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Statistics
 All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital685075.00354312.50430762.50
Net Profit585075.00254312.50330762.50
Net Profit %585.07 %254.31 %330.76 %
Exposure %12.65 %9.53 %3.12 %
Net Risk Adjusted Return %4623.43 %2667.87 %10594.11 %
Annual Return %46.15 %28.33 %33.37 %
Risk Adjusted Return %364.69 %297.21 %1068.89 %
Total transaction costs303400.00212600.0090800.00

All trades15171063 (70.07 %)454 (29.93 %)
 Avg. Profit/Loss385.68239.24728.55
 Avg. Profit/Loss %0.09 %0.07 %0.15 %
 Avg. Bars Held40.5143.4633.61

Winners693 (45.68 %)471 (31.05 %)222 (14.63 %)
 Total Profit3223392.502209985.001013407.50
 Avg. Profit4651.364692.114564.90
 Avg. Profit %0.96 %0.98 %0.92 %
 Avg. Bars Held48.4554.0036.67
 Max. Consecutive879
 Largest win35172.5035172.5028652.50
 # bars in largest win666649

Losers824 (54.32 %)592 (39.02 %)232 (15.29 %)
 Total Loss-2638317.50-1955672.50-682645.00
 Avg. Loss-3201.84-3303.50-2942.44
 Avg. Loss %-0.64 %-0.66 %-0.59 %
 Avg. Bars Held33.8335.0730.68
 Max. Consecutive9811
 Largest loss-18882.50-18882.50-17130.00
 # bars in largest loss222218

Max. trade drawdown-19392.50-19392.50-17690.00
Max. trade % drawdown-3.82 %-3.82 %-3.40 %
Max. system drawdown-105525.00-90232.50-61387.50
Max. system % drawdown-26.44 %-30.38 %-31.43 %
Recovery Factor5.542.825.39
CAR/MaxDD1.750.931.06
RAR/MaxDD13.809.7834.01
Profit Factor1.221.131.48
Payoff Ratio1.451.421.55
Standard Error44280.0327136.2935007.35
Risk-Reward Ratio2.120.892.00
Ulcer Index8.6411.019.29
Ulcer Performance Index4.722.083.01
Sharpe Ratio of trades1.631.103.10
K-Ratio0.01010.00420.0095