| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$337 402.58 |
$248 014.92 |
$89 387.66 |
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| Gross Profit |
$1794 003.58 |
$1423 259.94 |
$370 743.64 |
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| Gross Loss |
-$1456 601.00 |
-$1175 245.02 |
-$281 355.98 |
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| Adjusted Net Profit |
$270 759.84 |
$184 979.83 |
$64 338.95 |
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| Adjusted Gross Profit |
$1754 293.40 |
$1386 049.74 |
$355 322.74 |
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| Adjusted Gross Loss |
-$1483 533.56 |
-$1201 069.90 |
-$290 983.78 |
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| Select Net Profit |
-$11 905.02 |
-$33 859.36 |
$21 954.34 |
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| Select Gross Profit |
$1002 554.32 |
$761 137.64 |
$241 416.68 |
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| Select Gross Loss |
-$1014 459.34 |
-$794 997.00 |
-$219 462.34 |
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| Account Size Required |
$31 293.50 |
$34 177.86 |
$14 935.54 |
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| Return on Account |
1078.19% |
725.66% |
598.49% |
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| Return on Initial Capital |
33740258.00% |
24801492.00% |
8938766.00% |
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| Max Strategy Drawdown |
-$32 272.62 |
-$35 181.98 |
-$16 410.54 |
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| Max Strategy Drawdown (%) |
-407.80% |
-353.53% |
-136826.00% |
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| Max Close To Close Drawdown |
-$31 293.50 |
-$34 177.86 |
-$14 935.54 |
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| Max Close To Close Drawdown
(%) |
-759.09% |
-638.17% |
-131620.00% |
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| Return on Max Strategy
Drawdown |
10.45476258 |
7.049487266 |
5.446966401 |
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| Profit Factor |
1.231636927 |
1.211032522 |
1.317703075 |
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| Adjusted Profit Factor |
1.182510089 |
1.154012544 |
1.221108384 |
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| Select Profit Factor |
-0.988264665 |
-0.957409449 |
1.100036936 |
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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 |
$20 459.92 |
$14 560.08 |
$5 899.84 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
1185764.84% |
871621.58% |
314143.25% |
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| Monthly Rate of Return |
98813.74% |
72635.13% |
26178.60% |
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| Buy & Hold Return |
$ 2.77 |
$ 2.77 |
$ 2.74 |
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| Avg Monthly Return |
$ 986.56 |
$ 986.56 |
$ 986.56 |
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| Monthly Return StdDev |
$3 823.35 |
$3 823.35 |
$3 823.35 |
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| Total # of Trades |
4966 |
3534 |
1432 |
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| % Profitable |
41.10% |
41.40% |
40.36% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.98498E-06 |
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| Sharpe Ratio |
-0.05379304 |
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| Annualized Sharpe Ratio |
-0.186344558 |
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| Sortino Ratio |
-0.033294819 |
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| Fouse Ratio |
-137609.1579 |
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| Calmar Ratio |
0.020684998 |
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| Sterling Ratio |
9.8106E-06 |
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| RINA Index |
-38.75583372 |
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| Net Profit as % of Largest
loss |
3559.43% |
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| Net Profit as % of Max Trade
Drawdown |
2640.69% |
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| Net Profit as % of Max
Strategy Drawdown |
1045.48% |
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| Select Net Profit as % of
Largest loss |
-125.59% |
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| Select Net Profit as % of Max
Trade Drawdown |
-93.17% |
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| Select Net Profit as % of Max
Strategy Drawdown |
-36.89% |
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| Adj Net Profit as % of Largest
loss |
2856.38% |
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| Adj Net Profit as % of Max
Trade Drawdown |
2119.11% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
838.98% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 6 Mths, 13 Dys, 23 Hrs, 30
Mins |
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| Time in the Market |
19 Yrs, 4 Mths, 2 Dys, 6 Hrs, 30
Mins |
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| Percent in the Market |
67.76% |
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| Longest flat period |
2 Mths, 10 Dys, 3 Hrs, 50 Mins |
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| Max Run-up Date |
07/04/2020 |
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| Max Drawdown Date |
09/03/2020 |
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| Max Strategy Drawdown Date |
02/04/2020 09:30 |
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| Max Close To Close Drawdown
Date |
31/03/2020 11:40 |
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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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