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Statistics
 All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital400565.00400565.00100000.00
Net Profit300565.00300565.000.00
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 costs14400.0014400.000.00

All trades4848 (100.00 %)0 (0.00 %)
 Avg. Profit/Loss6261.776261.77 N/A
 Avg. Profit/Loss %10.48 %10.48 % N/A
 Avg. Bars Held5.005.00 N/A

Winners34 (70.83 %)34 (70.83 %)0 (0.00 %)
 Total Profit471710.00471710.000.00
 Avg. Profit13873.8213873.82 N/A
 Avg. Profit %23.31 %23.31 % N/A
 Avg. Bars Held5.005.00 N/A
 Max. Consecutive880
 Largest win47860.0047860.000.00
 # bars in largest win550

Losers14 (29.17 %)14 (29.17 %)0 (0.00 %)
 Total Loss-171145.00-171145.000.00
 Avg. Loss-12224.64-12224.64 N/A
 Avg. Loss %-20.68 %-20.68 % N/A
 Avg. Bars Held5.005.00 N/A
 Max. Consecutive330
 Largest loss-28100.00-28100.000.00
 # bars in largest loss550

Max. trade drawdown-28100.00-28100.000.00
Max. trade % drawdown-50.59 %-50.59 %0.00 %
Max. system drawdown-36665.00-36665.000.00
Max. system % drawdown-24.42 %-24.42 %0.00 %
Recovery Factor8.208.20 N/A
CAR/MaxDD1.251.25 N/A
RAR/MaxDD218.48218.48 N/A
Profit Factor2.762.76 N/A
Payoff Ratio1.131.13 N/A
Standard Error33317.7033317.700.00
Risk-Reward Ratio1.511.51 N/A
Ulcer Index5.055.050.00
Ulcer Performance Index4.994.99 N/A
Sharpe Ratio of trades2.732.730.00
K-Ratio0.06300.0630 N/A