| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$22 551.33 |
$22 551.33 |
n/a |
|
| Gross Profit |
$89 613.63 |
$89 613.63 |
n/a |
|
| Gross Loss |
-$67 062.30 |
-$67 062.30 |
n/a |
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| Adjusted Net Profit |
$15 562.52 |
$15 562.52 |
n/a |
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| Adjusted Gross Profit |
$85 840.22 |
$85 840.22 |
n/a |
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| Adjusted Gross Loss |
-$70 277.69 |
-$70 277.69 |
n/a |
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| Select Net Profit |
$15 224.55 |
$15 224.55 |
n/a |
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| Select Gross Profit |
$51 602.61 |
$51 602.61 |
n/a |
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| Select Gross Loss |
-$36 378.06 |
-$36 378.06 |
n/a |
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| Account Size Required |
$3 192.77 |
$3 192.77 |
n/a |
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| Return on Account |
706.32% |
706.32% |
n/a |
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| Return on Initial Capital |
2255133.00% |
2255133.00% |
n/a |
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| Max Strategy Drawdown |
-$4 871.57 |
-$4 871.57 |
n/a |
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| Max Strategy Drawdown (%) |
-278.44% |
-278.44% |
n/a |
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| Max Close To Close Drawdown |
-$3 192.77 |
-$3 192.77 |
n/a |
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| Max Close To Close Drawdown
(%) |
-9758.00% |
-9758.00% |
n/a |
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| Return on Max Strategy
Drawdown |
4.629170883 |
4.629170883 |
n/a |
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| Profit Factor |
1.33627433 |
1.33627433 |
n/a |
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| Adjusted Profit Factor |
1.221443306 |
1.221443306 |
n/a |
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| Select Profit Factor |
1.418509123 |
1.418509123 |
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 |
$2 578.71 |
$2 578.71 |
n/a |
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| Open Position P/L |
-$ 71.29 |
-$ 71.29 |
n/a |
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| Annual Rate of Return |
80446.07% |
80446.07% |
n/a |
|
| Monthly Rate of Return |
6703.84% |
6703.84% |
n/a |
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| Buy & Hold Return |
$ 2.82 |
$ 2.82 |
n/a |
|
| Avg Monthly Return |
$ 66.71 |
$ 66.71 |
$ 66.71 |
|
| Monthly Return StdDev |
$ 373.36 |
$ 373.36 |
$ 373.36 |
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| Total # of Trades |
999 |
999 |
0 |
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| % Profitable |
56.46% |
56.46% |
0.00% |
|
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| Performance Ratios |
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| Upside Potential Ratio |
3.569763285 |
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| Sharpe Ratio |
0.065345187 |
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| Annualized Sharpe Ratio |
0.226362368 |
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| Sortino Ratio |
0.374654965 |
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| Fouse Ratio |
-0.172493288 |
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| Calmar Ratio |
0.009251534 |
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| Sterling Ratio |
0.000294473 |
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| RINA Index |
249.1236666 |
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| Net Profit as % of Largest
loss |
1852.14% |
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| Net Profit as % of Max Trade
Drawdown |
698.99% |
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| Net Profit as % of Max
Strategy Drawdown |
462.92% |
|
| Select Net Profit as % of
Largest loss |
1250.39% |
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| Select Net Profit as % of Max
Trade Drawdown |
471.89% |
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| Select Net Profit as % of Max
Strategy Drawdown |
312.52% |
|
| Adj Net Profit as % of Largest
loss |
1278.15% |
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| Adj Net Profit as % of Max
Trade Drawdown |
482.37% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
319.46% |
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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, 14 Dys |
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| Percent in the Market |
39.55% |
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| Longest flat period |
1 Mth, 6 Dys |
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| Max Run-up Date |
08/04/2026 |
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| Max Drawdown Date |
07/04/2025 |
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| Max Strategy Drawdown Date |
07/04/2025 |
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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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