| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$371 337.40 |
$331 243.70 |
$40 093.70 |
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| Gross Profit |
$3590 826.86 |
$2396 943.86 |
$1193 883.00 |
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| Gross Loss |
-$3219 489.46 |
-$2065 700.16 |
-$1153 789.30 |
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| Adjusted Net Profit |
$291 578.52 |
$257 120.59 |
$1 256.12 |
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| Adjusted Gross Profit |
$3551 929.18 |
$2360 898.57 |
$1175 237.68 |
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| Adjusted Gross Loss |
-$3260 350.66 |
-$2103 777.99 |
-$1173 981.56 |
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| Select Net Profit |
$250 072.88 |
$166 808.96 |
$83 263.92 |
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| Select Gross Profit |
$2013 316.52 |
$1092 864.96 |
$920 451.56 |
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| Select Gross Loss |
-$1763 243.64 |
-$926 056.00 |
-$837 187.64 |
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| Account Size Required |
$45 166.70 |
$36 822.90 |
$40 357.06 |
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| Return on Account |
822.15% |
899.56% |
99.35% |
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| Return on Initial Capital |
37133740.00% |
33124370.00% |
4009370.00% |
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| Max Strategy Drawdown |
-$48 012.72 |
-$38 268.78 |
-$41 562.64 |
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| Max Strategy Drawdown (%) |
-31456.00% |
-78118.00% |
-6456.00% |
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| Max Close To Close Drawdown |
-$45 166.70 |
-$36 822.90 |
-$40 357.06 |
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| Max Close To Close Drawdown
(%) |
-148184.00% |
-69972.00% |
-202234.00% |
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| Return on Max Strategy
Drawdown |
7.734146285 |
8.655716226 |
0.964657202 |
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| Profit Factor |
1.115340461 |
1.160354202 |
1.034749586 |
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| Adjusted Profit Factor |
1.089431643 |
1.122218498 |
1.001069966 |
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| Select Profit Factor |
1.141825482 |
1.180128372 |
1.0994567 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
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| Commission Paid |
$60 689.66 |
$30 345.86 |
$30 343.80 |
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| Open Position P/L |
-$ 789.56 |
-$ 789.56 |
n/a |
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| Annual Rate of Return |
1281211.72% |
1142877.91% |
138333.81% |
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| Monthly Rate of Return |
106767.64% |
95239.83% |
11527.82% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.02 |
$ 3.03 |
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| Avg Monthly Return |
$1 061.74 |
$1 061.74 |
$1 061.74 |
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| Monthly Return StdDev |
$5 979.76 |
$5 979.76 |
$5 979.76 |
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| Total # of Trades |
14730 |
7365 |
7365 |
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| % Profitable |
57.85% |
60.04% |
55.67% |
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| Performance Ratios |
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| Upside Potential Ratio |
-8.83915E-05 |
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| Sharpe Ratio |
-0.052725456 |
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| Annualized Sharpe Ratio |
-0.182646336 |
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| Sortino Ratio |
-0.033526275 |
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| Fouse Ratio |
-4819.976946 |
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| Calmar Ratio |
0.006898129 |
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| Sterling Ratio |
1.31835E-05 |
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| RINA Index |
493.5675864 |
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| Net Profit as % of Largest
loss |
2569.08% |
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| Net Profit as % of Max Trade
Drawdown |
2136.94% |
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| Net Profit as % of Max
Strategy Drawdown |
773.41% |
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| Select Net Profit as % of
Largest loss |
1730.11% |
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| Select Net Profit as % of Max
Trade Drawdown |
1439.10% |
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| Select Net Profit as % of Max
Strategy Drawdown |
520.85% |
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| Adj Net Profit as % of Largest
loss |
2017.27% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1677.95% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
607.29% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 23 Dys, 3 Hrs, 35 Mins |
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| Time in the Market |
29 Yrs, 23 Dys, 3 Hrs, 25 Mins |
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| Percent in the Market |
100.00% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
21/05/2025 |
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| Max Drawdown Date |
28/02/2020 |
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| Max Strategy Drawdown Date |
26/12/2018 15:10 |
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| Max Close To Close Drawdown
Date |
26/12/2018 12:10 |
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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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