|
All trades |
Long trades |
Short trades |
Initial capital |
100000.00 |
100000.00 |
100000.00 |
Ending capital |
118955.00 |
110425.00 |
108530.00 |
Net Profit |
18955.00 |
10425.00 |
8530.00 |
Net Profit % |
18.96 % |
10.43 % |
8.53 % |
Exposure
% |
1.71 % |
0.75 % |
0.96 % |
Net Risk Adjusted Return
% |
1108.16 % |
1387.29 % |
889.44 % |
Annual Return % |
788.76 % |
248.38 % |
180.18 % |
Risk Adjusted Return
% |
46112.65 % |
33053.06 % |
18787.67 % |
|
All trades |
24 |
14 (58.33 %) |
10 (41.67 %) |
Avg.
Profit/Loss |
789.79 |
744.64 |
853.00 |
Avg.
Profit/Loss % |
3.22 % |
3.10 % |
3.40 % |
Avg. Bars Held |
14.33 |
11.57 |
18.20 |
|
Winners |
17 (70.83 %) |
9 (37.50 %) |
8 (33.33 %) |
Total Profit |
37170.00 |
22517.50 |
14652.50 |
Avg. Profit |
2186.47 |
2501.94 |
1831.56 |
Avg.
Profit % |
9.22 % |
10.62 % |
7.64 % |
Avg. Bars Held |
12.24 |
7.67 |
17.38 |
Max. Consecutive |
7 |
5 |
5 |
Largest win |
3752.50 |
3752.50 |
3707.50 |
# bars in largest win |
16 |
16 |
54 |
|
Losers |
7 (29.17 %) |
5 (20.83 %) |
2 (8.33 %) |
Total Loss |
-18215.00 |
-12092.50 |
-6122.50 |
Avg. Loss |
-2602.14 |
-2418.50 |
-3061.25 |
Avg. Loss
% |
-11.34 % |
-10.44 % |
-13.59 % |
Avg. Bars Held |
19.43 |
18.60 |
21.50 |
Max. Consecutive |
2 |
2 |
1 |
Largest loss |
-6432.50 |
-6432.50 |
-4047.50 |
# bars in largest loss |
40 |
40 |
30 |
|
Max.
trade drawdown |
-6987.50 |
-6692.50 |
-6987.50 |
Max.
trade % drawdown |
-29.69 % |
-29.69 % |
-26.40 % |
Max.
system drawdown |
-12835.00 |
-9000.00 |
-6987.50 |
Max.
system % drawdown |
-12.82 % |
-8.78 % |
-6.79 % |
Recovery Factor |
1.48 |
1.16 |
1.22 |
CAR/MaxDD |
61.53 |
28.28 |
26.52 |
RAR/MaxDD |
3597.31 |
3763.00 |
2765.59 |
Profit Factor |
2.04 |
1.86 |
2.39 |
Payoff Ratio |
0.84 |
1.03 |
0.60 |
Standard
Error |
4096.19 |
3527.61 |
1940.20 |
Risk-Reward
Ratio |
70.39 |
55.89 |
46.99 |
Ulcer
Index |
3.75 |
4.19 |
2.13 |
Ulcer
Performance Index |
208.81 |
57.99 |
82.12 |
Sharpe
Ratio of trades |
10.96 |
10.76 |
11.94 |
K-Ratio |
0.0414 |
0.0329 |
0.0276 |