| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$383 581.76 |
$316 428.38 |
$67 153.38 |
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| Gross Profit |
$1845 025.48 |
$1184 583.00 |
$660 442.48 |
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| Gross Loss |
-$1461 443.72 |
-$868 154.62 |
-$593 289.10 |
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| Adjusted Net Profit |
$310 556.16 |
$252 902.00 |
$27 680.45 |
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| Adjusted Gross Profit |
$1801 489.41 |
$1146 645.98 |
$637 392.88 |
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| Adjusted Gross Loss |
-$1490 933.25 |
-$893 743.98 |
-$609 712.43 |
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| Select Net Profit |
$95 915.10 |
$117 141.48 |
-$21 226.38 |
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| Select Gross Profit |
$955 521.34 |
$531 631.24 |
$423 890.10 |
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| Select Gross Loss |
-$859 606.24 |
-$414 489.76 |
-$445 116.48 |
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| Account Size Required |
$43 512.08 |
$43 416.34 |
$33 192.50 |
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| Return on Account |
881.55% |
728.82% |
202.31% |
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| Return on Initial Capital |
38358176.00% |
31642838.00% |
6715338.00% |
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| Max Strategy Drawdown |
-$46 924.72 |
-$49 070.60 |
-$37 334.12 |
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| Max Strategy Drawdown (%) |
-20206.00% |
-20206.00% |
-1055.88% |
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| Max Close To Close Drawdown |
-$43 512.08 |
-$43 416.34 |
-$33 192.50 |
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| Max Close To Close Drawdown
(%) |
-1362.33% |
-714.88% |
-1899.03% |
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| Return on Max Strategy
Drawdown |
8.174407008 |
6.448431036 |
1.798713349 |
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| Profit Factor |
1.262467692 |
1.364483898 |
1.113188292 |
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| Adjusted Profit Factor |
1.208296486 |
1.282969182 |
1.045399194 |
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| Select Profit Factor |
1.111580274 |
1.282616101 |
-0.952312752 |
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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 |
$17 520.30 |
$8 761.18 |
$8 759.12 |
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| Open Position P/L |
-$ 889.56 |
-$ 889.56 |
n/a |
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| Annual Rate of Return |
1346235.90% |
1110551.36% |
235684.54% |
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| Monthly Rate of Return |
112186.33% |
92545.95% |
19640.38% |
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| Buy & Hold Return |
$ 2.78 |
$ 2.78 |
$ 2.76 |
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| Avg Monthly Return |
$1 115.72 |
$1 115.72 |
$1 115.72 |
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| Monthly Return StdDev |
$4 964.37 |
$4 964.37 |
$4 964.37 |
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| Total # of Trades |
4252 |
2126 |
2126 |
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| % Profitable |
42.24% |
45.86% |
38.62% |
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| Performance Ratios |
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| Upside Potential Ratio |
10.11798764 |
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| Sharpe Ratio |
0.054187162 |
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| Annualized Sharpe Ratio |
0.187709836 |
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| Sortino Ratio |
3.105225411 |
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| Fouse Ratio |
0.676589367 |
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| Calmar Ratio |
0.018891158 |
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| Sterling Ratio |
6.09192E-05 |
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| RINA Index |
135.0543705 |
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| Net Profit as % of Largest
loss |
1381.45% |
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| Net Profit as % of Max Trade
Drawdown |
1134.79% |
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| Net Profit as % of Max
Strategy Drawdown |
817.44% |
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| Select Net Profit as % of
Largest loss |
345.43% |
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| Select Net Profit as % of Max
Trade Drawdown |
283.76% |
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| Select Net Profit as % of Max
Strategy Drawdown |
204.40% |
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| Adj Net Profit as % of Largest
loss |
1118.45% |
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| Adj Net Profit as % of Max
Trade Drawdown |
918.75% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
661.82% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 6 Mths, 28 Dys, 50 Mins |
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| Time in the Market |
28 Yrs, 6 Mths, 27 Dys, 22 Hrs |
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| Percent in the Market |
100.00% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
22/08/2024 |
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| Max Drawdown Date |
18/03/2020 |
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| Max Strategy Drawdown Date |
18/03/2020 13:30 |
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| Max Close To Close Drawdown
Date |
20/03/2020 10:50 |
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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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