| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$160 693.30 |
$160 693.30 |
n/a |
|
| Gross Profit |
$644 685.02 |
$644 685.02 |
n/a |
|
| Gross Loss |
-$483 991.72 |
-$483 991.72 |
n/a |
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| Adjusted Net Profit |
$113 890.36 |
$113 890.36 |
n/a |
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| Adjusted Gross Profit |
$623 533.59 |
$623 533.59 |
n/a |
|
| Adjusted Gross Loss |
-$509 643.23 |
-$509 643.23 |
n/a |
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| Select Net Profit |
$295 931.14 |
$295 931.14 |
n/a |
|
| Select Gross Profit |
$558 687.18 |
$558 687.18 |
n/a |
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| Select Gross Loss |
-$262 756.04 |
-$262 756.04 |
n/a |
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| Account Size Required |
$27 915.22 |
$27 915.22 |
n/a |
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| Return on Account |
575.65% |
575.65% |
n/a |
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| Return on Initial Capital |
16069330.00% |
16069330.00% |
n/a |
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| Max Strategy Drawdown |
-$32 606.84 |
-$32 606.84 |
n/a |
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| Max Strategy Drawdown (%) |
-15206.00% |
-15206.00% |
n/a |
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| Max Close To Close Drawdown |
-$27 915.22 |
-$27 915.22 |
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 |
4.928208315 |
4.928208315 |
n/a |
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| Profit Factor |
1.33201663 |
1.33201663 |
n/a |
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| Adjusted Profit Factor |
1.223470762 |
1.223470762 |
n/a |
|
| Select Profit Factor |
2.126258182 |
2.126258182 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$5 294.20 |
$5 294.20 |
n/a |
|
| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
556005.08% |
556005.08% |
n/a |
|
| Monthly Rate of Return |
46333.76% |
46333.76% |
n/a |
|
| Buy & Hold Return |
$ 3.05 |
$ 3.05 |
n/a |
|
| Avg Monthly Return |
$ 461.76 |
$ 461.76 |
$ 461.76 |
|
| Monthly Return StdDev |
$2 677.02 |
$2 677.02 |
$2 677.02 |
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| Total # of Trades |
1285 |
1285 |
0 |
|
| % Profitable |
72.30% |
72.30% |
0.00% |
|
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| Performance Ratios |
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| Upside Potential Ratio |
902.6291819 |
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| Sharpe Ratio |
0.054016401 |
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| Annualized Sharpe Ratio |
0.187118301 |
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| Sortino Ratio |
40.18924001 |
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| Fouse Ratio |
3.263406043 |
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| Calmar Ratio |
0.008042442 |
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| Sterling Ratio |
0.000138249 |
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| RINA Index |
988.7982652 |
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| Net Profit as % of Largest
loss |
1055.17% |
|
| Net Profit as % of Max Trade
Drawdown |
880.41% |
|
| Net Profit as % of Max
Strategy Drawdown |
492.82% |
|
| Select Net Profit as % of
Largest loss |
1943.19% |
|
| Select Net Profit as % of Max
Trade Drawdown |
1621.36% |
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| Select Net Profit as % of Max
Strategy Drawdown |
907.57% |
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| Adj Net Profit as % of Largest
loss |
747.85% |
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| Adj Net Profit as % of Max
Trade Drawdown |
623.99% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
349.28% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 11 Mths, 27 Dys, 5 Hrs, 45
Mins |
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| Time in the Market |
7 Yrs, 10 Mths, 14 Dys, 16 Hrs, 45
Mins |
|
| Percent in the Market |
27.13% |
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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 |
26/06/2026 09:30 |
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| Max Close To Close Drawdown
Date |
23/06/2026 12:30 |
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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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