| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$28 217.19 |
$28 217.19 |
n/a |
|
| Gross Profit |
$93 391.00 |
$93 391.00 |
n/a |
|
| Gross Loss |
-$65 173.81 |
-$65 173.81 |
n/a |
|
| Adjusted Net Profit |
$22 089.68 |
$22 089.68 |
n/a |
|
| Adjusted Gross Profit |
$90 089.13 |
$90 089.13 |
n/a |
|
| Adjusted Gross Loss |
-$67 999.45 |
-$67 999.45 |
n/a |
|
| Select Net Profit |
$15 895.76 |
$15 895.76 |
n/a |
|
| Select Gross Profit |
$54 822.91 |
$54 822.91 |
n/a |
|
| Select Gross Loss |
-$38 927.15 |
-$38 927.15 |
n/a |
|
| Account Size Required |
$2 645.43 |
$2 645.43 |
n/a |
|
| Return on Account |
1066.64% |
1066.64% |
n/a |
|
| Return on Initial Capital |
2821719.00% |
2821719.00% |
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 |
8.239991006 |
8.239991006 |
n/a |
|
| Profit Factor |
1.432952899 |
1.432952899 |
n/a |
|
| Adjusted Profit Factor |
1.324850797 |
1.324850797 |
n/a |
|
| Select Profit Factor |
1.40834636 |
1.40834636 |
n/a |
|
| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$3 287.50 |
$3 287.50 |
n/a |
|
| Commission Paid |
$3 437.85 |
$3 437.85 |
n/a |
|
| Open Position P/L |
-$ 2.54 |
-$ 2.54 |
n/a |
|
| Annual Rate of Return |
100657.57% |
100657.57% |
n/a |
|
| Monthly Rate of Return |
8388.13% |
8388.13% |
n/a |
|
| Buy & Hold Return |
$ 2.81 |
$ 2.81 |
n/a |
|
| Avg Monthly Return |
$ 83.72 |
$ 83.72 |
$ 83.72 |
|
| Monthly Return StdDev |
$ 323.78 |
$ 323.78 |
$ 323.78 |
|
| Total # of Trades |
1332 |
1332 |
0 |
|
| % Profitable |
60.06% |
60.06% |
0.00% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
-0.022839119 |
|
| Sharpe Ratio |
-0.038970799 |
|
| Annualized Sharpe Ratio |
-0.134998807 |
|
| Sortino Ratio |
-0.0246578 |
|
| Fouse Ratio |
-13.77485385 |
|
| Calmar Ratio |
0.021894494 |
|
| Sterling Ratio |
0.000258801 |
|
| RINA Index |
469.3785436 |
|
| Net Profit as % of Largest
loss |
2180.90% |
|
| Net Profit as % of Max Trade
Drawdown |
1804.41% |
|
| Net Profit as % of Max
Strategy Drawdown |
824.00% |
|
| Select Net Profit as % of
Largest loss |
1228.58% |
|
| Select Net Profit as % of Max
Trade Drawdown |
1016.49% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
464.19% |
|
| Adj Net Profit as % of Largest
loss |
1707.31% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
1412.57% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
645.06% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 1 Mth, 10 Dys |
|
| Time in the Market |
8 Yrs, 11 Mths, 2 Dys |
|
| Percent in the Market |
31.70% |
|
| 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 |
|
|
|
|
|
|
|
|
|
|