| | All trades | Long trades | Short trades |
|---|
| Initial capital | 100000.00 | 100000.00 | 100000.00 |
|---|
| Ending capital | 112225.00 | 106225.00 | 106000.00 |
|---|
| Net Profit | 12225.00 | 6225.00 | 6000.00 |
|---|
| Net Profit % | 12.23 % | 6.22 % | 6.00 % |
|---|
| Exposure % | 63.52 % | 32.22 % | 31.30 % |
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| Net Risk Adjusted Return % | 19.24 % | 19.32 % | 19.17 % |
|---|
| Annual Return % | 3721050.92 % | 24628.06 % | 20277.94 % |
|---|
| Risk Adjusted Return % | 5857620.84 % | 76434.22 % | 64778.07 % |
|---|
|
| All trades | 7 | 4 (57.14 %) | 3 (42.86 %) |
|---|
| Avg. Profit/Loss | 1746.43 | 1556.25 | 2000.00 |
|---|
| Avg. Profit/Loss % | 0.37 % | 0.33 % | 0.41 % |
|---|
| Avg. Bars Held | 43.86 | 40.00 | 49.00 |
|---|
|
| Winners | 5 (71.43 %) | 3 (42.86 %) | 2 (28.57 %) |
|---|
| Total Profit | 24395.00 | 14995.00 | 9400.00 |
|---|
| Avg. Profit | 4879.00 | 4998.33 | 4700.00 |
|---|
| Avg. Profit % | 1.01 % | 1.04 % | 0.96 % |
|---|
| Avg. Bars Held | 57.40 | 50.67 | 67.50 |
|---|
| Max. Consecutive | 4 | 2 | 2 |
|---|
| Largest win | 10505.00 | 10505.00 | 8400.00 |
|---|
| # bars in largest win | 41 | 41 | 79 |
|---|
|
| Losers | 2 (28.57 %) | 1 (14.29 %) | 1 (14.29 %) |
|---|
| Total Loss | -12170.00 | -8770.00 | -3400.00 |
|---|
| Avg. Loss | -6085.00 | -8770.00 | -3400.00 |
|---|
| Avg. Loss % | -1.23 % | -1.77 % | -0.69 % |
|---|
| Avg. Bars Held | 10.00 | 8.00 | 12.00 |
|---|
| Max. Consecutive | 2 | 1 | 1 |
|---|
| Largest loss | -8770.00 | -8770.00 | -3400.00 |
|---|
| # bars in largest loss | 8 | 8 | 12 |
|---|
|
| Max. trade drawdown | -8770.00 | -8770.00 | -3400.00 |
|---|
| Max. trade % drawdown | -1.77 % | -1.77 % | -0.69 % |
|---|
| Max. system drawdown | -15405.00 | -12640.00 | -3600.00 |
|---|
| Max. system % drawdown | -14.71 % | -12.07 % | -3.60 % |
|---|
| Recovery Factor | 0.79 | 0.49 | 1.67 |
|---|
| CAR/MaxDD | 252973.49 | 2040.58 | 5632.76 |
|---|
| RAR/MaxDD | 398226.96 | 6333.03 | 17993.91 |
|---|
| Profit Factor | 2.00 | 1.71 | 2.76 |
|---|
| Payoff Ratio | 0.80 | 0.57 | 1.38 |
|---|
| Standard Error | 5111.07 | 3364.06 | 2646.34 |
|---|
| Risk-Reward Ratio | 46.67 | -101.27 | 218.88 |
|---|
| Ulcer Index | 7.31 | 7.07 | 1.69 |
|---|
| Ulcer Performance Index | 509111.18 | 3484.39 | 11961.88 |
|---|
| Sharpe Ratio of trades | 8.09 | 6.77 | 10.63 |
|---|
| K-Ratio | 0.0077 | -0.0167 | 0.0361 |
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