| All trades | Long trades | Short trades | Buy&Hold (NIFTY-I) |
Initial capital | 200000.00 | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 1388990.00 | 1388990.00 | 200000.00 | 802714.11 |
Net Profit | 1188990.00 | 1188990.00 | 0.00 | 602714.11 |
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 costs | 123300.00 | 123300.00 | 0.00 | 300.00 |
|
All trades | 411 | 411 (100.00 %) | 0 (0.00 %) | 1 |
Avg. Profit/Loss | 2892.92 | 2892.92 | N/A | 602564.11 |
Avg. Profit/Loss % | 6.16% | 6.16% | N/A | 301.28% |
Avg. Bars Held | 3.20 | 3.20 | N/A | 2552.00 |
|
Winners | 275 (66.91 %) | 275 (66.91 %) | 0 (0.00 %) | 1 (100.00 %) |
Total Profit | 1922540.00 | 1922540.00 | 0.00 | 602564.11 |
Avg. Profit | 6991.05 | 6991.05 | N/A | 602564.11 |
Avg. Profit % | 14.92% | 14.92% | N/A | 301.28% |
Avg. Bars Held | 3.16 | 3.16 | N/A | 2552.00 |
Max. Consecutive | 12 | 12 | 0 | 1 |
Largest win | 50555.00 | 50555.00 | 0.00 | 602564.11 |
# bars in largest win | 2 | 2 | 0 | 2552 |
|
Losers | 136 (33.09 %) | 136 (33.09 %) | 0 (0.00 %) | 0 (0.00 %) |
Total Loss | -733550.00 | -733550.00 | 0.00 | 0.00 |
Avg. Loss | -5393.75 | -5393.75 | N/A | N/A |
Avg. Loss % | -11.55% | -11.55% | N/A | N/A |
Avg. Bars Held | 3.26 | 3.26 | N/A | N/A |
Max. Consecutive | 5 | 5 | 0 | 0 |
Largest loss | -28130.00 | -28130.00 | 0.00 | 0.00 |
# bars in largest loss | 6 | 6 | 0 | 0 |
|
Max. trade drawdown | -34400.00 | -34400.00 | 0.00 | -357611.96 |
Max. trade % drawdown | -67.99 | -67.99 | 0.00 | -59.98 |
Max. system drawdown | -73485.00 | -73485.00 | 0.00 | -357611.96 |
Max. system % drawdown | -16.30% | -16.30% | 0.00% | -59.98% |
Recovery Factor | 16.18 | 16.18 | N/A | 1.69 |
CAR/MaxDD | 1.26 | 1.26 | N/A | 0.24 |
RAR/MaxDD | 335.26 | 335.26 | N/A | 0.24 |
Profit Factor | 2.62 | 2.62 | N/A | N/A |
Payoff Ratio | 1.30 | 1.30 | N/A | N/A |
Standard Error | 69491.32 | 69491.32 | 0.00 | 72955.82 |
Risk-Reward Ratio | 1.64 | 1.64 | N/A | 0.61 |
Ulcer Index | 3.26 | 3.26 | 0.00 | 18.47 |
Ulcer Performance Index | 4.63 | 4.63 | N/A | 0.48 |
Sharpe Ratio of trades | 2.69 | 2.69 | 0.00 | N/A |
K-Ratio | 0.10 | 0.10 | N/A | 0.04 |