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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital1542912.501097372.50645540.00
Net Profit1342912.50897372.50445540.00
Net Profit %671.46 %448.69 %222.77 %
Exposure %10.47 %5.22 %5.25 %
Net Risk Adjusted Return %6416.05 %8599.04 %4245.35 %
Annual Return %49.61 %39.89 %25.99 %
Risk Adjusted Return %474.07 %764.50 %495.37 %
Total transaction costs223400.00111800.00111600.00

All trades1117559 (50.04 %)558 (49.96 %)
 Avg. Profit/Loss1202.251605.32798.46
 Avg. Profit/Loss %0.27 %0.40 %0.14 %
 Avg. Bars Held86.4985.5287.46

Winners496 (44.40 %)255 (22.83 %)241 (21.58 %)
 Total Profit4242527.502288572.501953955.00
 Avg. Profit8553.488974.798107.70
 Avg. Profit %1.79 %1.96 %1.61 %
 Avg. Bars Held128.64127.74129.59
 Max. Consecutive779
 Largest win84237.5084237.5046230.00
 # bars in largest win135135274

Losers621 (55.60 %)304 (27.22 %)317 (28.38 %)
 Total Loss-2899615.00-1391200.00-1508415.00
 Avg. Loss-4669.27-4576.32-4758.41
 Avg. Loss %-0.94 %-0.91 %-0.98 %
 Avg. Bars Held52.8250.1155.43
 Max. Consecutive11710
 Largest loss-26177.50-18827.50-26177.50
 # bars in largest loss291829

Max. trade drawdown-26177.50-19392.50-26177.50
Max. trade % drawdown-5.99 %-4.33 %-5.99 %
Max. system drawdown-140780.00-87572.50-130247.50
Max. system % drawdown-16.77 %-12.63 %-43.68 %
Recovery Factor9.5410.253.42
CAR/MaxDD2.963.160.60
RAR/MaxDD28.2660.5311.34
Profit Factor1.461.651.30
Payoff Ratio1.831.961.70
Standard Error66712.5241088.3851735.54
Risk-Reward Ratio3.443.211.89
Ulcer Index4.953.3613.25
Ulcer Performance Index8.9310.251.55
Sharpe Ratio of trades1.742.390.95
K-Ratio0.01630.01520.0089