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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital732690.00630565.00302125.00
Net Profit532690.00430565.00102125.00
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 costs261000.00134000.00127000.00

All trades1305670 (51.34 %)635 (48.66 %)
 Avg. Profit/Loss408.19642.63160.83
 Avg. Profit/Loss %0.84 %1.42 %0.23 %
 Avg. Bars Held45.7046.3645.00

Winners519 (39.77 %)288 (22.07 %)231 (17.70 %)
 Total Profit2431285.001328140.001103145.00
 Avg. Profit4684.564611.604775.52
 Avg. Profit %9.03 %9.13 %8.89 %
 Avg. Bars Held71.9371.7872.10
 Max. Consecutive896
 Largest win71935.0071935.0027705.00
 # bars in largest win123123146

Losers786 (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 Held28.3827.1829.50
 Max. Consecutive91010
 Largest loss-11905.00-11905.00-11305.00
 # bars in largest loss383826

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 Factor8.7810.461.24
CAR/MaxDD2.222.970.21
RAR/MaxDD207.37513.9043.49
Profit Factor1.281.481.10
Payoff Ratio1.941.961.93
Standard Error33521.9628217.8830838.54
Risk-Reward Ratio2.581.901.07
Ulcer Index4.593.0215.33
Ulcer Performance Index5.096.510.19
Sharpe Ratio of trades1.572.380.49
K-Ratio0.01230.00910.0051