| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$265 914.06 |
$205 189.74 |
$60 724.32 |
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| Gross Profit |
$1767 390.06 |
$1308 233.76 |
$459 156.30 |
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| Gross Loss |
-$1501 476.00 |
-$1103 044.02 |
-$398 431.98 |
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| Adjusted Net Profit |
$203 756.62 |
$148 564.81 |
$32 928.11 |
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| Adjusted Gross Profit |
$1730 432.84 |
$1274 755.27 |
$442 500.95 |
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| Adjusted Gross Loss |
-$1526 676.21 |
-$1126 190.46 |
-$409 572.85 |
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| Select Net Profit |
-$76 148.58 |
-$39 070.58 |
-$37 078.00 |
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| Select Gross Profit |
$945 143.52 |
$684 356.92 |
$260 786.60 |
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| Select Gross Loss |
-$1021 292.10 |
-$723 427.50 |
-$297 864.60 |
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| Account Size Required |
$29 762.62 |
$35 444.40 |
$21 343.00 |
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| Return on Account |
893.45% |
578.91% |
284.52% |
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| Return on Initial Capital |
26591406.00% |
20518974.00% |
6072432.00% |
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| Max Strategy Drawdown |
-$31 541.88 |
-$37 702.78 |
-$22 297.12 |
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| Max Strategy Drawdown (%) |
-22706.00% |
-22706.00% |
-35557.89% |
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| Max Close To Close Drawdown |
-$29 762.62 |
-$35 444.40 |
-$21 343.00 |
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| Max Close To Close Drawdown
(%) |
-1642.71% |
-700.05% |
-828756.00% |
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| Return on Max Strategy
Drawdown |
8.43050763 |
5.442297358 |
2.723415401 |
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| Profit Factor |
1.177101772 |
1.186021352 |
1.152408248 |
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| Adjusted Profit Factor |
1.133464203 |
1.131918013 |
1.080396212 |
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| Select Profit Factor |
-0.925438981 |
-0.945992404 |
-0.875520622 |
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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 |
$24 048.44 |
$15 647.76 |
$8 400.68 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
934526.17% |
721117.12% |
213409.05% |
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| Monthly Rate of Return |
77877.18% |
60093.09% |
17784.09% |
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| Buy & Hold Return |
$ 2.76 |
$ 2.76 |
$ 2.76 |
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| Avg Monthly Return |
$ 777.53 |
$ 777.53 |
$ 777.53 |
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| Monthly Return StdDev |
$3 493.18 |
$3 493.18 |
$3 493.18 |
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| Total # of Trades |
5837 |
3798 |
2039 |
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| % Profitable |
39.18% |
40.21% |
37.27% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.18985E-05 |
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| Sharpe Ratio |
-0.050691144 |
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| Annualized Sharpe Ratio |
-0.175599275 |
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| Sortino Ratio |
-0.0317988 |
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| Fouse Ratio |
-234186.1569 |
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| Calmar Ratio |
0.015417468 |
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| Sterling Ratio |
6.71032E-06 |
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| RINA Index |
-279.0793062 |
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| Net Profit as % of Largest
loss |
2568.20% |
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| Net Profit as % of Max Trade
Drawdown |
2568.71% |
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| Net Profit as % of Max
Strategy Drawdown |
843.05% |
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| Select Net Profit as % of
Largest loss |
-735.44% |
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| Select Net Profit as % of Max
Trade Drawdown |
-735.59% |
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| Select Net Profit as % of Max
Strategy Drawdown |
-241.42% |
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| Adj Net Profit as % of Largest
loss |
1967.88% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1968.27% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
645.99% |
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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 |
19 Yrs, 3 Mths, 23 Dys, 15 Hrs, 15
Mins |
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| Percent in the Market |
67.68% |
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| Longest flat period |
2 Mths, 9 Dys, 20 Hrs, 20 Mins |
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| Max Run-up Date |
18/12/2024 |
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| Max Drawdown Date |
09/03/2020 |
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| Max Strategy Drawdown Date |
16/07/2025 11:30 |
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| Max Close To Close Drawdown
Date |
15/07/2025 14:10 |
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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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