Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo

Statistics
 All tradesLong tradesShort trades
Initial capital1000000.001000000.001000000.00
Ending capital4395461.943021969.432373492.51
Net Profit3395461.942021969.431373492.51
Net Profit %339.55% 202.20% 137.35%
Exposure %4.75% 2.36% 2.39%
Net Risk Adjusted Return %7150.23% 8554.10% 5758.88%
Annual Return %25.99% 18.84% 14.44%
Risk Adjusted Return %547.33% 796.88% 605.46%
Total transaction costs1482238.06718408.57763829.49

All trades908443 (48.79 %)465 (51.21 %)
 Avg. Profit/Loss3739.504564.272953.75
 Avg. Profit/Loss %1.29% 1.44% 1.15%
 Avg. Bars Held42.7743.2642.30

Winners342 (37.67 %)177 (19.49 %)165 (18.17 %)
 Total Profit16572693.338613395.757959297.58
 Avg. Profit48458.1748663.2548238.17
 Avg. Profit %12.81% 12.82% 12.80%
 Avg. Bars Held70.9070.3271.53
 Max. Consecutive765
 Largest win376349.57376349.57326108.96
 # bars in largest win150150103

Losers566 (62.33 %)266 (29.30 %)300 (33.04 %)
 Total Loss-13177231.38-6591426.31-6585805.07
 Avg. Loss-23281.33-24779.80-21952.68
 Avg. Loss %-5.67% -6.13% -5.26%
 Avg. Bars Held25.7725.2526.23
 Max. Consecutive121214
 Largest loss-356455.24-265048.77-356455.24
# bars in largest loss491249

Max. trade drawdown-357951.58-297640.46-357951.58
Max. trade % drawdown-62.41-40.75-62.41
Max. system drawdown-1359109.85-1199849.42-685612.18
Max. system % drawdown-27.34% -33.06% -27.68%
Recovery Factor2.501.692.00
CAR/MaxDD0.950.570.52
RAR/MaxDD20.0224.1121.87
Profit Factor1.261.311.21
Payoff Ratio2.081.962.20
Standard Error468965.83395982.41213440.63
Risk-Reward Ratio1.260.970.96
Ulcer Index10.8611.9513.93
Ulcer Performance Index1.901.120.65
Sharpe Ratio of trades2.032.131.94
K-Ratio0.010.010.01