| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$20 976.28 |
$20 976.28 |
n/a |
|
| Gross Profit |
$86 115.52 |
$86 115.52 |
n/a |
|
| Gross Loss |
-$65 139.24 |
-$65 139.24 |
n/a |
|
| Adjusted Net Profit |
$14 175.54 |
$14 175.54 |
n/a |
|
| Adjusted Gross Profit |
$82 463.41 |
$82 463.41 |
n/a |
|
| Adjusted Gross Loss |
-$68 287.86 |
-$68 287.86 |
n/a |
|
| Select Net Profit |
$13 994.66 |
$13 994.66 |
n/a |
|
| Select Gross Profit |
$49 032.16 |
$49 032.16 |
n/a |
|
| Select Gross Loss |
-$35 037.50 |
-$35 037.50 |
n/a |
|
| Account Size Required |
$3 192.77 |
$3 192.77 |
n/a |
|
| Return on Account |
656.99% |
656.99% |
n/a |
|
| Return on Initial Capital |
2097628.00% |
2097628.00% |
n/a |
|
| Max Strategy Drawdown |
-$4 871.57 |
-$4 871.57 |
n/a |
|
| Max Strategy Drawdown (%) |
-278.44% |
-278.44% |
n/a |
|
| Max Close To Close Drawdown |
-$3 192.77 |
-$3 192.77 |
n/a |
|
| Max Close To Close Drawdown
(%) |
-9758.00% |
-9758.00% |
n/a |
|
| Return on Max Strategy
Drawdown |
4.305856223 |
4.305856223 |
n/a |
|
| Profit Factor |
1.322022179 |
1.322022179 |
n/a |
|
| Adjusted Profit Factor |
1.20758512 |
1.20758512 |
n/a |
|
| Select Profit Factor |
1.399419479 |
1.399419479 |
n/a |
|
| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$2 540.01 |
$2 540.01 |
n/a |
|
| Open Position P/L |
$ 199.96 |
$ 199.96 |
n/a |
|
| Annual Rate of Return |
75505.93% |
75505.93% |
n/a |
|
| Monthly Rate of Return |
6292.16% |
6292.16% |
n/a |
|
| Buy & Hold Return |
$ 2.52 |
$ 2.52 |
n/a |
|
| Avg Monthly Return |
$ 63.40 |
$ 63.40 |
$ 63.40 |
|
| Monthly Return StdDev |
$ 356.96 |
$ 356.96 |
$ 356.96 |
|
| Total # of Trades |
984 |
984 |
0 |
|
| % Profitable |
56.50% |
56.50% |
0.00% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
3.547074891 |
|
| Sharpe Ratio |
0.065213076 |
|
| Annualized Sharpe Ratio |
0.225904722 |
|
| Sortino Ratio |
0.372469419 |
|
| Fouse Ratio |
-0.176992405 |
|
| Calmar Ratio |
0.009468674 |
|
| Sterling Ratio |
0.000294714 |
|
| RINA Index |
234.2281484 |
|
| Net Profit as % of Largest
loss |
1722.78% |
|
| Net Profit as % of Max Trade
Drawdown |
650.17% |
|
| Net Profit as % of Max
Strategy Drawdown |
430.59% |
|
| Select Net Profit as % of
Largest loss |
1149.38% |
|
| Select Net Profit as % of Max
Trade Drawdown |
433.77% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
287.27% |
|
| Adj Net Profit as % of Largest
loss |
1164.24% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
439.38% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
290.99% |
|
|
| Time Analysis |
|
|
| Trading Period |
27 Yrs, 10 Mths, 13 Dys |
|
| Time in the Market |
10 Yrs, 11 Mths, 26 Dys |
|
| Percent in the Market |
39.40% |
|
| Longest flat period |
1 Mth, 20 Dys |
|
| Max Run-up Date |
06/11/2024 |
|
| Max Drawdown Date |
07/04/2025 |
|
| Max Strategy Drawdown Date |
07/04/2025 |
|
| Max Close To Close Drawdown
Date |
23/09/2022 |
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|