| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 732690.00 | 630565.00 | 302125.00 |
Net Profit | 532690.00 | 430565.00 | 102125.00 |
Net Profit % | 266.34 % | 215.28 % | 51.06 % |
Exposure % | 1.07 % | 0.58 % | 0.49 % |
Net Risk Adjusted Return % | 24926.49 % | 37299.23 % | 10392.39 % |
Annual Return % | 28.79 % | 25.08 % | 8.37 % |
Risk Adjusted Return % | 2694.53 % | 4345.09 % | 1703.69 % |
Total transaction costs | 261000.00 | 134000.00 | 127000.00 |
|
All trades | 1305 | 670 (51.34 %) | 635 (48.66 %) |
Avg. Profit/Loss | 408.19 | 642.63 | 160.83 |
Avg. Profit/Loss % | 0.84 % | 1.42 % | 0.23 % |
Avg. Bars Held | 45.70 | 46.36 | 45.00 |
|
Winners | 519 (39.77 %) | 288 (22.07 %) | 231 (17.70 %) |
Total Profit | 2431285.00 | 1328140.00 | 1103145.00 |
Avg. Profit | 4684.56 | 4611.60 | 4775.52 |
Avg. Profit % | 9.03 % | 9.13 % | 8.89 % |
Avg. Bars Held | 71.93 | 71.78 | 72.10 |
Max. Consecutive | 8 | 9 | 6 |
Largest win | 71935.00 | 71935.00 | 27705.00 |
# bars in largest win | 123 | 123 | 146 |
|
Losers | 786 (60.23 %) | 382 (29.27 %) | 404 (30.96 %) |
Total Loss | -1898595.00 | -897575.00 | -1001020.00 |
Avg. Loss | -2415.52 | -2349.67 | -2477.77 |
Avg. Loss % | -4.56 % | -4.40 % | -4.72 % |
Avg. Bars Held | 28.38 | 27.18 | 29.50 |
Max. Consecutive | 9 | 10 | 10 |
Largest loss | -11905.00 | -11905.00 | -11305.00 |
# bars in largest loss | 38 | 38 | 26 |
|
Max. trade drawdown | -13415.00 | -13415.00 | -11560.00 |
Max. trade % drawdown | -30.97 % | -25.15 % | -30.97 % |
Max. system drawdown | -60640.00 | -41170.00 | -82055.00 |
Max. system % drawdown | -12.99 % | -8.46 % | -39.17 % |
Recovery Factor | 8.78 | 10.46 | 1.24 |
CAR/MaxDD | 2.22 | 2.97 | 0.21 |
RAR/MaxDD | 207.37 | 513.90 | 43.49 |
Profit Factor | 1.28 | 1.48 | 1.10 |
Payoff Ratio | 1.94 | 1.96 | 1.93 |
Standard Error | 33521.96 | 28217.88 | 30838.54 |
Risk-Reward Ratio | 2.58 | 1.90 | 1.07 |
Ulcer Index | 4.59 | 3.02 | 15.33 |
Ulcer Performance Index | 5.09 | 6.51 | 0.19 |
Sharpe Ratio of trades | 1.57 | 2.38 | 0.49 |
K-Ratio | 0.0123 | 0.0091 | 0.0051 |