| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$34 265.74 |
$29 597.87 |
$4 667.87 |
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| Gross Profit |
$187 442.88 |
$121 018.47 |
$66 424.41 |
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| Gross Loss |
-$153 177.14 |
-$91 420.60 |
-$61 756.54 |
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| Adjusted Net Profit |
$26 709.57 |
$23 008.18 |
$ 605.98 |
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| Adjusted Gross Profit |
$182 915.33 |
$117 073.38 |
$64 035.29 |
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| Adjusted Gross Loss |
-$156 205.75 |
-$94 065.20 |
-$63 429.31 |
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| Select Net Profit |
$6 015.63 |
$10 588.19 |
-$4 572.56 |
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| Select Gross Profit |
$96 667.65 |
$54 086.98 |
$42 580.67 |
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| Select Gross Loss |
-$90 652.02 |
-$43 498.79 |
-$47 153.23 |
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| Account Size Required |
$4 370.72 |
$4 356.81 |
$3 175.30 |
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| Return on Account |
783.98% |
679.35% |
147.01% |
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| Return on Initial Capital |
3426574.00% |
2959787.00% |
466787.00% |
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| Max Strategy Drawdown |
-$4 705.48 |
-$4 917.90 |
-$3 387.88 |
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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 |
7.282092369 |
6.018396063 |
1.377814444 |
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| Profit Factor |
1.22370009 |
1.323754931 |
1.075585031 |
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| Adjusted Profit Factor |
1.1709897 |
1.244598212 |
1.009553702 |
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| Select Profit Factor |
1.06635958 |
1.243413437 |
-0.90302764 |
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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 |
$11 023.05 |
$5 512.17 |
$5 510.88 |
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| Open Position P/L |
-$ 76.29 |
-$ 76.29 |
n/a |
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| Annual Rate of Return |
120260.59% |
103878.02% |
16382.57% |
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| Monthly Rate of Return |
10021.72% |
8656.50% |
1365.21% |
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| Buy & Hold Return |
$ 2.78 |
$ 2.78 |
$ 2.77 |
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| Avg Monthly Return |
$ 99.68 |
$ 99.68 |
$ 99.68 |
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| Monthly Return StdDev |
$ 502.72 |
$ 502.72 |
$ 502.72 |
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| Total # of Trades |
4272 |
2136 |
2136 |
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| % Profitable |
40.12% |
44.05% |
36.19% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.109150293 |
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| Sharpe Ratio |
0.025232474 |
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| Annualized Sharpe Ratio |
0.087407854 |
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| Sortino Ratio |
0.036683905 |
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| Fouse Ratio |
-27.83796567 |
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| Calmar Ratio |
0.009350114 |
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| Sterling Ratio |
0.000261533 |
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| RINA Index |
82.2020849 |
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| Net Profit as % of Largest
loss |
1233.10% |
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| Net Profit as % of Max Trade
Drawdown |
1013.39% |
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| Net Profit as % of Max
Strategy Drawdown |
728.21% |
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| Select Net Profit as % of
Largest loss |
216.48% |
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| Select Net Profit as % of Max
Trade Drawdown |
177.91% |
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| Select Net Profit as % of Max
Strategy Drawdown |
127.84% |
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| Adj Net Profit as % of Largest
loss |
961.18% |
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| Adj Net Profit as % of Max
Trade Drawdown |
789.92% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
567.63% |
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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 |
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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