| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$382 593.18 |
$335 315.34 |
$47 277.84 |
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| Gross Profit |
$3525 293.54 |
$2353 512.50 |
$1171 781.04 |
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| Gross Loss |
-$3142 700.36 |
-$2018 197.16 |
-$1124 503.20 |
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| Adjusted Net Profit |
$304 139.93 |
$262 372.36 |
$9 112.47 |
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| Adjusted Gross Profit |
$3486 904.77 |
$2317 930.74 |
$1153 386.44 |
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| Adjusted Gross Loss |
-$3182 764.84 |
-$2055 558.37 |
-$1144 273.97 |
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| Select Net Profit |
$239 538.02 |
$162 539.54 |
$76 998.48 |
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| Select Gross Profit |
$1975 200.24 |
$1072 621.38 |
$902 578.86 |
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| Select Gross Loss |
-$1735 662.22 |
-$910 081.84 |
-$825 580.38 |
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| Account Size Required |
$45 166.70 |
$36 822.90 |
$40 357.06 |
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| Return on Account |
847.07% |
910.62% |
117.15% |
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| Return on Initial Capital |
38259318.00% |
33531534.00% |
4727784.00% |
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| Max Strategy Drawdown |
-$48 012.72 |
-$38 268.78 |
-$41 562.64 |
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| Max Strategy Drawdown (%) |
-31456.00% |
-78118.00% |
-6456.00% |
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| Max Close To Close Drawdown |
-$45 166.70 |
-$36 822.90 |
-$40 357.06 |
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| Max Close To Close Drawdown
(%) |
-148184.00% |
-69972.00% |
-202234.00% |
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| Return on Max Strategy
Drawdown |
7.968579576 |
8.762112092 |
1.137508108 |
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| Profit Factor |
1.121740267 |
1.166145978 |
1.042043313 |
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| Adjusted Profit Factor |
1.095558403 |
1.127640435 |
1.007963536 |
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| Select Profit Factor |
1.138009583 |
1.178598817 |
1.093265879 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
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| Commission Paid |
$60 096.38 |
$30 049.22 |
$30 047.16 |
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| Open Position P/L |
-$1 602.06 |
-$1 602.06 |
n/a |
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| Annual Rate of Return |
1330985.54% |
1166512.87% |
164472.67% |
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| Monthly Rate of Return |
110915.46% |
97209.41% |
13706.06% |
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| Buy & Hold Return |
$ 3.09 |
$ 3.09 |
$ 3.10 |
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| Avg Monthly Return |
$1 101.13 |
$1 101.13 |
$1 101.13 |
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| Monthly Return StdDev |
$5 910.07 |
$5 910.07 |
$5 910.07 |
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| Total # of Trades |
14586 |
7293 |
7293 |
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| % Profitable |
57.82% |
59.99% |
55.64% |
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| Performance Ratios |
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| Upside Potential Ratio |
-8.82753E-05 |
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| Sharpe Ratio |
-0.052949954 |
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| Annualized Sharpe Ratio |
-0.183424022 |
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| Sortino Ratio |
-0.033574109 |
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| Fouse Ratio |
-4889.294617 |
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| Calmar Ratio |
0.006898129 |
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| Sterling Ratio |
1.31835E-05 |
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| RINA Index |
478.7432865 |
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| Net Profit as % of Largest
loss |
2646.95% |
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| Net Profit as % of Max Trade
Drawdown |
2201.71% |
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| Net Profit as % of Max
Strategy Drawdown |
796.86% |
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| Select Net Profit as % of
Largest loss |
1657.23% |
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| Select Net Profit as % of Max
Trade Drawdown |
1378.47% |
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| Select Net Profit as % of Max
Strategy Drawdown |
498.91% |
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| Adj Net Profit as % of Largest
loss |
2104.17% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1750.24% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
633.46% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 10 Mths, 3 Hrs, 35 Mins |
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| Time in the Market |
28 Yrs, 10 Mths, 3 Hrs, 25 Mins |
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| Percent in the Market |
100.00% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
21/05/2025 |
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| Max Drawdown Date |
28/02/2020 |
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| Max Strategy Drawdown Date |
26/12/2018 15:10 |
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| Max Close To Close Drawdown
Date |
26/12/2018 12:10 |
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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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