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