| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$37 520.52 |
$32 867.76 |
$4 652.76 |
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| Gross Profit |
$194 443.17 |
$126 365.41 |
$68 077.76 |
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| Gross Loss |
-$156 922.65 |
-$93 497.65 |
-$63 425.00 |
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| Adjusted Net Profit |
$29 750.82 |
$26 070.16 |
$ 501.61 |
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| Adjusted Gross Profit |
$189 762.89 |
$122 261.25 |
$65 637.05 |
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| Adjusted Gross Loss |
-$160 012.06 |
-$96 191.09 |
-$65 135.45 |
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| Select Net Profit |
$7 941.98 |
$12 294.33 |
-$4 352.35 |
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| Select Gross Profit |
$100 047.70 |
$56 654.93 |
$43 392.77 |
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| Select Gross Loss |
-$92 105.72 |
-$44 360.60 |
-$47 745.12 |
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| Account Size Required |
$4 370.72 |
$4 356.81 |
$3 175.30 |
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| Return on Account |
858.45% |
754.40% |
146.53% |
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| Return on Initial Capital |
3752052.00% |
3286776.00% |
465276.00% |
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| Max Strategy Drawdown |
-$4 705.48 |
-$4 917.90 |
-$3 476.56 |
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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 |
7.973792259 |
6.683291649 |
1.33832294 |
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| Profit Factor |
1.239102003 |
1.35153568 |
1.073358455 |
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| Adjusted Profit Factor |
1.18592863 |
1.271024721 |
1.007701014 |
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| Select Profit Factor |
1.086226784 |
1.27714526 |
-0.908841993 |
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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 |
$11 110.77 |
$5 556.03 |
$5 554.74 |
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| Open Position P/L |
$ 441.21 |
$ 441.21 |
n/a |
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| Annual Rate of Return |
130528.38% |
114342.11% |
16186.27% |
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| Monthly Rate of Return |
10877.37% |
9528.51% |
1348.86% |
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| Buy & Hold Return |
$ 3.10 |
$ 3.10 |
$ 3.08 |
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| Avg Monthly Return |
$ 109.72 |
$ 109.72 |
$ 109.72 |
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| Monthly Return StdDev |
$ 525.00 |
$ 525.00 |
$ 525.00 |
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| Total # of Trades |
4306 |
2153 |
2153 |
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| % Profitable |
40.08% |
44.03% |
36.14% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.109232367 |
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| Sharpe Ratio |
0.02519085 |
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| Annualized Sharpe Ratio |
0.087263664 |
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| Sortino Ratio |
0.036464324 |
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| Fouse Ratio |
-27.83794225 |
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| Calmar Ratio |
0.008301483 |
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| Sterling Ratio |
0.000261533 |
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| RINA Index |
106.8160849 |
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| Net Profit as % of Largest
loss |
1350.23% |
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| Net Profit as % of Max Trade
Drawdown |
1109.65% |
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| Net Profit as % of Max
Strategy Drawdown |
797.38% |
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| Select Net Profit as % of
Largest loss |
285.80% |
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| Select Net Profit as % of Max
Trade Drawdown |
234.88% |
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| Select Net Profit as % of Max
Strategy Drawdown |
168.78% |
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| Adj Net Profit as % of Largest
loss |
1070.62% |
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| Adj Net Profit as % of Max
Trade Drawdown |
879.87% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
632.26% |
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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 |
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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