| All trades | Long trades | Short trades |
Initial capital | 100000.00 | 100000.00 | 100000.00 |
Ending capital | 400565.00 | 400565.00 | 100000.00 |
Net Profit | 300565.00 | 300565.00 | 0.00 |
Net Profit % | 300.57 % | 300.57 % | 0.00 % |
Exposure % | 0.57 % | 0.57 % | 0.00 % |
Net Risk Adjusted Return % | 52433.59 % | 52433.59 % | N/A |
Annual Return % | 30.59 % | 30.59 % | 0.00 % |
Risk Adjusted Return % | 5335.84 % | 5335.84 % | N/A |
Total transaction costs | 14400.00 | 14400.00 | 0.00 |
|
All trades | 48 | 48 (100.00 %) | 0 (0.00 %) |
Avg. Profit/Loss | 6261.77 | 6261.77 | N/A |
Avg. Profit/Loss % | 10.48 % | 10.48 % | N/A |
Avg. Bars Held | 5.00 | 5.00 | N/A |
|
Winners | 34 (70.83 %) | 34 (70.83 %) | 0 (0.00 %) |
Total Profit | 471710.00 | 471710.00 | 0.00 |
Avg. Profit | 13873.82 | 13873.82 | N/A |
Avg. Profit % | 23.31 % | 23.31 % | N/A |
Avg. Bars Held | 5.00 | 5.00 | N/A |
Max. Consecutive | 8 | 8 | 0 |
Largest win | 47860.00 | 47860.00 | 0.00 |
# bars in largest win | 5 | 5 | 0 |
|
Losers | 14 (29.17 %) | 14 (29.17 %) | 0 (0.00 %) |
Total Loss | -171145.00 | -171145.00 | 0.00 |
Avg. Loss | -12224.64 | -12224.64 | N/A |
Avg. Loss % | -20.68 % | -20.68 % | N/A |
Avg. Bars Held | 5.00 | 5.00 | N/A |
Max. Consecutive | 3 | 3 | 0 |
Largest loss | -28100.00 | -28100.00 | 0.00 |
# bars in largest loss | 5 | 5 | 0 |
|
Max. trade drawdown | -28100.00 | -28100.00 | 0.00 |
Max. trade % drawdown | -50.59 % | -50.59 % | 0.00 % |
Max. system drawdown | -36665.00 | -36665.00 | 0.00 |
Max. system % drawdown | -24.42 % | -24.42 % | 0.00 % |
Recovery Factor | 8.20 | 8.20 | N/A |
CAR/MaxDD | 1.25 | 1.25 | N/A |
RAR/MaxDD | 218.48 | 218.48 | N/A |
Profit Factor | 2.76 | 2.76 | N/A |
Payoff Ratio | 1.13 | 1.13 | N/A |
Standard Error | 33317.70 | 33317.70 | 0.00 |
Risk-Reward Ratio | 1.51 | 1.51 | N/A |
Ulcer Index | 5.05 | 5.05 | 0.00 |
Ulcer Performance Index | 4.99 | 4.99 | N/A |
Sharpe Ratio of trades | 2.73 | 2.73 | 0.00 |
K-Ratio | 0.0630 | 0.0630 | N/A |