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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital791612.50576365.00415247.50
Net Profit591612.50376365.00215247.50
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 trades423210 (49.65 %)213 (50.35 %)
 Avg. Profit/Loss1398.611792.211010.55
 Avg. Profit/Loss %48.02 %76.30 %20.13 %
 Avg. Bars Held70.8374.2067.50

Winners134 (31.68 %)69 (16.31 %)65 (15.37 %)
 Total Profit2136245.001115500.001020745.00
 Avg. Profit15942.1316166.6715703.77
 Avg. Profit %542.24 %584.17 %497.74 %
 Avg. Bars Held148.33154.01142.29
 Max. Consecutive364
 Largest win65937.5065937.5064920.00
 # bars in largest win167167302

Losers289 (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 Held34.8935.1334.66
 Max. Consecutive111013
 Largest loss-29502.50-17847.50-29502.50
 # bars in largest loss442344

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 Factor4.202.762.11
CAR/MaxDD0.610.910.33
RAR/MaxDD20.9453.3027.20
Profit Factor1.381.511.27
Payoff Ratio2.983.082.89
Standard Error45154.4340116.5335952.50
Risk-Reward Ratio3.472.032.09
Ulcer Index11.338.5521.37
Ulcer Performance Index2.492.290.53
Sharpe Ratio of trades0.961.350.46
K-Ratio0.02690.01570.0162