| Winners |
694 (39.16 %) |
343 (19.36 %) |
351 (19.81 %) |
1 (100.00 %) |
| Total Profit |
10420075.00 |
5041205.50 |
5378869.50 |
333390.09 |
| Avg. Profit |
15014.52 |
14697.39 |
15324.41 |
333390.09 |
| Avg.
Profit % |
5.42% |
5.32% |
5.52% |
166.70% |
| Avg. Bars Held |
9.90 |
9.84 |
9.95 |
54794.00 |
| Max. Consecutive |
7 |
7 |
9 |
1 |
| Largest win |
197858.50 |
148826.50 |
197858.50 |
333390.09 |
| # bars in
largest win |
6 |
8 |
6 |
54794 |
|
| Losers |
1078 (60.84 %) |
531 (29.97 %) |
547 (30.87 %) |
0 (0.00 %) |
| Total Loss |
-7259513.00 |
-3675082.50 |
-3584430.50 |
0.00 |
| Avg. Loss |
-6734.24 |
-6921.06 |
-6552.89 |
N/A |
| Avg. Loss
% |
-2.41% |
-2.50% |
-2.31% |
N/A |
| Avg. Bars Held |
5.95 |
5.85 |
6.06 |
N/A |
| Max. Consecutive |
17 |
11 |
16 |
0 |
| Largest loss |
-24327.50 |
-23868.50 |
-24327.50 |
0.00 |
| # bars in largest
loss |
14 |
4 |
14 |
0 |
|
| Max.
trade drawdown |
-78352.50 |
-46941.00 |
-78352.50 |
-485528.62 |
| Max.
trade % drawdown |
-17.51 |
-14.35 |
-17.51 |
-93.28 |
| Max.
system drawdown |
-392816.00 |
-200274.50 |
-306485.50 |
-485528.62 |
| Max.
system % drawdown |
-22.85% |
-27.41% |
-24.59% |
-93.28% |
| Recovery Factor |
8.05 |
6.82 |
5.85 |
0.69 |
| CAR/MaxDD |
1.72 |
1.00 |
1.26 |
0.13 |
| RAR/MaxDD |
275.86 |
330.68 |
392.17 |
0.13 |
| Profit Factor |
1.44 |
1.37 |
1.50 |
N/A |
| Payoff Ratio |
2.23 |
2.12 |
2.34 |
N/A |
| Standard
Error |
209675.59 |
100553.80 |
142459.78 |
66379.92 |
| Risk-Reward
Ratio |
1.19 |
0.75 |
1.22 |
0.94 |
| Ulcer
Index |
7.87 |
10.10 |
8.53 |
13.56 |
| Ulcer
Performance Index |
4.31 |
2.18 |
3.01 |
0.50 |
| Sharpe
Ratio of trades |
3.14 |
2.71 |
3.56 |
N/A |
| K-Ratio |
0.01 |
0.01 |
0.01 |
0.01 |