| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$203 605.36 |
$188 354.70 |
$15 250.66 |
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| Gross Profit |
$562 012.38 |
$438 099.30 |
$123 913.08 |
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| Gross Loss |
-$358 407.02 |
-$249 744.60 |
-$108 662.42 |
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| Adjusted Net Profit |
$162 915.64 |
$153 173.66 |
-$5 106.29 |
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| Adjusted Gross Profit |
$542 154.65 |
$420 361.18 |
$114 947.04 |
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| Adjusted Gross Loss |
-$379 239.00 |
-$267 187.52 |
-$120 053.34 |
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| Select Net Profit |
$253 072.04 |
$211 314.12 |
$41 757.92 |
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| Select Gross Profit |
$467 193.10 |
$363 309.70 |
$103 883.40 |
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| Select Gross Loss |
-$214 121.06 |
-$151 995.58 |
-$62 125.48 |
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| Account Size Required |
$18 170.60 |
$19 586.24 |
$14 286.44 |
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| Return on Account |
1120.52% |
961.67% |
106.75% |
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| Return on Initial Capital |
20360536.00% |
18835470.00% |
1525066.00% |
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| Max Strategy Drawdown |
-$24 499.58 |
-$23 694.62 |
-$16 574.86 |
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| Max Strategy Drawdown (%) |
-239.52% |
-6830.60% |
-234.85% |
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| Max Close To Close Drawdown |
-$18 170.60 |
-$19 586.24 |
-$14 286.44 |
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| Max Close To Close Drawdown
(%) |
-2912.00% |
-32074.00% |
-225.96% |
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| Return on Max Strategy
Drawdown |
8.310565324 |
7.949260212 |
0.920107922 |
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| Profit Factor |
1.568084185 |
1.75418928 |
1.140348982 |
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| Adjusted Profit Factor |
1.429585675 |
1.573281487 |
-0.957466467 |
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| Select Profit Factor |
2.181911018 |
2.390264901 |
1.672154485 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$27 425.00 |
$20 375.00 |
$7 050.00 |
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| Commission Paid |
$4 519.64 |
$3 357.80 |
$1 161.84 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
742907.87% |
687261.81% |
55646.06% |
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| Monthly Rate of Return |
61908.99% |
57271.82% |
4637.17% |
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| Buy & Hold Return |
$ 2.62 |
$ 2.62 |
$ 2.62 |
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| Avg Monthly Return |
$ 618.86 |
$ 618.86 |
$ 618.86 |
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| Monthly Return StdDev |
$2 929.57 |
$2 929.57 |
$2 929.57 |
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| Total # of Trades |
1097 |
815 |
282 |
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| % Profitable |
73.02% |
74.85% |
67.73% |
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| Performance Ratios |
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| Upside Potential Ratio |
83.92334807 |
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| Sharpe Ratio |
0.055694224 |
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| Annualized Sharpe Ratio |
0.192930451 |
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| Sortino Ratio |
10.63223212 |
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| Fouse Ratio |
2.90780853 |
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| Calmar Ratio |
0.015696342 |
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| Sterling Ratio |
4.48316E-05 |
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| RINA Index |
407.299408 |
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| Net Profit as % of Largest
loss |
1915.54% |
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| Net Profit as % of Max Trade
Drawdown |
940.35% |
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| Net Profit as % of Max
Strategy Drawdown |
831.06% |
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| Select Net Profit as % of
Largest loss |
2380.93% |
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| Select Net Profit as % of Max
Trade Drawdown |
1168.81% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1032.96% |
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| Adj Net Profit as % of Largest
loss |
1532.73% |
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| Adj Net Profit as % of Max
Trade Drawdown |
752.43% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
664.97% |
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| Time Analysis |
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| Trading Period |
27 Yrs, 5 Mths, 26 Dys, 5 Hrs, 45
Mins |
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| Time in the Market |
14 Yrs, 12 Mths, 10 Hrs |
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| Percent in the Market |
54.54% |
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| Longest flat period |
28 Dys, 1 Hr |
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| Max Run-up Date |
10/11/2022 |
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| Max Drawdown Date |
27/10/2023 |
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| Max Strategy Drawdown Date |
31/01/2025 10:30 |
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| Max Close To Close Drawdown
Date |
17/12/2024 15:15 |
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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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