| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$363 317.18 |
$326 641.90 |
$36 675.28 |
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| Gross Profit |
$1669 722.54 |
$1019 853.84 |
$649 868.70 |
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| Gross Loss |
-$1306 405.36 |
-$693 211.94 |
-$613 193.42 |
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| Adjusted Net Profit |
$278 277.43 |
$258 151.31 |
-$14 838.37 |
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| Adjusted Gross Profit |
$1619 560.59 |
$978 829.30 |
$620 510.62 |
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| Adjusted Gross Loss |
-$1341 283.16 |
-$720 678.00 |
-$635 349.00 |
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| Select Net Profit |
$244 402.14 |
$241 201.80 |
$3 200.34 |
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| Select Gross Profit |
$978 751.30 |
$582 096.78 |
$396 654.52 |
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| Select Gross Loss |
-$734 349.16 |
-$340 894.98 |
-$393 454.18 |
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| Account Size Required |
$66 325.06 |
$32 141.34 |
$56 817.86 |
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| Return on Account |
547.78% |
1016.27% |
64.55% |
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| Return on Initial Capital |
36331718.00% |
32664190.00% |
3667528.00% |
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| Max Strategy Drawdown |
-$74 266.82 |
-$38 478.84 |
-$62 947.54 |
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| Max Strategy Drawdown (%) |
-2013.20% |
-2621.23% |
-857.57% |
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| Max Close To Close Drawdown |
-$66 325.06 |
-$32 141.34 |
-$56 817.86 |
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| Max Close To Close Drawdown
(%) |
-4567.47% |
-256236.00% |
-1373.43% |
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| Return on Max Strategy
Drawdown |
4.892052467 |
8.488870766 |
0.582632459 |
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| Profit Factor |
1.278104477 |
1.471200626 |
1.059810296 |
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| Adjusted Profit Factor |
1.207471049 |
1.35820617 |
-0.976645317 |
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| Select Profit Factor |
1.332814625 |
1.707554567 |
1.008133959 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$62 787.50 |
$31 387.50 |
$31 400.00 |
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| Commission Paid |
$10 347.38 |
$5 172.66 |
$5 174.72 |
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| Open Position P/L |
-$ 589.56 |
-$ 589.56 |
n/a |
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| Annual Rate of Return |
1255444.75% |
1128713.10% |
126731.66% |
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| Monthly Rate of Return |
104620.40% |
94059.42% |
10560.97% |
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| Buy & Hold Return |
$ 2.98 |
$ 2.99 |
$ 2.98 |
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| Avg Monthly Return |
$1 042.32 |
$1 042.32 |
$1 042.32 |
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| Monthly Return StdDev |
$5 811.03 |
$5 811.03 |
$5 811.03 |
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| Total # of Trades |
2511 |
1255 |
1256 |
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| % Profitable |
44.13% |
49.24% |
39.01% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.64475E-06 |
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| Sharpe Ratio |
-0.053255351 |
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| Annualized Sharpe Ratio |
-0.184481948 |
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| Sortino Ratio |
-0.035659005 |
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| Fouse Ratio |
-305397.725 |
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| Calmar Ratio |
0.015689168 |
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| Sterling Ratio |
6.22578E-06 |
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| RINA Index |
235.8586811 |
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| Net Profit as % of Largest
loss |
2894.01% |
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| Net Profit as % of Max Trade
Drawdown |
2167.17% |
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| Net Profit as % of Max
Strategy Drawdown |
489.21% |
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| Select Net Profit as % of
Largest loss |
1946.79% |
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| Select Net Profit as % of Max
Trade Drawdown |
1457.85% |
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| Select Net Profit as % of Max
Strategy Drawdown |
329.09% |
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| Adj Net Profit as % of Largest
loss |
2216.62% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1659.91% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
374.70% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 7 Dys, 2 Hrs, 5 Mins |
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| Time in the Market |
29 Yrs, 2 Dys, 45 Mins |
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| Percent in the Market |
99.95% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
17/04/2026 |
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| Max Drawdown Date |
20/05/2022 |
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| Max Strategy Drawdown Date |
13/03/2026 15:10 |
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| Max Close To Close Drawdown
Date |
18/03/2026 09:50 |
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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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