| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$273 981.18 |
$215 334.72 |
$58 646.46 |
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| Gross Profit |
$1831 274.98 |
$1360 693.26 |
$470 581.72 |
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| Gross Loss |
-$1557 293.80 |
-$1145 358.54 |
-$411 935.26 |
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| Adjusted Net Profit |
$210 068.60 |
$157 000.75 |
$30 243.02 |
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| Adjusted Gross Profit |
$1793 263.39 |
$1326 153.89 |
$453 612.11 |
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| Adjusted Gross Loss |
-$1583 194.79 |
-$1169 153.14 |
-$423 369.09 |
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| Select Net Profit |
-$64 077.62 |
-$25 930.00 |
-$38 147.62 |
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| Select Gross Profit |
$989 449.46 |
$719 912.44 |
$269 537.02 |
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| Select Gross Loss |
-$1053 527.08 |
-$745 842.44 |
-$307 684.64 |
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| Account Size Required |
$30 928.38 |
$35 444.40 |
$21 343.00 |
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| Return on Account |
885.86% |
607.53% |
274.78% |
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| Return on Initial Capital |
27398118.00% |
21533472.00% |
5864646.00% |
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| Max Strategy Drawdown |
-$32 566.02 |
-$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 |
-$30 928.38 |
-$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 |
8.413099912 |
5.711375129 |
2.630225787 |
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| Profit Factor |
1.175934162 |
1.188006386 |
1.142368148 |
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| Adjusted Profit Factor |
1.132686516 |
1.134285874 |
1.071434176 |
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| Select Profit Factor |
-0.939178004 |
-0.965233944 |
-0.876017145 |
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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 |
$24 456.32 |
$15 940.28 |
$8 516.04 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
946563.93% |
743949.20% |
202614.73% |
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| Monthly Rate of Return |
78880.33% |
61995.77% |
16884.56% |
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| Buy & Hold Return |
$ 3.01 |
$ 3.01 |
$ 3.01 |
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| Avg Monthly Return |
$ 787.30 |
$ 787.30 |
$ 787.30 |
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| Monthly Return StdDev |
$3 617.22 |
$3 617.22 |
$3 617.22 |
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| Total # of Trades |
5936 |
3869 |
2067 |
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| % Profitable |
39.10% |
40.11% |
37.20% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.19074E-05 |
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| Sharpe Ratio |
-0.050252033 |
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| Annualized Sharpe Ratio |
-0.174078147 |
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| Sortino Ratio |
-0.031598106 |
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| Fouse Ratio |
-229059.3149 |
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| Calmar Ratio |
0.014830488 |
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| Sterling Ratio |
6.71032E-06 |
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| RINA Index |
-233.0939105 |
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| Net Profit as % of Largest
loss |
2646.11% |
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| Net Profit as % of Max Trade
Drawdown |
2646.63% |
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| Net Profit as % of Max
Strategy Drawdown |
841.31% |
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| Select Net Profit as % of
Largest loss |
-618.86% |
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| Select Net Profit as % of Max
Trade Drawdown |
-618.98% |
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| Select Net Profit as % of Max
Strategy Drawdown |
-196.76% |
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| Adj Net Profit as % of Largest
loss |
2028.84% |
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| Adj Net Profit as % of Max
Trade Drawdown |
2029.24% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
645.05% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 9 Dys, 2 Hrs, 15 Mins |
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| Time in the Market |
19 Yrs, 5 Mths, 11 Dys, 7 Hrs, 50
Mins |
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| Percent in the Market |
66.98% |
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| Longest flat period |
2 Mths, 9 Dys, 20 Hrs, 20 Mins |
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| Max Run-up Date |
04/08/2026 |
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| Max Drawdown Date |
09/03/2020 |
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| Max Strategy Drawdown Date |
27/07/2026 09:10 |
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| Max Close To Close Drawdown
Date |
27/07/2026 09:20 |
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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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