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Statistics
 All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital1405725.00757870.00747855.00
Net Profit1305725.00657870.00647855.00
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 trades31421571 (50.00 %)1571 (50.00 %)
 Avg. Profit/Loss415.57418.76412.38
 Avg. Profit/Loss %0.52 %0.53 %0.51 %
 Avg. Bars Held14.4011.4217.37

Winners1327 (42.23 %)663 (21.10 %)664 (21.13 %)
 Total Profit3272390.001503825.001768565.00
 Avg. Profit2466.012268.212663.50
 Avg. Profit %3.08 %2.84 %3.31 %
 Avg. Bars Held21.5817.5125.64
 Max. Consecutive768
 Largest win25085.0022695.0025085.00
 # bars in largest win747774

Losers1815 (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 Held9.156.9711.32
 Max. Consecutive91012
 Largest loss-16800.00-11900.00-16800.00
 # bars in largest loss222

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 Factor26.9421.629.92
CAR/MaxDD21.5813.6911.73
RAR/MaxDD784.031258.13704.79
Profit Factor1.661.781.58
Payoff Ratio2.282.432.16
Standard Error36155.7913849.7134571.52
Risk-Reward Ratio16.1820.848.57
Ulcer Index1.581.803.59
Ulcer Performance Index140.0878.9739.14
Sharpe Ratio of trades5.356.804.37
K-Ratio0.05090.06550.0270