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Statistics
  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