| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 709760.00 | 604910.00 | 304850.00 |
Net Profit | 509760.00 | 404910.00 | 104850.00 |
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 trades | 417 | 206 (49.40 %) | 211 (50.60 %) |
Avg. Profit/Loss | 1222.45 | 1965.58 | 496.92 |
Avg. Profit/Loss % | 80.51 % | 140.21 % | 22.23 % |
Avg. Bars Held | 72.49 | 79.00 | 66.13 |
|
Winners | 148 (35.49 %) | 83 (19.90 %) | 65 (15.59 %) |
Total Profit | 1617205.00 | 897760.00 | 719445.00 |
Avg. Profit | 10927.06 | 10816.39 | 11068.38 |
Avg. Profit % | 700.71 % | 720.52 % | 675.40 % |
Avg. Bars Held | 144.00 | 144.46 | 143.42 |
Max. Consecutive | 4 | 4 | 3 |
Largest win | 53410.00 | 53410.00 | 48960.00 |
# bars in largest win | 155 | 155 | 292 |
|
Losers | 269 (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 Held | 33.14 | 34.83 | 31.73 |
Max. Consecutive | 11 | 9 | 15 |
Largest loss | -18455.00 | -12885.00 | -18455.00 |
# bars in largest loss | 37 | 16 | 37 |
|
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 Factor | 6.29 | 9.21 | 1.18 |
CAR/MaxDD | 1.29 | 2.30 | 0.23 |
RAR/MaxDD | 60.16 | 178.29 | 27.15 |
Profit Factor | 1.46 | 1.82 | 1.17 |
Payoff Ratio | 2.65 | 2.70 | 2.63 |
Standard Error | 28528.35 | 21060.53 | 29172.32 |
Risk-Reward Ratio | 3.51 | 2.92 | 1.33 |
Ulcer Index | 5.93 | 3.99 | 16.20 |
Ulcer Performance Index | 4.23 | 5.21 | 0.24 |
Sharpe Ratio of trades | 1.14 | 1.75 | 0.37 |
K-Ratio | 0.0272 | 0.0226 | 0.0103 |