| | All trades | Long trades | Short trades |
|---|
| Initial capital | 100000.00 | 100000.00 | 100000.00 |
|---|
| Ending capital | 1405725.00 | 757870.00 | 747855.00 |
|---|
| Net Profit | 1305725.00 | 657870.00 | 647855.00 |
|---|
| Net Profit % | 1305.72 % | 657.87 % | 647.85 % |
|---|
| Exposure % | 2.75 % | 1.09 % | 1.66 % |
|---|
| Net Risk Adjusted Return % | 47447.42 % | 60448.96 % | 38942.15 % |
|---|
| Annual Return % | 226.18 % | 147.43 % | 145.96 % |
|---|
| Risk Adjusted Return % | 8219.01 % | 13546.41 % | 8773.48 % |
|---|
|
| All trades | 3142 | 1571 (50.00 %) | 1571 (50.00 %) |
|---|
| Avg. Profit/Loss | 415.57 | 418.76 | 412.38 |
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| Avg. Profit/Loss % | 0.52 % | 0.53 % | 0.51 % |
|---|
| Avg. Bars Held | 14.40 | 11.42 | 17.37 |
|---|
|
| Winners | 1327 (42.23 %) | 663 (21.10 %) | 664 (21.13 %) |
|---|
| Total Profit | 3272390.00 | 1503825.00 | 1768565.00 |
|---|
| Avg. Profit | 2466.01 | 2268.21 | 2663.50 |
|---|
| Avg. Profit % | 3.08 % | 2.84 % | 3.31 % |
|---|
| Avg. Bars Held | 21.58 | 17.51 | 25.64 |
|---|
| Max. Consecutive | 7 | 6 | 8 |
|---|
| Largest win | 25085.00 | 22695.00 | 25085.00 |
|---|
| # bars in largest win | 74 | 77 | 74 |
|---|
|
| Losers | 1815 (57.77 %) | 908 (28.90 %) | 907 (28.87 %) |
|---|
| Total Loss | -1966665.00 | -845955.00 | -1120710.00 |
|---|
| Avg. Loss | -1083.56 | -931.67 | -1235.62 |
|---|
| Avg. Loss % | -1.35 % | -1.15 % | -1.55 % |
|---|
| Avg. Bars Held | 9.15 | 6.97 | 11.32 |
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| Max. Consecutive | 9 | 10 | 12 |
|---|
| Largest loss | -16800.00 | -11900.00 | -16800.00 |
|---|
| # bars in largest loss | 2 | 2 | 2 |
|---|
|
| Max. trade drawdown | -17050.00 | -14610.00 | -17050.00 |
|---|
| Max. trade % drawdown | -20.49 % | -16.79 % | -20.49 % |
|---|
| Max. system drawdown | -48470.00 | -30425.00 | -65330.00 |
|---|
| Max. system % drawdown | -10.48 % | -10.77 % | -12.45 % |
|---|
| Recovery Factor | 26.94 | 21.62 | 9.92 |
|---|
| CAR/MaxDD | 21.58 | 13.69 | 11.73 |
|---|
| RAR/MaxDD | 784.03 | 1258.13 | 704.79 |
|---|
| Profit Factor | 1.66 | 1.78 | 1.58 |
|---|
| Payoff Ratio | 2.28 | 2.43 | 2.16 |
|---|
| Standard Error | 36155.79 | 13849.71 | 34571.52 |
|---|
| Risk-Reward Ratio | 16.18 | 20.84 | 8.57 |
|---|
| Ulcer Index | 1.58 | 1.80 | 3.59 |
|---|
| Ulcer Performance Index | 140.08 | 78.97 | 39.14 |
|---|
| Sharpe Ratio of trades | 5.35 | 6.80 | 4.37 |
|---|
| K-Ratio | 0.0509 | 0.0655 | 0.0270 |
|---|