| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$332 327.54 |
$237 651.62 |
$94 675.92 |
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| Gross Profit |
$1614 901.40 |
$1267 134.16 |
$347 767.24 |
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| Gross Loss |
-$1282 573.86 |
-$1029 482.54 |
-$253 091.32 |
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| Adjusted Net Profit |
$270 658.37 |
$179 585.83 |
$70 932.80 |
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| Adjusted Gross Profit |
$1577 901.67 |
$1232 736.20 |
$332 911.36 |
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| Adjusted Gross Loss |
-$1307 243.30 |
-$1053 150.37 |
-$261 978.56 |
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| Select Net Profit |
$4 569.04 |
-$6 857.50 |
$11 426.54 |
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| Select Gross Profit |
$919 015.90 |
$698 592.24 |
$220 423.66 |
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| Select Gross Loss |
-$914 446.86 |
-$705 449.74 |
-$208 997.12 |
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| Account Size Required |
$19 140.08 |
$21 588.26 |
$12 694.20 |
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| Return on Account |
1736.29% |
1100.84% |
745.82% |
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| Return on Initial Capital |
33232754.00% |
23765162.00% |
9467592.00% |
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| Max Strategy Drawdown |
-$22 181.98 |
-$22 725.76 |
-$14 310.82 |
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| Max Strategy Drawdown (%) |
-407.80% |
-353.53% |
-136826.00% |
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| Max Close To Close Drawdown |
-$19 140.08 |
-$21 588.26 |
-$12 694.20 |
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| Max Close To Close Drawdown
(%) |
-759.09% |
-638.17% |
-131620.00% |
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| Return on Max Strategy
Drawdown |
14.98186997 |
10.45736732 |
6.61568799 |
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| Profit Factor |
1.259109865 |
1.230845702 |
1.3740781 |
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| Adjusted Profit Factor |
1.207045137 |
1.170522498 |
1.270758042 |
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| Select Profit Factor |
1.004996507 |
-0.990279251 |
1.054673194 |
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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 |
$18 984.96 |
$13 385.88 |
$5 599.08 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
1167929.16% |
835200.89% |
332728.27% |
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| Monthly Rate of Return |
97327.43% |
69600.07% |
27727.36% |
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| Buy & Hold Return |
$ 2.77 |
$ 2.77 |
$ 2.74 |
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| Avg Monthly Return |
$ 971.72 |
$ 971.72 |
$ 971.72 |
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| Monthly Return StdDev |
$3 388.89 |
$3 388.89 |
$3 388.89 |
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| Total # of Trades |
4608 |
3249 |
1359 |
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| % Profitable |
41.34% |
41.77% |
40.32% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.95476E-06 |
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| Sharpe Ratio |
-0.053793903 |
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| Annualized Sharpe Ratio |
-0.186347547 |
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| Sortino Ratio |
-0.033168031 |
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| Fouse Ratio |
-138667.5973 |
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| Calmar Ratio |
0.022024573 |
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| Sterling Ratio |
9.81061E-06 |
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| RINA Index |
16.54792611 |
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| Net Profit as % of Largest
loss |
2933.39% |
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| Net Profit as % of Max Trade
Drawdown |
2933.93% |
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| Net Profit as % of Max
Strategy Drawdown |
1498.19% |
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| Select Net Profit as % of
Largest loss |
40.33% |
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| Select Net Profit as % of Max
Trade Drawdown |
40.34% |
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| Select Net Profit as % of Max
Strategy Drawdown |
20.60% |
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| Adj Net Profit as % of Largest
loss |
2389.05% |
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| Adj Net Profit as % of Max
Trade Drawdown |
2389.48% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
1220.17% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 6 Mths, 13 Dys, 23 Hrs, 30
Mins |
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| Time in the Market |
18 Yrs, 3 Mths, 15 Dys, 9 Hrs, 5
Mins |
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| Percent in the Market |
64.09% |
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| Longest flat period |
2 Mths, 10 Dys, 3 Hrs, 50 Mins |
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| Max Run-up Date |
07/04/2020 |
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| Max Drawdown Date |
09/03/2020 |
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| Max Strategy Drawdown Date |
12/07/2022 14:20 |
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| Max Close To Close Drawdown
Date |
09/03/2020 08:50 |
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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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