| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$218 556.18 |
$218 556.18 |
n/a |
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| Gross Profit |
$797 895.52 |
$797 895.52 |
n/a |
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| Gross Loss |
-$579 339.34 |
-$579 339.34 |
n/a |
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| Adjusted Net Profit |
$155 148.29 |
$155 148.29 |
n/a |
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| Adjusted Gross Profit |
$763 204.41 |
$763 204.41 |
n/a |
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| Adjusted Gross Loss |
-$608 056.12 |
-$608 056.12 |
n/a |
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| Select Net Profit |
$148 291.92 |
$148 291.92 |
n/a |
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| Select Gross Profit |
$465 817.02 |
$465 817.02 |
n/a |
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| Select Gross Loss |
-$317 525.10 |
-$317 525.10 |
n/a |
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| Account Size Required |
$26 240.92 |
$26 240.92 |
n/a |
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| Return on Account |
832.88% |
832.88% |
n/a |
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| Return on Initial Capital |
21855618.00% |
21855618.00% |
n/a |
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| Max Strategy Drawdown |
-$28 031.98 |
-$28 031.98 |
n/a |
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| Max Strategy Drawdown (%) |
-395.69% |
-395.69% |
n/a |
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| Max Close To Close Drawdown |
-$26 240.92 |
-$26 240.92 |
n/a |
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| Max Close To Close Drawdown
(%) |
-95412.00% |
-95412.00% |
n/a |
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| Return on Max Strategy
Drawdown |
7.796672943 |
7.796672943 |
n/a |
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| Profit Factor |
1.377250715 |
1.377250715 |
n/a |
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| Adjusted Profit Factor |
1.255154548 |
1.255154548 |
n/a |
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| Select Profit Factor |
1.467024245 |
1.467024245 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$3 856.32 |
$3 856.32 |
n/a |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
816233.59% |
816233.59% |
n/a |
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| Monthly Rate of Return |
68019.47% |
68019.47% |
n/a |
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| Buy & Hold Return |
$ 2.33 |
$ 2.33 |
n/a |
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| Avg Monthly Return |
$ 678.75 |
$ 678.75 |
$ 678.75 |
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| Monthly Return StdDev |
$3 376.87 |
$3 376.87 |
$3 376.87 |
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| Total # of Trades |
936 |
936 |
0 |
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| % Profitable |
56.52% |
56.52% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
5.13308098 |
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| Sharpe Ratio |
0.056161851 |
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| Annualized Sharpe Ratio |
0.194550358 |
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| Sortino Ratio |
1.569122995 |
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| Fouse Ratio |
-0.516805374 |
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| Calmar Ratio |
0.010481205 |
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| Sterling Ratio |
3.47886E-05 |
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| RINA Index |
268.9546121 |
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| Net Profit as % of Largest
loss |
2061.05% |
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| Net Profit as % of Max Trade
Drawdown |
1425.95% |
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| Net Profit as % of Max
Strategy Drawdown |
779.67% |
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| Select Net Profit as % of
Largest loss |
1398.44% |
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| Select Net Profit as % of Max
Trade Drawdown |
967.52% |
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| Select Net Profit as % of Max
Strategy Drawdown |
529.01% |
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| Adj Net Profit as % of Largest
loss |
1463.09% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1012.25% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
553.47% |
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| Time Analysis |
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| Trading Period |
26 Yrs, 10 Mths, 10 Dys |
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| Time in the Market |
10 Yrs, 5 Mths, 25 Dys |
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| Percent in the Market |
39.03% |
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| Longest flat period |
1 Mth, 20 Dys |
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| Max Run-up Date |
06/11/2024 |
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| Max Drawdown Date |
24/01/2022 |
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| Max Strategy Drawdown Date |
22/12/2022 |
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| Max Close To Close Drawdown
Date |
23/09/2022 |
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| Equity Curve Detailed |
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| Equity
Curve Detailed with DrawDown |
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| Equity Curve Detailed Long |
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| Equity Curve Detailed Short |
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| Equity Run-up & Drawdown |
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| Equity Run-up & Drawdown
(%) |
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| Equity Curve Close To Close |
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| Equity
Curve Close To Close With Drawdown |
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| Buy & Hold Return |
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| Value Added Monthly Index |
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