| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$251 205.00 |
$251 205.00 |
n/a |
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| Gross Profit |
$901 814.10 |
$901 814.10 |
n/a |
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| Gross Loss |
-$650 609.10 |
-$650 609.10 |
n/a |
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| Adjusted Net Profit |
$182 057.01 |
$182 057.01 |
n/a |
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| Adjusted Gross Profit |
$864 041.26 |
$864 041.26 |
n/a |
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| Adjusted Gross Loss |
-$681 984.26 |
-$681 984.26 |
n/a |
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| Select Net Profit |
$161 394.44 |
$161 394.44 |
n/a |
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| Select Gross Profit |
$516 118.56 |
$516 118.56 |
n/a |
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| Select Gross Loss |
-$354 724.12 |
-$354 724.12 |
n/a |
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| Account Size Required |
$31 515.78 |
$31 515.78 |
n/a |
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| Return on Account |
797.08% |
797.08% |
n/a |
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| Return on Initial Capital |
25120500.00% |
25120500.00% |
n/a |
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| Max Strategy Drawdown |
-$34 015.36 |
-$34 015.36 |
n/a |
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| Max Strategy Drawdown (%) |
-274.67% |
-274.67% |
n/a |
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| Max Close To Close Drawdown |
-$31 515.78 |
-$31 515.78 |
n/a |
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| Max Close To Close Drawdown
(%) |
-95412.00% |
-95412.00% |
n/a |
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| Return on Max Strategy
Drawdown |
7.38504605 |
7.38504605 |
n/a |
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| Profit Factor |
1.386107418 |
1.386107418 |
n/a |
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| Adjusted Profit Factor |
1.26695192 |
1.26695192 |
n/a |
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| Select Profit Factor |
1.454985807 |
1.454985807 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$4 122.06 |
$4 122.06 |
n/a |
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| Open Position P/L |
$3 072.94 |
$3 072.94 |
n/a |
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| Annual Rate of Return |
888559.23% |
888559.23% |
n/a |
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| Monthly Rate of Return |
74046.60% |
74046.60% |
n/a |
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| Buy & Hold Return |
$ 2.76 |
$ 2.76 |
n/a |
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| Avg Monthly Return |
$ 747.88 |
$ 747.88 |
$ 747.88 |
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| Monthly Return StdDev |
$3 693.79 |
$3 693.79 |
$3 693.79 |
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| Total # of Trades |
1000 |
1000 |
0 |
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| % Profitable |
57.00% |
57.00% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
34.4329923 |
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| Sharpe Ratio |
0.055251831 |
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| Annualized Sharpe Ratio |
0.191397958 |
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| Sortino Ratio |
3.94275577 |
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| Fouse Ratio |
0.88541795 |
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| Calmar Ratio |
0.014637065 |
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| Sterling Ratio |
3.47868E-05 |
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| RINA Index |
271.5899458 |
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| Net Profit as % of Largest
loss |
2368.94% |
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| Net Profit as % of Max Trade
Drawdown |
1638.96% |
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| Net Profit as % of Max
Strategy Drawdown |
738.50% |
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| Select Net Profit as % of
Largest loss |
1522.00% |
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| Select Net Profit as % of Max
Trade Drawdown |
1053.00% |
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| Select Net Profit as % of Max
Strategy Drawdown |
474.48% |
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| Adj Net Profit as % of Largest
loss |
1716.85% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1187.81% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
535.22% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 4 Mths, 7 Dys |
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| Time in the Market |
11 Yrs, 2 Mths, 4 Dys |
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| Percent in the Market |
39.42% |
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| Longest flat period |
2 Mths, 24 Dys |
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| Max Run-up Date |
08/04/2026 |
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| Max Drawdown Date |
24/01/2022 |
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| Max Strategy Drawdown Date |
22/12/2022 |
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| Max Close To Close Drawdown
Date |
23/09/2022 |
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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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