| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$21 829.36 |
$21 829.36 |
n/a |
|
| Gross Profit |
$90 470.97 |
$90 470.97 |
n/a |
|
| Gross Loss |
-$68 641.61 |
-$68 641.61 |
n/a |
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| Adjusted Net Profit |
$14 761.63 |
$14 761.63 |
n/a |
|
| Adjusted Gross Profit |
$86 668.19 |
$86 668.19 |
n/a |
|
| Adjusted Gross Loss |
-$71 906.56 |
-$71 906.56 |
n/a |
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| Select Net Profit |
$14 643.99 |
$14 643.99 |
n/a |
|
| Select Gross Profit |
$51 895.03 |
$51 895.03 |
n/a |
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| Select Gross Loss |
-$37 251.04 |
-$37 251.04 |
n/a |
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| Account Size Required |
$3 192.77 |
$3 192.77 |
n/a |
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| Return on Account |
683.71% |
683.71% |
n/a |
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| Return on Initial Capital |
2182936.00% |
2182936.00% |
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 |
4.480970201 |
4.480970201 |
n/a |
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| Profit Factor |
1.318019347 |
1.318019347 |
n/a |
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| Adjusted Profit Factor |
1.205289105 |
1.205289105 |
n/a |
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| Select Profit Factor |
1.393116273 |
1.393116273 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$2 601.93 |
$2 601.93 |
n/a |
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| Open Position P/L |
$ 306.21 |
$ 306.21 |
n/a |
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| Annual Rate of Return |
77214.54% |
77214.54% |
n/a |
|
| Monthly Rate of Return |
6434.55% |
6434.55% |
n/a |
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| Buy & Hold Return |
$ 2.76 |
$ 2.76 |
n/a |
|
| Avg Monthly Return |
$ 65.10 |
$ 65.10 |
$ 65.10 |
|
| Monthly Return StdDev |
$ 381.32 |
$ 381.32 |
$ 381.32 |
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| Total # of Trades |
1008 |
1008 |
0 |
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| % Profitable |
56.15% |
56.15% |
0.00% |
|
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| Performance Ratios |
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| Upside Potential Ratio |
3.581792808 |
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| Sharpe Ratio |
0.065459653 |
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| Annualized Sharpe Ratio |
0.22675889 |
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| Sortino Ratio |
0.372098169 |
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| Fouse Ratio |
-0.175348497 |
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| Calmar Ratio |
0.008750388 |
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| Sterling Ratio |
0.000294324 |
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| RINA Index |
236.6778198 |
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| Net Profit as % of Largest
loss |
1792.85% |
|
| Net Profit as % of Max Trade
Drawdown |
676.61% |
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| Net Profit as % of Max
Strategy Drawdown |
448.10% |
|
| Select Net Profit as % of
Largest loss |
1202.71% |
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| Select Net Profit as % of Max
Trade Drawdown |
453.90% |
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| Select Net Profit as % of Max
Strategy Drawdown |
300.60% |
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| Adj Net Profit as % of Largest
loss |
1212.37% |
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| Adj Net Profit as % of Max
Trade Drawdown |
457.54% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
303.02% |
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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, 13 Dys |
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| Percent in the Market |
39.50% |
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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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