| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$180 828.84 |
$180 828.84 |
n/a |
|
| Gross Profit |
$614 500.24 |
$614 500.24 |
n/a |
|
| Gross Loss |
-$433 671.40 |
-$433 671.40 |
n/a |
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| Adjusted Net Profit |
$136 974.62 |
$136 974.62 |
n/a |
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| Adjusted Gross Profit |
$593 994.10 |
$593 994.10 |
n/a |
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| Adjusted Gross Loss |
-$457 019.48 |
-$457 019.48 |
n/a |
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| Select Net Profit |
$297 233.44 |
$297 233.44 |
n/a |
|
| Select Gross Profit |
$536 327.54 |
$536 327.54 |
n/a |
|
| Select Gross Loss |
-$239 094.10 |
-$239 094.10 |
n/a |
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| Account Size Required |
$16 819.90 |
$16 819.90 |
n/a |
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| Return on Account |
1075.09% |
1075.09% |
n/a |
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| Return on Initial Capital |
18082884.00% |
18082884.00% |
n/a |
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| Max Strategy Drawdown |
-$21 069.90 |
-$21 069.90 |
n/a |
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| Max Strategy Drawdown (%) |
-15206.00% |
-15206.00% |
n/a |
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| Max Close To Close Drawdown |
-$16 819.90 |
-$16 819.90 |
n/a |
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| Max Close To Close Drawdown
(%) |
-83.98% |
-83.98% |
n/a |
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| Return on Max Strategy
Drawdown |
8.582330244 |
8.582330244 |
n/a |
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| Profit Factor |
1.416972021 |
1.416972021 |
n/a |
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| Adjusted Profit Factor |
1.299712864 |
1.299712864 |
n/a |
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| Select Profit Factor |
2.243165097 |
2.243165097 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$5 123.22 |
$5 123.22 |
n/a |
|
| Open Position P/L |
-$7 077.06 |
-$7 077.06 |
n/a |
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| Annual Rate of Return |
636474.30% |
636474.30% |
n/a |
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| Monthly Rate of Return |
53039.53% |
53039.53% |
n/a |
|
| Buy & Hold Return |
$ 2.80 |
$ 2.80 |
n/a |
|
| Avg Monthly Return |
$ 508.05 |
$ 508.05 |
$ 508.05 |
|
| Monthly Return StdDev |
$2 445.60 |
$2 445.60 |
$2 445.60 |
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| Total # of Trades |
1243 |
1243 |
0 |
|
| % Profitable |
72.24% |
72.24% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
912.0696984 |
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| Sharpe Ratio |
0.054492045 |
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| Annualized Sharpe Ratio |
0.188765982 |
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| Sortino Ratio |
40.65797561 |
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| Fouse Ratio |
3.320979947 |
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| Calmar Ratio |
0.010513212 |
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| Sterling Ratio |
0.000138249 |
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| RINA Index |
1032.567422 |
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| Net Profit as % of Largest
loss |
2187.46% |
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| Net Profit as % of Max Trade
Drawdown |
990.73% |
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| Net Profit as % of Max
Strategy Drawdown |
858.23% |
|
| Select Net Profit as % of
Largest loss |
3595.59% |
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| Select Net Profit as % of Max
Trade Drawdown |
1628.49% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1410.70% |
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| Adj Net Profit as % of Largest
loss |
1656.96% |
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| Adj Net Profit as % of Max
Trade Drawdown |
750.46% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
650.10% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 5 Mths, 28 Dys, 3 Hrs |
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| Time in the Market |
7 Yrs, 8 Mths, 12 Dys, 20 Hrs, 45
Mins |
|
| Percent in the Market |
27.00% |
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| Longest flat period |
2 Mths, 24 Dys, 20 Hrs |
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| Max Run-up Date |
13/12/2022 |
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| Max Drawdown Date |
05/08/2024 |
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| Max Strategy Drawdown Date |
21/09/2020 10:30 |
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| Max Close To Close Drawdown
Date |
22/09/2020 15:15 |
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| Equity Curve Detailed |
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| Equity
Curve Detailed with DrawDown |
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| Equity Curve Detailed Long |
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| Equity Curve Detailed Short |
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| Equity Run-up & Drawdown |
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| Equity Run-up & Drawdown
(%) |
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| Equity Curve Close To Close |
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| Equity
Curve Close To Close With Drawdown |
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| Buy & Hold Return |
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| Value Added Monthly Index |
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