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Statistics
 All tradesLong tradesShort trades
Initial capital1000000.001000000.001000000.00
Ending capital7192387.434553828.063638559.37
Net Profit6192387.433553828.062638559.37
Net Profit %619.24% 355.38% 263.86%
Exposure %5.97% 3.05% 2.92%
Net Risk Adjusted Return %10377.69% 11656.57% 9041.61%
Annual Return %28.74% 21.42% 17.98%
Risk Adjusted Return %481.59% 702.56% 616.17%
Total transaction costs4397176.192222873.602174302.59

All trades38901966 (50.54 %)1924 (49.46 %)
 Avg. Profit/Loss1591.871807.641371.39
 Avg. Profit/Loss %0.56% 0.64% 0.48%
 Avg. Bars Held30.7031.1730.21

Winners1666 (42.83 %)867 (22.29 %)799 (20.54 %)
 Total Profit30916781.7215898260.9815018520.73
 Avg. Profit18557.4918337.0918796.65
 Avg. Profit %6.53% 6.45% 6.62%
 Avg. Bars Held38.5838.8438.30
 Max. Consecutive10814
 Largest win164040.85164040.85145884.20
 # bars in largest win707074

Losers2224 (57.17 %)1099 (28.25 %)1125 (28.92 %)
 Total Loss-24724394.29-12344432.93-12379961.36
 Avg. Loss-11117.08-11232.42-11004.41
 Avg. Loss %-3.91% -3.95% -3.87%
 Avg. Bars Held24.7925.1224.47
 Max. Consecutive131411
 Largest loss-83174.38-67232.26-83174.38
# bars in largest loss7277

Max. trade drawdown-99920.01-99920.01-94818.96
Max. trade % drawdown-31.93-30.78-31.93
Max. system drawdown-444116.48-334551.97-650552.28
Max. system % drawdown-25.58% -24.43% -21.58%
Recovery Factor13.9410.624.06
CAR/MaxDD1.120.880.83
RAR/MaxDD18.8228.7628.55
Profit Factor1.251.291.21
Payoff Ratio1.671.631.71
Standard Error761688.46271730.41513137.19
Risk-Reward Ratio0.951.650.54
Ulcer Index3.074.077.31
Ulcer Performance Index7.613.941.72
Sharpe Ratio of trades1.842.111.57
K-Ratio0.010.010.00