| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$16 921.61 |
$16 921.61 |
n/a |
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| Gross Profit |
$65 545.41 |
$65 545.41 |
n/a |
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| Gross Loss |
-$48 623.80 |
-$48 623.80 |
n/a |
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| Adjusted Net Profit |
$12 230.09 |
$12 230.09 |
n/a |
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| Adjusted Gross Profit |
$63 416.59 |
$63 416.59 |
n/a |
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| Adjusted Gross Loss |
-$51 186.50 |
-$51 186.50 |
n/a |
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| Select Net Profit |
$29 374.18 |
$29 374.18 |
n/a |
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| Select Gross Profit |
$56 696.27 |
$56 696.27 |
n/a |
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| Select Gross Loss |
-$27 322.09 |
-$27 322.09 |
n/a |
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| Account Size Required |
$1 725.35 |
$1 725.35 |
n/a |
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| Return on Account |
980.76% |
980.76% |
n/a |
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| Return on Initial Capital |
1692161.00% |
1692161.00% |
n/a |
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| Max Strategy Drawdown |
-$2 150.35 |
-$2 150.35 |
n/a |
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| Max Strategy Drawdown (%) |
-1629.00% |
-1629.00% |
n/a |
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| Max Close To Close Drawdown |
-$1 725.35 |
-$1 725.35 |
n/a |
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| Max Close To Close Drawdown
(%) |
-90.91% |
-90.91% |
n/a |
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| Return on Max Strategy
Drawdown |
7.869235241 |
7.869235241 |
n/a |
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| Profit Factor |
1.348010851 |
1.348010851 |
n/a |
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| Adjusted Profit Factor |
1.238932042 |
1.238932042 |
n/a |
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| Select Profit Factor |
2.075107358 |
2.075107358 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$3 375.93 |
$3 375.93 |
n/a |
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| Open Position P/L |
-$ 76.29 |
-$ 76.29 |
n/a |
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| Annual Rate of Return |
58549.43% |
58549.43% |
n/a |
|
| Monthly Rate of Return |
4879.12% |
4879.12% |
n/a |
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| Buy & Hold Return |
$ 3.05 |
$ 3.05 |
n/a |
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| Avg Monthly Return |
$ 48.41 |
$ 48.41 |
$ 48.41 |
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| Monthly Return StdDev |
$ 261.31 |
$ 261.31 |
$ 261.31 |
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| Total # of Trades |
1308 |
1308 |
0 |
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| % Profitable |
72.48% |
72.48% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
68.95331865 |
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| Sharpe Ratio |
0.059007214 |
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| Annualized Sharpe Ratio |
0.204406986 |
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| Sortino Ratio |
3.627110362 |
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| Fouse Ratio |
0.325493924 |
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| Calmar Ratio |
0.008803055 |
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| Sterling Ratio |
0.000814321 |
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| RINA Index |
982.9590891 |
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| Net Profit as % of Largest
loss |
1109.56% |
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| Net Profit as % of Max Trade
Drawdown |
926.56% |
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| Net Profit as % of Max
Strategy Drawdown |
786.92% |
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| Select Net Profit as % of
Largest loss |
1926.07% |
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| Select Net Profit as % of Max
Trade Drawdown |
1608.41% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1366.02% |
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| Adj Net Profit as % of Largest
loss |
801.93% |
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| Adj Net Profit as % of Max
Trade Drawdown |
669.67% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
568.75% |
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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, 19 Dys, 7 Hrs, 30
Mins |
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| Percent in the Market |
27.17% |
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| Longest flat period |
2 Mths, 3 Dys, 23 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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