Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital709760.00604910.00304850.00
Net Profit509760.00404910.00104850.00
Net Profit %254.88 %202.46 %52.43 %
Exposure %2.15 %1.29 %0.85 %
Net Risk Adjusted Return %11880.96 %15670.89 %6143.34 %
Annual Return %30.47 %26.17 %9.26 %
Risk Adjusted Return %1420.51 %2025.41 %1084.61 %

All trades417206 (49.40 %)211 (50.60 %)
 Avg. Profit/Loss1222.451965.58496.92
 Avg. Profit/Loss %80.51 %140.21 %22.23 %
 Avg. Bars Held72.4979.0066.13

Winners148 (35.49 %)83 (19.90 %)65 (15.59 %)
 Total Profit1617205.00897760.00719445.00
 Avg. Profit10927.0610816.3911068.38
 Avg. Profit %700.71 %720.52 %675.40 %
 Avg. Bars Held144.00144.46143.42
 Max. Consecutive443
 Largest win53410.0053410.0048960.00
 # bars in largest win155155292

Losers269 (64.51 %)123 (29.50 %)146 (35.01 %)
 Total Loss-1107445.00-492850.00-614595.00
 Avg. Loss-4116.90-4006.91-4209.55
 Avg. Loss %-260.71 %-251.38 %-268.57 %
 Avg. Bars Held33.1434.8331.73
 Max. Consecutive11915
 Largest loss-18455.00-12885.00-18455.00
 # bars in largest loss371637

Max. trade drawdown-33270.00-33270.00-26510.00
Max. trade % drawdown-99.98 %-99.98 %-99.67 %
Max. system drawdown-81005.00-43980.00-88575.00
Max. system % drawdown-23.61 %-11.36 %-39.95 %
Recovery Factor6.299.211.18
CAR/MaxDD1.292.300.23
RAR/MaxDD60.16178.2927.15
Profit Factor1.461.821.17
Payoff Ratio2.652.702.63
Standard Error28528.3521060.5329172.32
Risk-Reward Ratio3.512.921.33
Ulcer Index5.933.9916.20
Ulcer Performance Index4.235.210.24
Sharpe Ratio of trades1.141.750.37
K-Ratio0.02720.02260.0103