| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$37 537.61 |
$33 388.18 |
$4 149.43 |
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| Gross Profit |
$198 629.07 |
$128 859.37 |
$69 769.70 |
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| Gross Loss |
-$161 091.46 |
-$95 471.19 |
-$65 620.27 |
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| Adjusted Net Profit |
$29 632.03 |
$26 495.85 |
-$ 98.30 |
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| Adjusted Gross Profit |
$193 875.49 |
$124 702.62 |
$67 279.51 |
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| Adjusted Gross Loss |
-$164 243.46 |
-$98 206.77 |
-$67 377.82 |
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| Select Net Profit |
$7 742.21 |
$12 847.57 |
-$5 105.36 |
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| Select Gross Profit |
$102 237.51 |
$58 051.39 |
$44 186.12 |
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| Select Gross Loss |
-$94 495.30 |
-$45 203.82 |
-$49 291.48 |
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| Account Size Required |
$4 370.72 |
$4 356.81 |
$3 175.30 |
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| Return on Account |
858.84% |
766.34% |
130.68% |
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| Return on Initial Capital |
3753761.00% |
3338818.00% |
414943.00% |
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| Max Strategy Drawdown |
-$4 705.48 |
-$4 917.90 |
-$3 592.71 |
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| Max Strategy Drawdown (%) |
-2129.00% |
-2129.00% |
-1365.48% |
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| Max Close To Close Drawdown |
-$4 370.72 |
-$4 356.81 |
-$3 175.30 |
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| Max Close To Close Drawdown
(%) |
-1854.48% |
-845.05% |
-2714.06% |
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| Return on Max Strategy
Drawdown |
7.977424195 |
6.789113239 |
1.154958235 |
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| Profit Factor |
1.233020484 |
1.349719952 |
1.063233967 |
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| Adjusted Profit Factor |
1.180415303 |
1.269796593 |
-0.998541017 |
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| Select Profit Factor |
1.081932223 |
1.284214254 |
-0.896425102 |
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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 |
$11 244.93 |
$5 623.11 |
$5 621.82 |
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| Open Position P/L |
-$ 191.29 |
-$ 191.29 |
n/a |
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| Annual Rate of Return |
129514.63% |
115198.00% |
14316.63% |
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| Monthly Rate of Return |
10792.89% |
9599.83% |
1193.05% |
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| Buy & Hold Return |
$ 3.03 |
$ 3.03 |
$ 3.01 |
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| Avg Monthly Return |
$ 107.01 |
$ 107.01 |
$ 107.01 |
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| Monthly Return StdDev |
$ 536.06 |
$ 536.06 |
$ 536.06 |
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| Total # of Trades |
4358 |
2179 |
2179 |
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| % Profitable |
40.06% |
44.10% |
36.03% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.109254643 |
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| Sharpe Ratio |
0.025069807 |
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| Annualized Sharpe Ratio |
0.086844359 |
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| Sortino Ratio |
0.036352582 |
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| Fouse Ratio |
-27.50150389 |
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| Calmar Ratio |
0.008301483 |
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| Sterling Ratio |
0.000261533 |
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| RINA Index |
102.6921114 |
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| Net Profit as % of Largest
loss |
1350.84% |
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| Net Profit as % of Max Trade
Drawdown |
1110.16% |
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| Net Profit as % of Max
Strategy Drawdown |
797.74% |
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| Select Net Profit as % of
Largest loss |
278.61% |
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| Select Net Profit as % of Max
Trade Drawdown |
228.97% |
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| Select Net Profit as % of Max
Strategy Drawdown |
164.54% |
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| Adj Net Profit as % of Largest
loss |
1066.35% |
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| Adj Net Profit as % of Max
Trade Drawdown |
876.35% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
629.73% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 23 Dys, 3 Hrs, 35 Mins |
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| Time in the Market |
29 Yrs, 23 Dys, 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 |
07/04/2025 |
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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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