Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo

Statistics
 All tradesLong tradesShort tradesBuy&Hold (NIFTY-I)
Initial capital200000.00200000.00200000.00200000.00
Ending capital1388990.001388990.00200000.00802714.11
Net Profit1188990.001188990.000.00602714.11
Net Profit %594.49% 594.49% 0.00% 301.36%
Exposure %0.37% 0.37% 0.00% 100.00%
Net Risk Adjusted Return %158598.99% 158598.99% N/A 301.36%
Annual Return %20.48% 20.48% 0.00% 14.29%
Risk Adjusted Return %5463.16% 5463.16% N/A 14.29%
Total transaction costs123300.00123300.000.00300.00

All trades411411 (100.00 %)0 (0.00 %)1
 Avg. Profit/Loss2892.922892.92 N/A602564.11
 Avg. Profit/Loss %6.16% 6.16% N/A 301.28%
 Avg. Bars Held3.203.20 N/A2552.00

Winners275 (66.91 %)275 (66.91 %)0 (0.00 %)1 (100.00 %)
 Total Profit1922540.001922540.000.00602564.11
 Avg. Profit6991.056991.05 N/A602564.11
 Avg. Profit %14.92% 14.92% N/A 301.28%
 Avg. Bars Held3.163.16 N/A2552.00
 Max. Consecutive121201
 Largest win50555.0050555.000.00602564.11
 # bars in largest win2202552

Losers136 (33.09 %)136 (33.09 %)0 (0.00 %)0 (0.00 %)
 Total Loss-733550.00-733550.000.000.00
 Avg. Loss-5393.75-5393.75 N/A N/A
 Avg. Loss %-11.55% -11.55% N/A N/A
 Avg. Bars Held3.263.26 N/A N/A
 Max. Consecutive5500
 Largest loss-28130.00-28130.000.000.00
# bars in largest loss6600

Max. trade drawdown-34400.00-34400.000.00-357611.96
Max. trade % drawdown-67.99-67.990.00-59.98
Max. system drawdown-73485.00-73485.000.00-357611.96
Max. system % drawdown-16.30% -16.30% 0.00% -59.98%
Recovery Factor16.1816.18 N/A1.69
CAR/MaxDD1.261.26 N/A0.24
RAR/MaxDD335.26335.26 N/A0.24
Profit Factor2.622.62 N/A N/A
Payoff Ratio1.301.30 N/A N/A
Standard Error69491.3269491.320.0072955.82
Risk-Reward Ratio1.641.64 N/A0.61
Ulcer Index3.263.260.0018.47
Ulcer Performance Index4.634.63 N/A0.48
Sharpe Ratio of trades2.692.690.00 N/A
K-Ratio0.100.10 N/A0.04