| All trades | Long trades | Short trades |
Initial capital | 100000.00 | 100000.00 | 100000.00 |
Ending capital | 147195.00 | 105920.00 | 141275.00 |
Net Profit | 47195.00 | 5920.00 | 41275.00 |
Net Profit % | 47.19 % | 5.92 % | 41.27 % |
Exposure % | 12.41 % | 2.75 % | 9.66 % |
Net Risk Adjusted Return % | 380.30 % | 214.92 % | 427.48 % |
Annual Return % | 644163584.15 % | 930.38 % | 121893880.34 % |
Risk Adjusted Return % | 5190716791.52 % | 33777.18 % | 1262433932.90 % |
|
All trades | 17 | 8 (47.06 %) | 9 (52.94 %) |
Avg. Profit/Loss | 2776.18 | 740.00 | 4586.11 |
Avg. Profit/Loss % | 3.61 % | 0.99 % | 5.93 % |
Avg. Bars Held | 33.53 | 20.63 | 45.00 |
|
Winners | 11 (64.71 %) | 3 (17.65 %) | 8 (47.06 %) |
Total Profit | 54695.00 | 13085.00 | 41610.00 |
Avg. Profit | 4972.27 | 4361.67 | 5201.25 |
Avg. Profit % | 6.48 % | 5.81 % | 6.73 % |
Avg. Bars Held | 45.00 | 33.33 | 49.38 |
Max. Consecutive | 3 | 1 | 4 |
Largest win | 19115.00 | 8030.00 | 19115.00 |
# bars in largest win | 130 | 36 | 130 |
|
Losers | 6 (35.29 %) | 5 (29.41 %) | 1 (5.88 %) |
Total Loss | -7500.00 | -7165.00 | -335.00 |
Avg. Loss | -1250.00 | -1433.00 | -335.00 |
Avg. Loss % | -1.66 % | -1.90 % | -0.45 % |
Avg. Bars Held | 12.50 | 13.00 | 10.00 |
Max. Consecutive | 3 | 3 | 1 |
Largest loss | -3705.00 | -3705.00 | -335.00 |
# bars in largest loss | 6 | 6 | 10 |
|
Max. trade drawdown | -3705.00 | -3705.00 | -3420.00 |
Max. trade % drawdown | -4.95 % | -4.95 % | -4.36 % |
Max. system drawdown | -9410.00 | -7635.00 | -5705.00 |
Max. system % drawdown | -6.34 % | -6.90 % | -4.06 % |
Recovery Factor | 5.02 | 0.78 | 7.23 |
CAR/MaxDD | 101679955.34 | 134.74 | 30050420.33 |
RAR/MaxDD | 819344440.63 | 4891.83 | 311227029.79 |
Profit Factor | 7.29 | 1.83 | 124.21 |
Payoff Ratio | 3.98 | 3.04 | 15.53 |
Standard Error | 4082.79 | 2374.33 | 3258.72 |
Risk-Reward Ratio | 547.50 | 163.03 | 567.17 |
Ulcer Index | 1.60 | 2.95 | 1.36 |
Ulcer Performance Index | 401631032.56 | 313.68 | 89946265.78 |
Sharpe Ratio of trades | 14.35 | 7.54 | 18.22 |
K-Ratio | 0.1624 | 0.0484 | 0.1682 |