| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$28 166.74 |
$28 166.74 |
n/a |
|
| Gross Profit |
$91 652.81 |
$91 652.81 |
n/a |
|
| Gross Loss |
-$63 486.07 |
-$63 486.07 |
n/a |
|
| Adjusted Net Profit |
$22 151.79 |
$22 151.79 |
n/a |
|
| Adjusted Gross Profit |
$88 398.12 |
$88 398.12 |
n/a |
|
| Adjusted Gross Loss |
-$66 246.33 |
-$66 246.33 |
n/a |
|
| Select Net Profit |
$15 631.48 |
$15 631.48 |
n/a |
|
| Select Gross Profit |
$53 895.89 |
$53 895.89 |
n/a |
|
| Select Gross Loss |
-$38 264.41 |
-$38 264.41 |
n/a |
|
| Account Size Required |
$2 645.43 |
$2 645.43 |
n/a |
|
| Return on Account |
1064.73% |
1064.73% |
n/a |
|
| Return on Initial Capital |
2816674.00% |
2816674.00% |
n/a |
|
| Max Strategy Drawdown |
-$3 424.42 |
-$3 424.42 |
n/a |
|
| Max Strategy Drawdown (%) |
-888.98% |
-888.98% |
n/a |
|
| Max Close To Close Drawdown |
-$2 645.43 |
-$2 645.43 |
n/a |
|
| Max Close To Close Drawdown
(%) |
-1313.28% |
-1313.28% |
n/a |
|
| Return on Max Strategy
Drawdown |
8.225258584 |
8.225258584 |
n/a |
|
| Profit Factor |
1.443668036 |
1.443668036 |
n/a |
|
| Adjusted Profit Factor |
1.334385136 |
1.334385136 |
n/a |
|
| Select Profit Factor |
1.408512244 |
1.408512244 |
n/a |
|
| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$3 265.00 |
$3 265.00 |
n/a |
|
| Commission Paid |
$3 412.05 |
$3 412.05 |
n/a |
|
| Open Position P/L |
$ 392.46 |
$ 392.46 |
n/a |
|
| Annual Rate of Return |
101388.61% |
101388.61% |
n/a |
|
| Monthly Rate of Return |
8449.05% |
8449.05% |
n/a |
|
| Buy & Hold Return |
$ 2.51 |
$ 2.51 |
n/a |
|
| Avg Monthly Return |
$ 85.51 |
$ 85.51 |
$ 85.51 |
|
| Monthly Return StdDev |
$ 318.09 |
$ 318.09 |
$ 318.09 |
|
| Total # of Trades |
1322 |
1322 |
0 |
|
| % Profitable |
59.98% |
59.98% |
0.00% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
-0.022807462 |
|
| Sharpe Ratio |
-0.039109326 |
|
| Annualized Sharpe Ratio |
-0.135478681 |
|
| Sortino Ratio |
-0.02476089 |
|
| Fouse Ratio |
-13.88146295 |
|
| Calmar Ratio |
0.022479416 |
|
| Sterling Ratio |
0.000258801 |
|
| RINA Index |
464.4928511 |
|
| Net Profit as % of Largest
loss |
2177.00% |
|
| Net Profit as % of Max Trade
Drawdown |
1801.18% |
|
| Net Profit as % of Max
Strategy Drawdown |
822.53% |
|
| Select Net Profit as % of
Largest loss |
1208.16% |
|
| Select Net Profit as % of Max
Trade Drawdown |
999.59% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
456.47% |
|
| Adj Net Profit as % of Largest
loss |
1712.11% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
1416.55% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
646.88% |
|
|
| Time Analysis |
|
|
| Trading Period |
27 Yrs, 10 Mths, 13 Dys |
|
| Time in the Market |
8 Yrs, 10 Mths, 22 Dys |
|
| Percent in the Market |
31.89% |
|
| Longest flat period |
1 Mth, 2 Dys |
|
| Max Run-up Date |
23/04/2025 |
|
| Max Drawdown Date |
24/01/2022 |
|
| Max Strategy Drawdown Date |
12/05/2022 |
|
| Max Close To Close Drawdown
Date |
09/05/2022 |
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|