| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$31 262.31 |
$30 190.53 |
$1 071.78 |
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| Gross Profit |
$174 354.95 |
$91 265.48 |
$83 089.47 |
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| Gross Loss |
-$143 092.64 |
-$61 074.95 |
-$82 017.69 |
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| Adjusted Net Profit |
$22 329.48 |
$24 153.29 |
-$5 510.45 |
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| Adjusted Gross Profit |
$169 627.09 |
$87 919.53 |
$79 741.70 |
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| Adjusted Gross Loss |
-$147 297.61 |
-$63 766.23 |
-$85 252.15 |
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| Select Net Profit |
$26 991.48 |
$26 889.09 |
$ 102.39 |
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| Select Gross Profit |
$106 422.05 |
$59 127.94 |
$47 294.11 |
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| Select Gross Loss |
-$79 430.57 |
-$32 238.85 |
-$47 191.72 |
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| Account Size Required |
$4 459.77 |
$3 217.85 |
$8 649.79 |
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| Return on Account |
700.98% |
938.22% |
12.39% |
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| Return on Initial Capital |
3126231.00% |
3019053.00% |
107178.00% |
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| Max Strategy Drawdown |
-$5 651.18 |
-$4 307.98 |
-$8 930.72 |
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| Max Strategy Drawdown (%) |
-629.18% |
-1137.00% |
-621.17% |
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| Max Close To Close Drawdown |
-$4 459.77 |
-$3 217.85 |
-$8 649.79 |
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| Max Close To Close Drawdown
(%) |
-1566.60% |
-3891.00% |
-1164.22% |
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| Return on Max Strategy
Drawdown |
5.531996857 |
7.008047855 |
0.120010481 |
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| Profit Factor |
1.218476017 |
1.494319357 |
1.013067669 |
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| Adjusted Profit Factor |
1.151594288 |
1.378778702 |
-0.935362897 |
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| Select Profit Factor |
1.339812241 |
1.834058597 |
1.00216966 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
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| Commission Paid |
$6 497.73 |
$3 248.22 |
$3 249.51 |
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| Open Position P/L |
$ 84.96 |
n/a |
$ 84.96 |
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| Annual Rate of Return |
107994.68% |
104292.25% |
3702.43% |
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| Monthly Rate of Return |
8999.56% |
8691.02% |
308.54% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.03 |
$ 3.02 |
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| Avg Monthly Return |
$ 89.82 |
$ 89.82 |
$ 89.82 |
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| Monthly Return StdDev |
$ 571.52 |
$ 571.52 |
$ 571.52 |
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| Total # of Trades |
2518 |
1259 |
1259 |
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| % Profitable |
54.01% |
59.09% |
48.93% |
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| Performance Ratios |
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| Upside Potential Ratio |
100.5199952 |
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| Sharpe Ratio |
0.085403329 |
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| Annualized Sharpe Ratio |
0.29584581 |
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| Sortino Ratio |
2.700479435 |
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| Fouse Ratio |
0.115864954 |
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| Calmar Ratio |
0.005888021 |
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| Sterling Ratio |
0.000961218 |
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| RINA Index |
210.1446792 |
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| Net Profit as % of Largest
loss |
1338.81% |
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| Net Profit as % of Max Trade
Drawdown |
1001.98% |
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| Net Profit as % of Max
Strategy Drawdown |
553.20% |
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| Select Net Profit as % of
Largest loss |
1155.91% |
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| Select Net Profit as % of Max
Trade Drawdown |
865.10% |
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| Select Net Profit as % of Max
Strategy Drawdown |
477.63% |
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| Adj Net Profit as % of Largest
loss |
956.26% |
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| Adj Net Profit as % of Max
Trade Drawdown |
715.68% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
395.13% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 10 Dys, 6 Hrs, 15 Mins |
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| Time in the Market |
29 Yrs, 10 Dys, 3 Hrs, 45 Mins |
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| Percent in the Market |
100.00% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
07/04/2025 |
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| Max Drawdown Date |
13/03/2025 |
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| Max Strategy Drawdown Date |
14/10/2025 09:00 |
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| Max Close To Close Drawdown
Date |
09/10/2025 13:00 |
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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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