| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$278 267.96 |
$263 173.54 |
$15 094.42 |
|
| Gross Profit |
$3199 832.32 |
$2192 641.92 |
$1007 190.40 |
|
| Gross Loss |
-$2921 564.36 |
-$1929 468.38 |
-$992 095.98 |
|
| Adjusted Net Profit |
$196 988.30 |
$185 617.55 |
-$22 409.17 |
|
| Adjusted Gross Profit |
$3156 740.60 |
$2150 318.92 |
$988 257.45 |
|
| Adjusted Gross Loss |
-$2959 752.30 |
-$1964 701.36 |
-$1010 666.61 |
|
| Select Net Profit |
$50 343.56 |
$11 287.22 |
$39 056.34 |
|
| Select Gross Profit |
$1840 235.62 |
$1042 874.42 |
$797 361.20 |
|
| Select Gross Loss |
-$1789 892.06 |
-$1031 587.20 |
-$758 304.86 |
|
| Account Size Required |
$81 447.62 |
$65 286.52 |
$44 319.14 |
|
| Return on Account |
341.65% |
403.11% |
34.06% |
|
| Return on Initial Capital |
27826796.00% |
26317354.00% |
1509442.00% |
|
| Max Strategy Drawdown |
-$84 601.74 |
-$67 707.40 |
-$45 231.64 |
|
| Max Strategy Drawdown (%) |
-249.40% |
-219.41% |
-452.70% |
|
| Max Close To Close Drawdown |
-$81 447.62 |
-$65 286.52 |
-$44 319.14 |
|
| Max Close To Close Drawdown
(%) |
-249.63% |
-211.13% |
-490.15% |
|
| Return on Max Strategy
Drawdown |
3.289151736 |
3.886924324 |
0.333713746 |
|
| Profit Factor |
1.095246219 |
1.136396918 |
1.015214677 |
|
| Adjusted Profit Factor |
1.066555672 |
1.094476218 |
-0.977827341 |
|
| Select Profit Factor |
1.02812659 |
1.010941605 |
1.0515048 |
|
| Max # Contracts Held |
1 |
1 |
1 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
|
| Commission Paid |
$46 834.10 |
$23 416.02 |
$23 418.08 |
|
| Open Position P/L |
$ 260.44 |
$ 260.44 |
n/a |
|
| Annual Rate of Return |
976621.82% |
923645.77% |
52976.06% |
|
| Monthly Rate of Return |
81385.15% |
76970.48% |
4414.67% |
|
| Buy & Hold Return |
$ 2.77 |
$ 2.78 |
$ 2.77 |
|
| Avg Monthly Return |
$ 812.04 |
$ 812.04 |
$ 812.04 |
|
| Monthly Return StdDev |
$5 851.43 |
$5 851.43 |
$5 851.43 |
|
| Total # of Trades |
11367 |
5683 |
5684 |
|
| % Profitable |
48.51% |
47.23% |
49.79% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
485.861655 |
|
| Sharpe Ratio |
0.056043814 |
|
| Annualized Sharpe Ratio |
0.194141466 |
|
| Sortino Ratio |
19.28884585 |
|
| Fouse Ratio |
1.123052381 |
|
| Calmar Ratio |
0.011841958 |
|
| Sterling Ratio |
1.89609E-05 |
|
| RINA Index |
98.1726731 |
|
| Net Profit as % of Largest
loss |
2077.93% |
|
| Net Profit as % of Max Trade
Drawdown |
1879.93% |
|
| Net Profit as % of Max
Strategy Drawdown |
328.92% |
|
| Select Net Profit as % of
Largest loss |
375.93% |
|
| Select Net Profit as % of Max
Trade Drawdown |
340.11% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
59.51% |
|
| Adj Net Profit as % of Largest
loss |
1470.98% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
1330.82% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
232.84% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 6 Mths, 28 Dys, 50 Mins |
|
| Time in the Market |
28 Yrs, 6 Mths, 28 Dys, 20 Mins |
|
| Percent in the Market |
100.00% |
|
| Longest flat period |
n/a |
|
| Max Run-up Date |
09/04/2020 |
|
| Max Drawdown Date |
04/03/2025 |
|
| Max Strategy Drawdown Date |
01/04/2020 14:50 |
|
| Max Close To Close Drawdown
Date |
01/04/2020 09:10 |
|
|
| Equity Curve Detailed |
|
|
|
|
|
| Equity
Curve Detailed with DrawDown |
|
|
|
|
| Equity Curve Detailed Long |
|
|
|
|
| Equity Curve Detailed Short |
|
|
|
|
|
| Equity Run-up & Drawdown |
|
|
|
|
|
| Equity Run-up & Drawdown
(%) |
|
|
|
|
| Equity Curve Close To Close |
|
|
|
|
| Equity
Curve Close To Close With Drawdown |
|
|
|
|
|
| Buy & Hold Return |
|
|
|
|
|
| Value Added Monthly Index |
|
|
|
|
|
|
|
|
|
|