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Statistics
 All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital209559.80139632.49171984.96
Net Profit109559.8039632.4971984.96
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 trades94 (44.44 %)5 (55.56 %)
 Avg. Profit/Loss12131.239534.7314208.43
 Avg. Profit/Loss %9.19 %6.69 %11.19 %
 Avg. Bars Held32.7819.2543.60

Winners6 (66.67 %)2 (22.22 %)4 (44.44 %)
 Total Profit123218.0649874.1073343.96
 Avg. Profit20536.3424937.0518335.99
 Avg. Profit %15.70 %18.07 %14.52 %
 Avg. Bars Held46.0030.0054.00
 Max. Consecutive313
 Largest win46715.8246715.8224982.50
 # bars in largest win363677

Losers3 (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 Held6.338.502.00
 Max. Consecutive211
 Largest loss-6062.41-6062.41-2301.79
 # bars in largest loss992

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 Factor9.043.267.81
CAR/MaxDD306.1432.47216.71
RAR/MaxDD368.85152.25351.39
Profit Factor8.784.2531.86
Payoff Ratio4.394.257.97
Standard Error16218.9912507.896157.79
Risk-Reward Ratio27.3910.8051.76
Ulcer Index4.145.752.64
Ulcer Performance Index744.7164.61439.22
Sharpe Ratio of trades5.283.938.35
K-Ratio0.09070.03580.1714