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Statistics
  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