| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 826735.00 | 709445.00 | 317290.00 |
Net Profit | 626735.00 | 509445.00 | 117290.00 |
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 costs | 212600.00 | 106400.00 | 106200.00 |
|
All trades | 1063 | 532 (50.05 %) | 531 (49.95 %) |
Avg. Profit/Loss | 589.59 | 957.60 | 220.89 |
Avg. Profit/Loss % | 1.21 % | 2.12 % | 0.30 % |
Avg. Bars Held | 90.95 | 90.16 | 91.75 |
|
Winners | 449 (42.24 %) | 242 (22.77 %) | 207 (19.47 %) |
Total Profit | 2903060.00 | 1572480.00 | 1330580.00 |
Avg. Profit | 6465.61 | 6497.85 | 6427.92 |
Avg. Profit % | 12.53 % | 12.94 % | 12.05 % |
Avg. Bars Held | 139.55 | 136.52 | 143.09 |
Max. Consecutive | 7 | 5 | 8 |
Largest win | 68570.00 | 68570.00 | 33350.00 |
# bars in largest win | 130 | 130 | 438 |
|
Losers | 614 (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 Held | 55.41 | 51.47 | 58.94 |
Max. Consecutive | 13 | 9 | 11 |
Largest loss | -19270.00 | -17475.00 | -19270.00 |
# bars in largest loss | 16 | 40 | 16 |
|
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 Factor | 5.13 | 6.47 | 1.13 |
CAR/MaxDD | 1.49 | 1.83 | 0.23 |
RAR/MaxDD | 62.64 | 152.21 | 19.67 |
Profit Factor | 1.28 | 1.48 | 1.10 |
Payoff Ratio | 1.74 | 1.77 | 1.72 |
Standard Error | 43207.66 | 35740.90 | 25114.53 |
Risk-Reward Ratio | 2.01 | 1.61 | 1.16 |
Ulcer Index | 6.29 | 4.08 | 14.80 |
Ulcer Performance Index | 4.27 | 5.62 | 0.28 |
Sharpe Ratio of trades | 1.21 | 1.99 | 0.31 |
K-Ratio | 0.0095 | 0.0076 | 0.0055 |