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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital741570.00741570.00200000.00
Net Profit541570.00541570.000.00
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 costs65400.0065400.000.00

All trades327327 (100.00 %)0 (0.00 %)
 Avg. Profit/Loss1656.181656.18 N/A
 Avg. Profit/Loss %3.46 %3.46 % N/A
 Avg. Bars Held16.3616.36 N/A

Winners157 (48.01 %)157 (48.01 %)0 (0.00 %)
 Total Profit1376460.001376460.000.00
 Avg. Profit8767.268767.26 N/A
 Avg. Profit %17.13 %17.13 % N/A
 Avg. Bars Held25.1225.12 N/A
 Max. Consecutive660
 Largest win58425.0058425.000.00
 # bars in largest win11110

Losers170 (51.99 %)170 (51.99 %)0 (0.00 %)
 Total Loss-834890.00-834890.000.00
 Avg. Loss-4911.12-4911.12 N/A
 Avg. Loss %-9.17 %-9.17 % N/A
 Avg. Bars Held8.288.28 N/A
 Max. Consecutive550
 Largest loss-17005.00-17005.000.00
 # bars in largest loss220

Max. trade drawdown-17575.00-17575.000.00
Max. trade % drawdown-33.83 %-33.83 %0.00 %
Max. system drawdown-52155.00-52155.000.00
Max. system % drawdown-11.33 %-11.33 %0.00 %
Recovery Factor10.3810.38 N/A
CAR/MaxDD2.452.45 N/A
RAR/MaxDD174.22174.22 N/A
Profit Factor1.651.65 N/A
Payoff Ratio1.791.79 N/A
Standard Error31618.8631618.860.00
Risk-Reward Ratio2.112.11 N/A
Ulcer Index3.783.780.00
Ulcer Performance Index5.925.92 N/A
Sharpe Ratio of trades1.781.780.00
K-Ratio0.03380.0338 N/A