| |
All trades |
Long trades |
Short trades |
| Initial capital |
100000.00 |
100000.00 |
100000.00 |
| Ending capital |
209559.80 |
139632.49 |
171984.96 |
| Net Profit |
109559.80 |
39632.49 |
71984.96 |
| Net Profit % |
109.56 % |
39.63 % |
71.98 % |
| Exposure
% |
83.00 % |
21.33 % |
61.67 % |
| Net Risk Adjusted Return
% |
132.00 % |
185.84 % |
116.72 % |
| Annual Return % |
3088.28 % |
376.94 % |
1164.66 % |
| Risk Adjusted Return
% |
3720.95 % |
1767.54 % |
1888.49 % |
|
| All trades |
9 |
4 (44.44 %) |
5 (55.56 %) |
| Avg.
Profit/Loss |
12131.23 |
9534.73 |
14208.43 |
| Avg.
Profit/Loss % |
9.19 % |
6.69 % |
11.19 % |
| Avg. Bars Held |
32.78 |
19.25 |
43.60 |
|
| Winners |
6 (66.67 %) |
2 (22.22 %) |
4 (44.44 %) |
| Total Profit |
123218.06 |
49874.10 |
73343.96 |
| Avg. Profit |
20536.34 |
24937.05 |
18335.99 |
| Avg.
Profit % |
15.70 % |
18.07 % |
14.52 % |
| Avg. Bars Held |
46.00 |
30.00 |
54.00 |
| Max. Consecutive |
3 |
1 |
3 |
| Largest win |
46715.82 |
46715.82 |
24982.50 |
| # bars in largest win |
36 |
36 |
77 |
|
| Losers |
3 (33.33 %) |
2 (22.22 %) |
1 (11.11 %) |
| Total Loss |
-14036.98 |
-11735.18 |
-2301.79 |
| Avg. Loss |
-4678.99 |
-5867.59 |
-2301.79 |
| Avg. Loss
% |
-3.82 % |
-4.69 % |
-2.09 % |
| Avg. Bars Held |
6.33 |
8.50 |
2.00 |
| Max. Consecutive |
2 |
1 |
1 |
| Largest loss |
-6062.41 |
-6062.41 |
-2301.79 |
| # bars in largest loss |
9 |
9 |
2 |
|
| Max.
trade drawdown |
-12147.23 |
-12147.23 |
-9208.28 |
| Max.
trade % drawdown |
-8.56 % |
-8.56 % |
-4.93 % |
| Max.
system drawdown |
-12113.34 |
-12149.64 |
-9218.09 |
| Max.
system % drawdown |
-10.09 % |
-11.61 % |
-5.37 % |
| Recovery Factor |
9.04 |
3.26 |
7.81 |
| CAR/MaxDD |
306.14 |
32.47 |
216.71 |
| RAR/MaxDD |
368.85 |
152.25 |
351.39 |
| Profit Factor |
8.78 |
4.25 |
31.86 |
| Payoff Ratio |
4.39 |
4.25 |
7.97 |
| Standard
Error |
16218.99 |
12507.89 |
6157.79 |
| Risk-Reward
Ratio |
27.39 |
10.80 |
51.76 |
| Ulcer
Index |
4.14 |
5.75 |
2.64 |
| Ulcer
Performance Index |
744.71 |
64.61 |
439.22 |
| Sharpe
Ratio of trades |
5.28 |
3.93 |
8.35 |
| K-Ratio |
0.0907 |
0.0358 |
0.1714 |