| All trades | Long trades | Short trades |
Initial capital | 100000.00 | 100000.00 | 100000.00 |
Ending capital | 608505.00 | 608505.00 | 100000.00 |
Net Profit | 508505.00 | 508505.00 | 0.00 |
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 costs | 71400.00 | 71400.00 | 0.00 |
|
All trades | 238 | 238 (100.00 %) | 0 (0.00 %) |
Avg. Profit/Loss | 2136.58 | 2136.58 | N/A |
Avg. Profit/Loss % | 0.54 % | 0.54 % | N/A |
Avg. Bars Held | 3.70 | 3.70 | N/A |
|
Winners | 127 (53.36 %) | 127 (53.36 %) | 0 (0.00 %) |
Total Profit | 1151315.00 | 1151315.00 | 0.00 |
Avg. Profit | 9065.47 | 9065.47 | N/A |
Avg. Profit % | 2.12 % | 2.12 % | N/A |
Avg. Bars Held | 4.07 | 4.07 | N/A |
Max. Consecutive | 7 | 7 | 0 |
Largest win | 63910.00 | 63910.00 | 0.00 |
# bars in largest win | 5 | 5 | 0 |
|
Losers | 111 (46.64 %) | 111 (46.64 %) | 0 (0.00 %) |
Total Loss | -642810.00 | -642810.00 | 0.00 |
Avg. Loss | -5791.08 | -5791.08 | N/A |
Avg. Loss % | -1.27 % | -1.27 % | N/A |
Avg. Bars Held | 3.27 | 3.27 | N/A |
Max. Consecutive | 5 | 5 | 0 |
Largest loss | -27365.00 | -27365.00 | 0.00 |
# bars in largest loss | 2 | 2 | 0 |
|
Max. trade drawdown | -36830.00 | -36830.00 | 0.00 |
Max. trade % drawdown | -11.37 % | -11.37 % | 0.00 % |
Max. system drawdown | -63105.00 | -63105.00 | 0.00 |
Max. system % drawdown | -38.42 % | -38.42 % | 0.00 % |
Recovery Factor | 8.06 | 8.06 | N/A |
CAR/MaxDD | 0.51 | 0.51 | N/A |
RAR/MaxDD | 12.18 | 12.18 | N/A |
Profit Factor | 1.79 | 1.79 | N/A |
Payoff Ratio | 1.57 | 1.57 | N/A |
Standard Error | 49994.03 | 49994.03 | 0.00 |
Risk-Reward Ratio | 1.23 | 1.23 | N/A |
Ulcer Index | 8.69 | 8.69 | 0.00 |
Ulcer Performance Index | 1.63 | 1.63 | N/A |
Sharpe Ratio of trades | 1.38 | 1.38 | 0.00 |
K-Ratio | 0.0721 | 0.0721 | N/A |