| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$16 227.20 |
$16 227.20 |
n/a |
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| Gross Profit |
$63 854.35 |
$63 854.35 |
n/a |
|
| Gross Loss |
-$47 627.15 |
-$47 627.15 |
n/a |
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| Adjusted Net Profit |
$11 605.55 |
$11 605.55 |
n/a |
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| Adjusted Gross Profit |
$61 760.48 |
$61 760.48 |
n/a |
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| Adjusted Gross Loss |
-$50 154.94 |
-$50 154.94 |
n/a |
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| Select Net Profit |
$28 068.36 |
$28 068.36 |
n/a |
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| Select Gross Profit |
$55 183.96 |
$55 183.96 |
n/a |
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| Select Gross Loss |
-$27 115.60 |
-$27 115.60 |
n/a |
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| Account Size Required |
$1 725.35 |
$1 725.35 |
n/a |
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| Return on Account |
940.52% |
940.52% |
n/a |
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| Return on Initial Capital |
1622720.00% |
1622720.00% |
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 |
7.546306415 |
7.546306415 |
n/a |
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| Profit Factor |
1.340713228 |
1.340713228 |
n/a |
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| Adjusted Profit Factor |
1.231393906 |
1.231393906 |
n/a |
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| Select Profit Factor |
2.035136969 |
2.035136969 |
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 |
$3 315.30 |
$3 315.30 |
n/a |
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| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
56613.33% |
56613.33% |
n/a |
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| Monthly Rate of Return |
4717.78% |
4717.78% |
n/a |
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| Buy & Hold Return |
$ 3.12 |
$ 3.12 |
n/a |
|
| Avg Monthly Return |
$ 47.04 |
$ 47.04 |
$ 47.04 |
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| Monthly Return StdDev |
$ 265.42 |
$ 265.42 |
$ 265.42 |
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| Total # of Trades |
1285 |
1285 |
0 |
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| % Profitable |
72.37% |
72.37% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
68.86236325 |
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| Sharpe Ratio |
0.059248063 |
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| Annualized Sharpe Ratio |
0.20524131 |
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| Sortino Ratio |
3.648602417 |
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| Fouse Ratio |
0.328322959 |
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| Calmar Ratio |
0.008803055 |
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| Sterling Ratio |
0.000814321 |
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| RINA Index |
952.1759477 |
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| Net Profit as % of Largest
loss |
1064.02% |
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| Net Profit as % of Max Trade
Drawdown |
888.53% |
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| Net Profit as % of Max
Strategy Drawdown |
754.63% |
|
| Select Net Profit as % of
Largest loss |
1840.45% |
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| Select Net Profit as % of Max
Trade Drawdown |
1536.91% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1305.29% |
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| Adj Net Profit as % of Largest
loss |
760.98% |
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| Adj Net Profit as % of Max
Trade Drawdown |
635.47% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
539.71% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 9 Mths, 5 Hrs, 45 Mins |
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| Time in the Market |
7 Yrs, 9 Mths, 22 Dys, 9 Hrs, 45
Mins |
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| Percent in the Market |
27.14% |
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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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