| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$21 352.23 |
$15 253.74 |
$6 098.49 |
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| Gross Profit |
$187 057.13 |
$148 261.58 |
$38 795.55 |
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| Gross Loss |
-$165 704.90 |
-$133 007.84 |
-$32 697.06 |
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| Adjusted Net Profit |
$14 207.86 |
$8 537.83 |
$3 357.97 |
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| Adjusted Gross Profit |
$182 862.86 |
$144 366.70 |
$37 126.06 |
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| Adjusted Gross Loss |
-$168 654.99 |
-$135 828.87 |
-$33 768.09 |
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| Select Net Profit |
-$10 299.10 |
-$9 904.07 |
-$ 395.03 |
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| Select Gross Profit |
$106 637.10 |
$80 908.59 |
$25 728.51 |
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| Select Gross Loss |
-$116 936.20 |
-$90 812.66 |
-$26 123.54 |
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| Account Size Required |
$4 427.57 |
$4 651.60 |
$2 134.67 |
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| Return on Account |
482.26% |
327.92% |
285.69% |
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| Return on Initial Capital |
2135223.00% |
1525374.00% |
609849.00% |
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| Max Strategy Drawdown |
-$4 679.54 |
-$4 796.60 |
-$2 371.00 |
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| Max Strategy Drawdown (%) |
-432.25% |
-372.38% |
-15959.00% |
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| Max Close To Close Drawdown |
-$4 427.57 |
-$4 651.60 |
-$2 134.67 |
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| Max Close To Close Drawdown
(%) |
-836.64% |
-708.51% |
-35865.00% |
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| Return on Max Strategy
Drawdown |
4.562890797 |
3.180115082 |
2.57211725 |
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| Profit Factor |
1.128856962 |
1.114683014 |
1.186514934 |
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| Adjusted Profit Factor |
1.08424217 |
1.062857242 |
1.09944204 |
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| Select Profit Factor |
-0.911925477 |
-0.890939545 |
-0.984878389 |
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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 |
$13 272.81 |
$9 473.76 |
$3 799.05 |
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| Open Position P/L |
$ 2.46 |
n/a |
$ 2.46 |
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| Annual Rate of Return |
73768.76% |
52699.39% |
21069.37% |
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| Monthly Rate of Return |
6147.40% |
4391.62% |
1755.78% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.02 |
$ 3.00 |
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| Avg Monthly Return |
$ 61.36 |
$ 61.36 |
$ 61.36 |
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| Monthly Return StdDev |
$ 420.12 |
$ 420.12 |
$ 420.12 |
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| Total # of Trades |
5144 |
3672 |
1472 |
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| % Profitable |
38.67% |
39.46% |
36.68% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.000278875 |
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| Sharpe Ratio |
-0.053014686 |
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| Annualized Sharpe Ratio |
-0.183648259 |
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| Sortino Ratio |
-0.034481054 |
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| Fouse Ratio |
-1586.535198 |
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| Calmar Ratio |
0.006754262 |
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| Sterling Ratio |
8.91792E-05 |
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| RINA Index |
-313.4189033 |
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| Net Profit as % of Largest
loss |
1764.53% |
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| Net Profit as % of Max Trade
Drawdown |
1622.15% |
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| Net Profit as % of Max
Strategy Drawdown |
456.29% |
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| Select Net Profit as % of
Largest loss |
-851.11% |
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| Select Net Profit as % of Max
Trade Drawdown |
-782.43% |
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| Select Net Profit as % of Max
Strategy Drawdown |
-220.09% |
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| Adj Net Profit as % of Largest
loss |
1174.13% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1079.39% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
303.62% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 9 Dys, 2 Hrs, 15 Mins |
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| Time in the Market |
19 Yrs, 6 Mths, 29 Dys, 21 Hrs, 55
Mins |
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| Percent in the Market |
67.44% |
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| Longest flat period |
7 Dys, 23 Hrs, 10 Mins |
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| Max Run-up Date |
07/04/2020 |
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| Max Drawdown Date |
07/04/2025 |
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| Max Strategy Drawdown Date |
28/07/2026 10:10 |
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| Max Close To Close Drawdown
Date |
20/07/2026 14:00 |
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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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