| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$421 383.16 |
$351 741.58 |
$69 641.58 |
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| Gross Profit |
$1914 888.54 |
$1237 766.66 |
$677 121.88 |
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| Gross Loss |
-$1493 505.38 |
-$886 025.08 |
-$607 480.30 |
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| Adjusted Net Profit |
$346 322.12 |
$286 217.05 |
$29 329.39 |
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| Adjusted Gross Profit |
$1869 854.15 |
$1198 267.94 |
$653 561.80 |
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| Adjusted Gross Loss |
-$1523 532.03 |
-$912 050.89 |
-$624 232.40 |
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| Select Net Profit |
$120 708.26 |
$134 979.68 |
-$14 271.42 |
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| Select Gross Profit |
$996 047.18 |
$556 052.54 |
$439 994.64 |
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| Select Gross Loss |
-$875 338.92 |
-$421 072.86 |
-$454 266.06 |
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| Account Size Required |
$43 512.08 |
$43 416.34 |
$33 683.42 |
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| Return on Account |
968.43% |
810.16% |
206.75% |
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| Return on Initial Capital |
42138316.00% |
35174158.00% |
6964158.00% |
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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 |
-$33 683.42 |
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| Max Close To Close Drawdown
(%) |
-1362.33% |
-714.88% |
-1899.03% |
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| Return on Max Strategy
Drawdown |
8.979982406 |
7.168071717 |
1.865360158 |
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| Profit Factor |
1.282143717 |
1.396988288 |
1.114640063 |
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| Adjusted Profit Factor |
1.227315283 |
1.313816968 |
1.046984735 |
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| Select Profit Factor |
1.137898884 |
1.320561339 |
-0.968583565 |
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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 |
$17 643.90 |
$8 822.98 |
$8 820.92 |
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| Open Position P/L |
$4 422.94 |
$4 422.94 |
n/a |
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| Annual Rate of Return |
1465930.19% |
1223657.35% |
242272.84% |
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| Monthly Rate of Return |
122160.85% |
101971.45% |
20189.40% |
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| Buy & Hold Return |
$ 3.10 |
$ 3.10 |
$ 3.08 |
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| Avg Monthly Return |
$1 230.65 |
$1 230.65 |
$1 230.65 |
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| Monthly Return StdDev |
$5 160.26 |
$5 160.26 |
$5 160.26 |
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| Total # of Trades |
4282 |
2141 |
2141 |
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| % Profitable |
42.22% |
45.87% |
38.58% |
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| Performance Ratios |
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| Upside Potential Ratio |
10.11936948 |
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| Sharpe Ratio |
0.053959057 |
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| Annualized Sharpe Ratio |
0.186919655 |
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| Sortino Ratio |
3.078762151 |
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| Fouse Ratio |
0.657427437 |
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| Calmar Ratio |
0.009881612 |
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| Sterling Ratio |
6.09192E-05 |
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| RINA Index |
167.3104116 |
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| Net Profit as % of Largest
loss |
1517.59% |
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| Net Profit as % of Max Trade
Drawdown |
1246.62% |
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| Net Profit as % of Max
Strategy Drawdown |
898.00% |
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| Select Net Profit as % of
Largest loss |
434.72% |
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| Select Net Profit as % of Max
Trade Drawdown |
357.10% |
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| Select Net Profit as % of Max
Strategy Drawdown |
257.24% |
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| Adj Net Profit as % of Largest
loss |
1247.26% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1024.56% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
738.04% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 10 Mths, 3 Hrs, 35 Mins |
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| Time in the Market |
28 Yrs, 10 Mths, 45 Mins |
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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 |
17/04/2026 |
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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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