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Statistics
 All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital608505.00608505.00100000.00
Net Profit508505.00508505.000.00
Net Profit %508.51 %508.51 %0.00 %
Exposure %4.19 %4.19 %0.00 %
Net Risk Adjusted Return %12145.33 %12145.33 % N/A
Annual Return %19.60 %19.60 %0.00 %
Risk Adjusted Return %468.08 %468.08 % N/A
Total transaction costs71400.0071400.000.00

All trades238238 (100.00 %)0 (0.00 %)
 Avg. Profit/Loss2136.582136.58 N/A
 Avg. Profit/Loss %0.54 %0.54 % N/A
 Avg. Bars Held3.703.70 N/A

Winners127 (53.36 %)127 (53.36 %)0 (0.00 %)
 Total Profit1151315.001151315.000.00
 Avg. Profit9065.479065.47 N/A
 Avg. Profit %2.12 %2.12 % N/A
 Avg. Bars Held4.074.07 N/A
 Max. Consecutive770
 Largest win63910.0063910.000.00
 # bars in largest win550

Losers111 (46.64 %)111 (46.64 %)0 (0.00 %)
 Total Loss-642810.00-642810.000.00
 Avg. Loss-5791.08-5791.08 N/A
 Avg. Loss %-1.27 %-1.27 % N/A
 Avg. Bars Held3.273.27 N/A
 Max. Consecutive550
 Largest loss-27365.00-27365.000.00
 # bars in largest loss220

Max. trade drawdown-36830.00-36830.000.00
Max. trade % drawdown-11.37 %-11.37 %0.00 %
Max. system drawdown-63105.00-63105.000.00
Max. system % drawdown-38.42 %-38.42 %0.00 %
Recovery Factor8.068.06 N/A
CAR/MaxDD0.510.51 N/A
RAR/MaxDD12.1812.18 N/A
Profit Factor1.791.79 N/A
Payoff Ratio1.571.57 N/A
Standard Error49994.0349994.030.00
Risk-Reward Ratio1.231.23 N/A
Ulcer Index8.698.690.00
Ulcer Performance Index1.631.63 N/A
Sharpe Ratio of trades1.381.380.00
K-Ratio0.07210.0721 N/A