| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$17 736.22 |
$17 736.22 |
n/a |
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| Gross Profit |
$62 223.13 |
$62 223.13 |
n/a |
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| Gross Loss |
-$44 486.91 |
-$44 486.91 |
n/a |
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| Adjusted Net Profit |
$13 306.90 |
$13 306.90 |
n/a |
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| Adjusted Gross Profit |
$60 164.97 |
$60 164.97 |
n/a |
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| Adjusted Gross Loss |
-$46 858.07 |
-$46 858.07 |
n/a |
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| Select Net Profit |
$29 292.62 |
$29 292.62 |
n/a |
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| Select Gross Profit |
$54 030.08 |
$54 030.08 |
n/a |
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| Select Gross Loss |
-$24 737.46 |
-$24 737.46 |
n/a |
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| Account Size Required |
$1 725.35 |
$1 725.35 |
n/a |
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| Return on Account |
1027.98% |
1027.98% |
n/a |
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| Return on Initial Capital |
1773622.00% |
1773622.00% |
n/a |
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| Max Strategy Drawdown |
-$2 150.35 |
-$2 150.35 |
n/a |
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| Max Strategy Drawdown (%) |
-1629.00% |
-1629.00% |
n/a |
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| Max Close To Close Drawdown |
-$1 725.35 |
-$1 725.35 |
n/a |
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| Max Close To Close Drawdown
(%) |
-90.91% |
-90.91% |
n/a |
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| Return on Max Strategy
Drawdown |
8.248061943 |
8.248061943 |
n/a |
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| Profit Factor |
1.398684017 |
1.398684017 |
n/a |
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| Adjusted Profit Factor |
1.283983131 |
1.283983131 |
n/a |
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| Select Profit Factor |
2.184140166 |
2.184140166 |
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 |
$3 267.57 |
$3 267.57 |
n/a |
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| Open Position P/L |
-$ 696.29 |
-$ 696.29 |
n/a |
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| Annual Rate of Return |
62427.26% |
62427.26% |
n/a |
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| Monthly Rate of Return |
5202.27% |
5202.27% |
n/a |
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| Buy & Hold Return |
$ 2.81 |
$ 2.81 |
n/a |
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| Avg Monthly Return |
$ 49.82 |
$ 49.82 |
$ 49.82 |
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| Monthly Return StdDev |
$ 251.57 |
$ 251.57 |
$ 251.57 |
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| Total # of Trades |
1266 |
1266 |
0 |
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| % Profitable |
72.20% |
72.20% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
69.09854842 |
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| Sharpe Ratio |
0.059531633 |
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| Annualized Sharpe Ratio |
0.206223628 |
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| Sortino Ratio |
3.666238585 |
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| Fouse Ratio |
0.331335861 |
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| Calmar Ratio |
0.008803055 |
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| Sterling Ratio |
0.000814321 |
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| RINA Index |
1007.160663 |
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| Net Profit as % of Largest
loss |
2136.69% |
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| Net Profit as % of Max Trade
Drawdown |
971.16% |
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| Net Profit as % of Max
Strategy Drawdown |
824.81% |
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| Select Net Profit as % of
Largest loss |
3528.89% |
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| Select Net Profit as % of Max
Trade Drawdown |
1603.94% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1362.23% |
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| Adj Net Profit as % of Largest
loss |
1603.09% |
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| Adj Net Profit as % of Max
Trade Drawdown |
728.63% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
618.82% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 5 Mths, 28 Dys, 3 Hrs |
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| Time in the Market |
7 Yrs, 8 Mths, 23 Dys, 13 Hrs, 45
Mins |
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| Percent in the Market |
27.10% |
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| Longest flat period |
2 Mths, 3 Dys, 23 Hrs |
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| Max Run-up Date |
13/12/2022 |
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| Max Drawdown Date |
05/08/2024 |
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| Max Strategy Drawdown Date |
21/09/2020 10:30 |
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| Max Close To Close Drawdown
Date |
22/09/2020 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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