| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$258 204.58 |
$258 204.58 |
n/a |
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| Gross Profit |
$893 197.34 |
$893 197.34 |
n/a |
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| Gross Loss |
-$634 992.76 |
-$634 992.76 |
n/a |
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| Adjusted Net Profit |
$189 852.45 |
$189 852.45 |
n/a |
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| Adjusted Gross Profit |
$855 719.61 |
$855 719.61 |
n/a |
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| Adjusted Gross Loss |
-$665 867.16 |
-$665 867.16 |
n/a |
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| Select Net Profit |
$167 085.78 |
$167 085.78 |
n/a |
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| Select Gross Profit |
$513 235.18 |
$513 235.18 |
n/a |
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| Select Gross Loss |
-$346 149.40 |
-$346 149.40 |
n/a |
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| Account Size Required |
$31 515.78 |
$31 515.78 |
n/a |
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| Return on Account |
819.29% |
819.29% |
n/a |
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| Return on Initial Capital |
25820458.00% |
25820458.00% |
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 |
7.590823087 |
7.590823087 |
n/a |
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| Profit Factor |
1.406626022 |
1.406626022 |
n/a |
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| Adjusted Profit Factor |
1.285120603 |
1.285120603 |
n/a |
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| Select Profit Factor |
1.482698453 |
1.482698453 |
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 |
$4 084.98 |
$4 084.98 |
n/a |
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| Open Position P/L |
-$ 727.06 |
-$ 727.06 |
n/a |
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| Annual Rate of Return |
921078.45% |
921078.45% |
n/a |
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| Monthly Rate of Return |
76756.54% |
76756.54% |
n/a |
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| Buy & Hold Return |
$ 2.82 |
$ 2.82 |
n/a |
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| Avg Monthly Return |
$ 764.03 |
$ 764.03 |
$ 764.03 |
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| Monthly Return StdDev |
$3 611.25 |
$3 611.25 |
$3 611.25 |
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| Total # of Trades |
991 |
991 |
0 |
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| % Profitable |
57.32% |
57.32% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
34.78606998 |
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| Sharpe Ratio |
0.055477052 |
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| Annualized Sharpe Ratio |
0.192178146 |
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| Sortino Ratio |
3.989474002 |
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| Fouse Ratio |
0.896677591 |
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| Calmar Ratio |
0.016185725 |
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| Sterling Ratio |
3.47885E-05 |
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| RINA Index |
284.9353806 |
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| Net Profit as % of Largest
loss |
2434.95% |
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| Net Profit as % of Max Trade
Drawdown |
1684.63% |
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| Net Profit as % of Max
Strategy Drawdown |
759.08% |
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| Select Net Profit as % of
Largest loss |
1575.67% |
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| Select Net Profit as % of Max
Trade Drawdown |
1090.14% |
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| Select Net Profit as % of Max
Strategy Drawdown |
491.21% |
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| Adj Net Profit as % of Largest
loss |
1790.36% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1238.67% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
558.14% |
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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 |
11 Yrs, 1 Mth, 5 Dys |
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| Percent in the Market |
39.47% |
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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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