| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$352 135.76 |
$300 353.32 |
$51 782.44 |
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| Gross Profit |
$3414 872.16 |
$2275 759.98 |
$1139 112.18 |
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| Gross Loss |
-$3062 736.40 |
-$1975 406.66 |
-$1087 329.74 |
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| Adjusted Net Profit |
$275 494.31 |
$229 006.01 |
$14 580.76 |
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| Adjusted Gross Profit |
$3377 461.12 |
$2241 139.40 |
$1121 125.95 |
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| Adjusted Gross Loss |
-$3101 966.80 |
-$2012 133.39 |
-$1106 545.19 |
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| Select Net Profit |
$215 656.16 |
$145 736.04 |
$69 920.12 |
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| Select Gross Profit |
$1920 099.74 |
$1040 022.98 |
$880 076.76 |
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| Select Gross Loss |
-$1704 443.58 |
-$894 286.94 |
-$810 156.64 |
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| Account Size Required |
$45 166.70 |
$36 822.90 |
$40 357.06 |
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| Return on Account |
779.64% |
815.67% |
128.31% |
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| Return on Initial Capital |
35213576.00% |
30035332.00% |
5178244.00% |
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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 |
7.334218099 |
7.848520909 |
1.245889097 |
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| Profit Factor |
1.11497423 |
1.152046323 |
1.047623493 |
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| Adjusted Profit Factor |
1.088812786 |
1.113812538 |
1.013176829 |
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| Select Profit Factor |
1.126525843 |
1.1629634 |
1.086304446 |
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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 |
$59 441.30 |
$29 721.68 |
$29 719.62 |
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| Open Position P/L |
$ 272.94 |
n/a |
$ 272.94 |
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| Annual Rate of Return |
1235871.60% |
1054133.60% |
181737.99% |
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| Monthly Rate of Return |
102989.30% |
87844.47% |
15144.83% |
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| Buy & Hold Return |
$ 2.77 |
$ 2.77 |
$ 2.78 |
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| Avg Monthly Return |
$1 027.43 |
$1 027.43 |
$1 027.43 |
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| Monthly Return StdDev |
$5 632.69 |
$5 632.69 |
$5 632.69 |
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| Total # of Trades |
14427 |
7214 |
7213 |
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| % Profitable |
57.75% |
59.90% |
55.61% |
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| Performance Ratios |
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| Upside Potential Ratio |
-8.77561E-05 |
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| Sharpe Ratio |
-0.053189799 |
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| Annualized Sharpe Ratio |
-0.18425487 |
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| Sortino Ratio |
-0.033751329 |
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| Fouse Ratio |
-4924.714487 |
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| Calmar Ratio |
0.00844681 |
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| Sterling Ratio |
1.31835E-05 |
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| RINA Index |
437.9343352 |
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| Net Profit as % of Largest
loss |
2436.23% |
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| Net Profit as % of Max Trade
Drawdown |
2026.44% |
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| Net Profit as % of Max
Strategy Drawdown |
733.42% |
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| Select Net Profit as % of
Largest loss |
1492.00% |
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| Select Net Profit as % of Max
Trade Drawdown |
1241.04% |
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| Select Net Profit as % of Max
Strategy Drawdown |
449.16% |
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| Adj Net Profit as % of Largest
loss |
1905.99% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1585.39% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
573.79% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 6 Mths, 28 Dys, 50 Mins |
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| Time in the Market |
28 Yrs, 6 Mths, 28 Dys, 40 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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