| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$31 112.84 |
$29 875.21 |
$1 237.63 |
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| Gross Profit |
$169 737.88 |
$104 325.43 |
$65 412.45 |
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| Gross Loss |
-$138 625.04 |
-$74 450.22 |
-$64 174.82 |
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| Adjusted Net Profit |
$22 313.64 |
$22 730.10 |
-$4 031.90 |
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| Adjusted Gross Profit |
$164 594.31 |
$100 080.49 |
$62 442.22 |
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| Adjusted Gross Loss |
-$142 280.67 |
-$77 350.39 |
-$66 474.12 |
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| Select Net Profit |
$14 028.02 |
$19 201.41 |
-$5 173.39 |
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| Select Gross Profit |
$95 792.53 |
$57 225.71 |
$38 566.82 |
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| Select Gross Loss |
-$81 764.51 |
-$38 024.30 |
-$43 740.21 |
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| Account Size Required |
$7 592.53 |
$6 295.56 |
$6 085.38 |
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| Return on Account |
409.78% |
474.54% |
20.34% |
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| Return on Initial Capital |
3111284.00% |
2987521.00% |
123763.00% |
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| Max Strategy Drawdown |
-$9 097.37 |
-$7 918.06 |
-$6 674.50 |
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| Max Strategy Drawdown (%) |
-2048.71% |
-2653.41% |
-903.18% |
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| Max Close To Close Drawdown |
-$7 592.53 |
-$6 295.56 |
-$6 085.38 |
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| Max Close To Close Drawdown
(%) |
-5728.89% |
-26274.00% |
-1887.33% |
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| Return on Max Strategy
Drawdown |
3.419981819 |
3.773046681 |
0.185426624 |
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| Profit Factor |
1.224438817 |
1.401277659 |
1.01928529 |
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| Adjusted Profit Factor |
1.156828315 |
1.293858893 |
-0.939346353 |
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| Select Profit Factor |
1.171566123 |
1.504977343 |
-0.881724619 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$6 318.75 |
$3 158.75 |
$3 160.00 |
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| Commission Paid |
$6 520.95 |
$3 259.83 |
$3 261.12 |
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| Open Position P/L |
$ 304.96 |
$ 304.96 |
n/a |
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| Annual Rate of Return |
107510.61% |
103233.97% |
4276.64% |
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| Monthly Rate of Return |
8959.22% |
8602.83% |
356.39% |
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| Buy & Hold Return |
$ 2.98 |
$ 2.99 |
$ 2.98 |
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| Avg Monthly Return |
$ 90.28 |
$ 90.28 |
$ 90.28 |
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| Monthly Return StdDev |
$ 603.36 |
$ 603.36 |
$ 603.36 |
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| Total # of Trades |
2527 |
1263 |
1264 |
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| % Profitable |
43.09% |
47.82% |
38.37% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.000299172 |
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| Sharpe Ratio |
-0.056321301 |
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| Annualized Sharpe Ratio |
-0.195102708 |
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| Sortino Ratio |
-0.038349086 |
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| Fouse Ratio |
-3238.422457 |
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| Calmar Ratio |
0.007981387 |
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| Sterling Ratio |
5.93148E-05 |
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| RINA Index |
130.7367193 |
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| Net Profit as % of Largest
loss |
904.75% |
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| Net Profit as % of Max Trade
Drawdown |
688.33% |
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| Net Profit as % of Max
Strategy Drawdown |
342.00% |
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| Select Net Profit as % of
Largest loss |
407.93% |
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| Select Net Profit as % of Max
Trade Drawdown |
310.35% |
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| Select Net Profit as % of Max
Strategy Drawdown |
154.20% |
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| Adj Net Profit as % of Largest
loss |
648.87% |
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| Adj Net Profit as % of Max
Trade Drawdown |
493.66% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
245.28% |
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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 |
28/02/2020 |
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| Max Drawdown Date |
07/04/2025 |
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| Max Strategy Drawdown Date |
07/04/2025 09:10 |
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| Max Close To Close Drawdown
Date |
08/04/2025 14:30 |
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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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