| All trades | Long trades | Short trades |
Initial capital | 100000.00 | 100000.00 | 100000.00 |
Ending capital | 103845.00 | 103135.00 | 100710.00 |
Net Profit | 3845.00 | 3135.00 | 710.00 |
Net Profit % | 3.84 % | 3.13 % | 0.71 % |
Exposure % | 10.27 % | 6.77 % | 3.50 % |
Net Risk Adjusted Return % | 37.42 % | 46.29 % | 20.27 % |
Annual Return % | 3027.41 % | 1572.26 % | 90.71 % |
Risk Adjusted Return % | 29466.62 % | 23216.81 % | 2590.28 % |
|
All trades | 6 | 3 (50.00 %) | 3 (50.00 %) |
Avg. Profit/Loss | 640.83 | 1045.00 | 236.67 |
Avg. Profit/Loss % | 0.88 % | 1.46 % | 0.30 % |
Avg. Bars Held | 51.67 | 74.00 | 29.33 |
|
Winners | 3 (50.00 %) | 2 (33.33 %) | 1 (16.67 %) |
Total Profit | 14865.00 | 6680.00 | 8185.00 |
Avg. Profit | 4955.00 | 3340.00 | 8185.00 |
Avg. Profit % | 6.77 % | 4.59 % | 11.14 % |
Avg. Bars Held | 81.33 | 88.50 | 67.00 |
Max. Consecutive | 2 | 2 | 1 |
Largest win | 8185.00 | 3605.00 | 8185.00 |
# bars in largest win | 67 | 90 | 67 |
|
Losers | 3 (50.00 %) | 1 (16.67 %) | 2 (33.33 %) |
Total Loss | -11020.00 | -3545.00 | -7475.00 |
Avg. Loss | -3673.33 | -3545.00 | -3737.50 |
Avg. Loss % | -5.01 % | -4.79 % | -5.12 % |
Avg. Bars Held | 22.00 | 45.00 | 10.50 |
Max. Consecutive | 2 | 1 | 1 |
Largest loss | -4615.00 | -3545.00 | -4615.00 |
# bars in largest loss | 15 | 45 | 15 |
|
Max. trade drawdown | -5360.00 | -5130.00 | -5360.00 |
Max. trade % drawdown | -7.29 % | -6.34 % | -7.29 % |
Max. system drawdown | -11205.00 | -6590.00 | -7270.00 |
Max. system % drawdown | -10.14 % | -6.26 % | -6.73 % |
Recovery Factor | 0.34 | 0.48 | 0.10 |
CAR/MaxDD | 298.59 | 250.97 | 13.47 |
RAR/MaxDD | 2906.29 | 3705.88 | 384.73 |
Profit Factor | 1.35 | 1.88 | 1.09 |
Payoff Ratio | 1.35 | 0.94 | 2.19 |
Standard Error | 2681.95 | 2045.80 | 2810.41 |
Risk-Reward Ratio | 189.52 | 94.82 | 111.83 |
Ulcer Index | 4.99 | 3.15 | 3.98 |
Ulcer Performance Index | 606.12 | 497.09 | 21.46 |
Sharpe Ratio of trades | 3.58 | 7.04 | 1.33 |
K-Ratio | 0.0310 | 0.0155 | 0.0183 |