| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 741570.00 | 741570.00 | 200000.00 |
Net Profit | 541570.00 | 541570.00 | 0.00 |
Net Profit % | 270.79 % | 270.79 % | 0.00 % |
Exposure % | 1.41 % | 1.41 % | 0.00 % |
Net Risk Adjusted Return % | 19221.40 % | 19221.40 % | N/A |
Annual Return % | 27.80 % | 27.80 % | 0.00 % |
Risk Adjusted Return % | 1973.30 % | 1973.30 % | N/A |
Total transaction costs | 65400.00 | 65400.00 | 0.00 |
|
All trades | 327 | 327 (100.00 %) | 0 (0.00 %) |
Avg. Profit/Loss | 1656.18 | 1656.18 | N/A |
Avg. Profit/Loss % | 3.46 % | 3.46 % | N/A |
Avg. Bars Held | 16.36 | 16.36 | N/A |
|
Winners | 157 (48.01 %) | 157 (48.01 %) | 0 (0.00 %) |
Total Profit | 1376460.00 | 1376460.00 | 0.00 |
Avg. Profit | 8767.26 | 8767.26 | N/A |
Avg. Profit % | 17.13 % | 17.13 % | N/A |
Avg. Bars Held | 25.12 | 25.12 | N/A |
Max. Consecutive | 6 | 6 | 0 |
Largest win | 58425.00 | 58425.00 | 0.00 |
# bars in largest win | 11 | 11 | 0 |
|
Losers | 170 (51.99 %) | 170 (51.99 %) | 0 (0.00 %) |
Total Loss | -834890.00 | -834890.00 | 0.00 |
Avg. Loss | -4911.12 | -4911.12 | N/A |
Avg. Loss % | -9.17 % | -9.17 % | N/A |
Avg. Bars Held | 8.28 | 8.28 | N/A |
Max. Consecutive | 5 | 5 | 0 |
Largest loss | -17005.00 | -17005.00 | 0.00 |
# bars in largest loss | 2 | 2 | 0 |
|
Max. trade drawdown | -17575.00 | -17575.00 | 0.00 |
Max. trade % drawdown | -33.83 % | -33.83 % | 0.00 % |
Max. system drawdown | -52155.00 | -52155.00 | 0.00 |
Max. system % drawdown | -11.33 % | -11.33 % | 0.00 % |
Recovery Factor | 10.38 | 10.38 | N/A |
CAR/MaxDD | 2.45 | 2.45 | N/A |
RAR/MaxDD | 174.22 | 174.22 | N/A |
Profit Factor | 1.65 | 1.65 | N/A |
Payoff Ratio | 1.79 | 1.79 | N/A |
Standard Error | 31618.86 | 31618.86 | 0.00 |
Risk-Reward Ratio | 2.11 | 2.11 | N/A |
Ulcer Index | 3.78 | 3.78 | 0.00 |
Ulcer Performance Index | 5.92 | 5.92 | N/A |
Sharpe Ratio of trades | 1.78 | 1.78 | 0.00 |
K-Ratio | 0.0338 | 0.0338 | N/A |