| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$25 281.36 |
$25 375.72 |
-$ 94.36 |
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| Gross Profit |
$159 150.81 |
$97 266.31 |
$61 884.50 |
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| Gross Loss |
-$133 869.45 |
-$71 890.59 |
-$61 978.86 |
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| Adjusted Net Profit |
$16 852.63 |
$18 557.34 |
-$5 171.74 |
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| Adjusted Gross Profit |
$154 280.87 |
$93 272.06 |
$59 045.04 |
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| Adjusted Gross Loss |
-$137 428.25 |
-$74 714.72 |
-$64 216.79 |
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| Select Net Profit |
$13 587.15 |
$17 992.77 |
-$4 405.62 |
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| Select Gross Profit |
$92 739.90 |
$55 123.85 |
$37 616.05 |
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| Select Gross Loss |
-$79 152.75 |
-$37 131.08 |
-$42 021.67 |
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| Account Size Required |
$7 592.53 |
$6 295.56 |
$5 938.54 |
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| Return on Account |
332.98% |
403.07% |
-1.59% |
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| Return on Initial Capital |
2528136.00% |
2537572.00% |
-9436.00% |
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| Max Strategy Drawdown |
-$9 097.37 |
-$7 918.06 |
-$6 628.83 |
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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 |
-$5 938.54 |
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| Max Close To Close Drawdown
(%) |
-5728.89% |
-26274.00% |
-1887.33% |
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| Return on Max Strategy
Drawdown |
2.778974583 |
3.204790062 |
-0.01423479 |
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| Profit Factor |
1.188850854 |
1.352976933 |
-0.998477545 |
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| Adjusted Profit Factor |
1.122628552 |
1.24837599 |
-0.919464321 |
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| Select Profit Factor |
1.171657333 |
1.484574378 |
-0.895158379 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$6 208.75 |
$3 103.75 |
$3 105.00 |
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| Commission Paid |
$6 407.43 |
$3 203.07 |
$3 204.36 |
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| Open Position P/L |
-$ 721.29 |
-$ 721.29 |
n/a |
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| Annual Rate of Return |
88865.76% |
89197.44% |
-331.68% |
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| Monthly Rate of Return |
7405.48% |
7433.12% |
-27.64% |
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| Buy & Hold Return |
$ 2.73 |
$ 2.74 |
$ 2.73 |
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| Avg Monthly Return |
$ 71.81 |
$ 71.81 |
$ 71.81 |
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| Monthly Return StdDev |
$ 578.25 |
$ 578.25 |
$ 578.25 |
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| Total # of Trades |
2483 |
1241 |
1242 |
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| % Profitable |
43.01% |
47.78% |
38.24% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.000297724 |
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| Sharpe Ratio |
-0.056845106 |
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| Annualized Sharpe Ratio |
-0.196917225 |
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| Sortino Ratio |
-0.038799455 |
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| Fouse Ratio |
-3279.316014 |
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| Calmar Ratio |
0.007981387 |
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| Sterling Ratio |
5.93148E-05 |
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| RINA Index |
129.3859831 |
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| Net Profit as % of Largest
loss |
735.17% |
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| Net Profit as % of Max Trade
Drawdown |
559.32% |
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| Net Profit as % of Max
Strategy Drawdown |
277.90% |
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| Select Net Profit as % of
Largest loss |
395.11% |
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| Select Net Profit as % of Max
Trade Drawdown |
300.60% |
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| Select Net Profit as % of Max
Strategy Drawdown |
149.35% |
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| Adj Net Profit as % of Largest
loss |
490.07% |
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| Adj Net Profit as % of Max
Trade Drawdown |
372.84% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
185.25% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 6 Mths, 11 Dys, 23 Hrs, 20
Mins |
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| Time in the Market |
28 Yrs, 6 Mths, 6 Dys, 22 Hrs |
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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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