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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital826735.00709445.00317290.00
Net Profit626735.00509445.00117290.00
Net Profit %313.37 %254.72 %58.65 %
Exposure %2.37 %1.21 %1.17 %
Net Risk Adjusted Return %13208.69 %21132.17 %5025.03 %
Annual Return %32.29 %28.36 %9.53 %
Risk Adjusted Return %1361.16 %2352.87 %816.35 %
Total transaction costs212600.00106400.00106200.00

All trades1063532 (50.05 %)531 (49.95 %)
 Avg. Profit/Loss589.59957.60220.89
 Avg. Profit/Loss %1.21 %2.12 %0.30 %
 Avg. Bars Held90.9590.1691.75

Winners449 (42.24 %)242 (22.77 %)207 (19.47 %)
 Total Profit2903060.001572480.001330580.00
 Avg. Profit6465.616497.856427.92
 Avg. Profit %12.53 %12.94 %12.05 %
 Avg. Bars Held139.55136.52143.09
 Max. Consecutive758
 Largest win68570.0068570.0033350.00
 # bars in largest win130130438

Losers614 (57.76 %)290 (27.28 %)324 (30.48 %)
 Total Loss-2276325.00-1063035.00-1213290.00
 Avg. Loss-3707.37-3665.64-3744.72
 Avg. Loss %-7.06 %-6.90 %-7.21 %
 Avg. Bars Held55.4151.4758.94
 Max. Consecutive13911
 Largest loss-19270.00-17475.00-19270.00
 # bars in largest loss164016

Max. trade drawdown-23940.00-23940.00-19270.00
Max. trade % drawdown-41.44 %-41.44 %-40.23 %
Max. system drawdown-122250.00-78765.00-103710.00
Max. system % drawdown-21.73 %-15.46 %-41.49 %
Recovery Factor5.136.471.13
CAR/MaxDD1.491.830.23
RAR/MaxDD62.64152.2119.67
Profit Factor1.281.481.10
Payoff Ratio1.741.771.72
Standard Error43207.6635740.9025114.53
Risk-Reward Ratio2.011.611.16
Ulcer Index6.294.0814.80
Ulcer Performance Index4.275.620.28
Sharpe Ratio of trades1.211.990.31
K-Ratio0.00950.00760.0055