| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 791612.50 | 576365.00 | 415247.50 |
Net Profit | 591612.50 | 376365.00 | 215247.50 |
Net Profit % | 295.81 % | 188.18 % | 107.62 % |
Exposure % | 2.94 % | 1.71 % | 1.23 % |
Net Risk Adjusted Return % | 10076.91 % | 11001.81 % | 8785.49 % |
Annual Return % | 33.61 % | 24.97 % | 16.63 % |
Risk Adjusted Return % | 1144.97 % | 1459.97 % | 1357.83 % |
|
All trades | 423 | 210 (49.65 %) | 213 (50.35 %) |
Avg. Profit/Loss | 1398.61 | 1792.21 | 1010.55 |
Avg. Profit/Loss % | 48.02 % | 76.30 % | 20.13 % |
Avg. Bars Held | 70.83 | 74.20 | 67.50 |
|
Winners | 134 (31.68 %) | 69 (16.31 %) | 65 (15.37 %) |
Total Profit | 2136245.00 | 1115500.00 | 1020745.00 |
Avg. Profit | 15942.13 | 16166.67 | 15703.77 |
Avg. Profit % | 542.24 % | 584.17 % | 497.74 % |
Avg. Bars Held | 148.33 | 154.01 | 142.29 |
Max. Consecutive | 3 | 6 | 4 |
Largest win | 65937.50 | 65937.50 | 64920.00 |
# bars in largest win | 167 | 167 | 302 |
|
Losers | 289 (68.32 %) | 141 (33.33 %) | 148 (34.99 %) |
Total Loss | -1544632.50 | -739135.00 | -805497.50 |
Avg. Loss | -5344.75 | -5242.09 | -5442.55 |
Avg. Loss % | -181.14 % | -172.23 % | -189.62 % |
Avg. Bars Held | 34.89 | 35.13 | 34.66 |
Max. Consecutive | 11 | 10 | 13 |
Largest loss | -29502.50 | -17847.50 | -29502.50 |
# bars in largest loss | 44 | 23 | 44 |
|
Max. trade drawdown | -44140.00 | -37995.00 | -44140.00 |
Max. trade % drawdown | -99.87 % | -99.79 % | -99.87 % |
Max. system drawdown | -140790.00 | -136182.50 | -101972.50 |
Max. system % drawdown | -54.68 % | -27.39 % | -49.91 % |
Recovery Factor | 4.20 | 2.76 | 2.11 |
CAR/MaxDD | 0.61 | 0.91 | 0.33 |
RAR/MaxDD | 20.94 | 53.30 | 27.20 |
Profit Factor | 1.38 | 1.51 | 1.27 |
Payoff Ratio | 2.98 | 3.08 | 2.89 |
Standard Error | 45154.43 | 40116.53 | 35952.50 |
Risk-Reward Ratio | 3.47 | 2.03 | 2.09 |
Ulcer Index | 11.33 | 8.55 | 21.37 |
Ulcer Performance Index | 2.49 | 2.29 | 0.53 |
Sharpe Ratio of trades | 0.96 | 1.35 | 0.46 |
K-Ratio | 0.0269 | 0.0157 | 0.0162 |