| | 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 % |
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| Exposure % | 83.00 % | 21.33 % | 61.67 % |
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| Net Risk Adjusted Return % | 132.00 % | 185.84 % | 116.72 % |
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| Annual Return % | 3088.28 % | 376.94 % | 1164.66 % |
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| Risk Adjusted Return % | 3720.95 % | 1767.54 % | 1888.49 % |
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|
| All trades | 9 | 4 (44.44 %) | 5 (55.56 %) |
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| Avg. Profit/Loss | 12131.23 | 9534.73 | 14208.43 |
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| Avg. Profit/Loss % | 9.19 % | 6.69 % | 11.19 % |
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| 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 % |
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| Avg. Bars Held | 6.33 | 8.50 | 2.00 |
|---|
| Max. Consecutive | 2 | 1 | 1 |
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| Largest loss | -6062.41 | -6062.41 | -2301.79 |
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| # bars in largest loss | 9 | 9 | 2 |
|---|
|
| Max. trade drawdown | -12147.23 | -12147.23 | -9208.28 |
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| 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 |
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| 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 |
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| K-Ratio | 0.0907 | 0.0358 | 0.1714 |
|---|