| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$320 207.48 |
$320 207.48 |
n/a |
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| Gross Profit |
$933 279.42 |
$933 279.42 |
n/a |
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| Gross Loss |
-$613 071.94 |
-$613 071.94 |
n/a |
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| Adjusted Net Profit |
$260 300.92 |
$260 300.92 |
n/a |
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| Adjusted Gross Profit |
$900 467.06 |
$900 467.06 |
n/a |
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| Adjusted Gross Loss |
-$640 166.15 |
-$640 166.15 |
n/a |
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| Select Net Profit |
$183 171.08 |
$183 171.08 |
n/a |
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| Select Gross Profit |
$550 845.40 |
$550 845.40 |
n/a |
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| Select Gross Loss |
-$367 674.32 |
-$367 674.32 |
n/a |
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| Account Size Required |
$25 999.02 |
$25 999.02 |
n/a |
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| Return on Account |
1231.61% |
1231.61% |
n/a |
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| Return on Initial Capital |
32020748.00% |
32020748.00% |
n/a |
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| Max Strategy Drawdown |
-$33 723.88 |
-$33 723.88 |
n/a |
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| Max Strategy Drawdown (%) |
-1456.00% |
-1456.00% |
n/a |
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| Max Close To Close Drawdown |
-$25 999.02 |
-$25 999.02 |
n/a |
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| Max Close To Close Drawdown
(%) |
-996.33% |
-996.33% |
n/a |
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| Return on Max Strategy
Drawdown |
9.494977446 |
9.494977446 |
n/a |
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| Profit Factor |
1.522300009 |
1.522300009 |
n/a |
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| Adjusted Profit Factor |
1.40661462 |
1.40661462 |
n/a |
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| Select Profit Factor |
1.498188397 |
1.498188397 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$32 650.00 |
$32 650.00 |
n/a |
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| Commission Paid |
$5 444.58 |
$5 444.58 |
n/a |
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| Open Position P/L |
-$ 14.56 |
-$ 14.56 |
n/a |
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| Annual Rate of Return |
1142257.86% |
1142257.86% |
n/a |
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| Monthly Rate of Return |
95188.15% |
95188.15% |
n/a |
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| Buy & Hold Return |
$ 2.81 |
$ 2.81 |
n/a |
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| Avg Monthly Return |
$ 950.13 |
$ 950.13 |
$ 950.13 |
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| Monthly Return StdDev |
$3 280.11 |
$3 280.11 |
$3 280.11 |
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| Total # of Trades |
1321 |
1321 |
0 |
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| % Profitable |
61.24% |
61.24% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.044688196 |
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| Sharpe Ratio |
0.028715509 |
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| Annualized Sharpe Ratio |
0.09947344 |
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| Sortino Ratio |
0.041603535 |
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| Fouse Ratio |
-63.2224393 |
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| Calmar Ratio |
0.024883196 |
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| Sterling Ratio |
2.99829E-05 |
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| RINA Index |
561.4823291 |
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| Net Profit as % of Largest
loss |
2829.53% |
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| Net Profit as % of Max Trade
Drawdown |
2049.06% |
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| Net Profit as % of Max
Strategy Drawdown |
949.50% |
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| Select Net Profit as % of
Largest loss |
1618.60% |
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| Select Net Profit as % of Max
Trade Drawdown |
1172.14% |
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| Select Net Profit as % of Max
Strategy Drawdown |
543.15% |
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| Adj Net Profit as % of Largest
loss |
2300.16% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1665.71% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
771.86% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 1 Mth, 10 Dys |
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| Time in the Market |
8 Yrs, 10 Mths, 25 Dys |
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| Percent in the Market |
31.63% |
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| Longest flat period |
2 Mths, 10 Dys |
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| Max Run-up Date |
24/03/2020 |
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| Max Drawdown Date |
24/01/2022 |
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| Max Strategy Drawdown Date |
12/05/2022 |
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| Max Close To Close Drawdown
Date |
09/05/2022 |
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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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