| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$22 904.86 |
$22 904.86 |
n/a |
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| Gross Profit |
$127 582.04 |
$127 582.04 |
n/a |
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| Gross Loss |
-$104 677.18 |
-$104 677.18 |
n/a |
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| Adjusted Net Profit |
$16 335.10 |
$16 335.10 |
n/a |
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| Adjusted Gross Profit |
$123 839.33 |
$123 839.33 |
n/a |
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| Adjusted Gross Loss |
-$107 504.23 |
-$107 504.23 |
n/a |
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| Select Net Profit |
$14 613.29 |
$14 613.29 |
n/a |
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| Select Gross Profit |
$73 497.22 |
$73 497.22 |
n/a |
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| Select Gross Loss |
-$58 883.93 |
-$58 883.93 |
n/a |
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| Account Size Required |
$4 180.81 |
$4 180.81 |
n/a |
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| Return on Account |
547.86% |
547.86% |
n/a |
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| Return on Initial Capital |
2290486.00% |
2290486.00% |
n/a |
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| Max Strategy Drawdown |
-$6 097.14 |
-$6 097.14 |
n/a |
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| Max Strategy Drawdown (%) |
-213.88% |
-213.88% |
n/a |
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| Max Close To Close Drawdown |
-$4 180.81 |
-$4 180.81 |
n/a |
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| Max Close To Close Drawdown
(%) |
-208.88% |
-208.88% |
n/a |
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| Return on Max Strategy
Drawdown |
3.7566564 |
3.7566564 |
n/a |
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| Profit Factor |
1.218814263 |
1.218814263 |
n/a |
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| Adjusted Profit Factor |
1.15194843 |
1.15194843 |
n/a |
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| Select Profit Factor |
1.248171105 |
1.248171105 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$6 535.14 |
$6 535.14 |
n/a |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
79464.05% |
79464.05% |
n/a |
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| Monthly Rate of Return |
6622.00% |
6622.00% |
n/a |
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| Buy & Hold Return |
$ 3.05 |
$ 3.05 |
n/a |
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| Avg Monthly Return |
$ 66.01 |
$ 66.01 |
$ 66.01 |
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| Monthly Return StdDev |
$ 455.51 |
$ 455.51 |
$ 455.51 |
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| Total # of Trades |
2533 |
2533 |
0 |
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| % Profitable |
45.87% |
45.87% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
28.91553825 |
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| Sharpe Ratio |
0.06382415 |
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| Annualized Sharpe Ratio |
0.221093342 |
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| Sortino Ratio |
1.832593505 |
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| Fouse Ratio |
0.183384837 |
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| Calmar Ratio |
0.007214678 |
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| Sterling Ratio |
0.000676879 |
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| RINA Index |
311.6421483 |
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| Net Profit as % of Largest
loss |
2776.08% |
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| Net Profit as % of Max Trade
Drawdown |
1306.95% |
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| Net Profit as % of Max
Strategy Drawdown |
375.67% |
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| Select Net Profit as % of
Largest loss |
1771.14% |
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| Select Net Profit as % of Max
Trade Drawdown |
833.83% |
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| Select Net Profit as % of Max
Strategy Drawdown |
239.67% |
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| Adj Net Profit as % of Largest
loss |
1979.82% |
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| Adj Net Profit as % of Max
Trade Drawdown |
932.08% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
267.91% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 10 Mths, 29 Dys, 45 Mins |
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| Time in the Market |
16 Yrs, 2 Mths, 17 Dys, 5 Hrs |
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| Percent in the Market |
56.09% |
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| Longest flat period |
19 Dys |
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| Max Run-up Date |
09/04/2025 |
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| Max Drawdown Date |
07/04/2025 |
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| Max Strategy Drawdown Date |
07/04/2025 10:30 |
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| Max Close To Close Drawdown
Date |
03/04/2025 15:15 |
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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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