| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$302 467.14 |
$296 639.82 |
$5 827.32 |
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| Gross Profit |
$3339 711.10 |
$2289 535.36 |
$1050 175.74 |
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| Gross Loss |
-$3037 243.96 |
-$1992 895.54 |
-$1044 348.42 |
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| Adjusted Net Profit |
$218 387.01 |
$216 623.04 |
-$33 188.60 |
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| Adjusted Gross Profit |
$3295 062.40 |
$2245 651.65 |
$1030 583.05 |
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| Adjusted Gross Loss |
-$3076 675.39 |
-$2029 028.62 |
-$1063 771.65 |
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| Select Net Profit |
$84 708.80 |
$32 957.48 |
$51 751.32 |
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| Select Gross Profit |
$1923 522.92 |
$1094 405.64 |
$829 117.28 |
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| Select Gross Loss |
-$1838 814.12 |
-$1061 448.16 |
-$777 365.96 |
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| Account Size Required |
$80 014.38 |
$64 569.90 |
$56 793.44 |
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| Return on Account |
378.02% |
459.41% |
10.26% |
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| Return on Initial Capital |
30246714.00% |
29663982.00% |
582732.00% |
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| Max Strategy Drawdown |
-$83 168.50 |
-$66 990.78 |
-$57 343.44 |
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| Max Strategy Drawdown (%) |
-249.40% |
-219.41% |
-452.70% |
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| Max Close To Close Drawdown |
-$80 014.38 |
-$64 569.90 |
-$56 793.44 |
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| Max Close To Close Drawdown
(%) |
-249.63% |
-211.13% |
-490.15% |
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| Return on Max Strategy
Drawdown |
3.636799269 |
4.428069355 |
0.101621389 |
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| Profit Factor |
1.099586054 |
1.148848655 |
1.005579862 |
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| Adjusted Profit Factor |
1.070981492 |
1.106761944 |
-0.96880101 |
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| Select Profit Factor |
1.046067082 |
1.031049543 |
1.06657266 |
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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 |
$47 497.42 |
$23 747.68 |
$23 749.74 |
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| Open Position P/L |
$ 410.44 |
n/a |
$ 410.44 |
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| Annual Rate of Return |
1043591.20% |
1023485.42% |
20105.79% |
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| Monthly Rate of Return |
86965.93% |
85290.45% |
1675.48% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.04 |
$ 3.02 |
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| Avg Monthly Return |
$ 867.84 |
$ 867.84 |
$ 867.84 |
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| Monthly Return StdDev |
$5 926.81 |
$5 926.81 |
$5 926.81 |
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| Total # of Trades |
11528 |
5764 |
5764 |
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| % Profitable |
48.53% |
47.22% |
49.84% |
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| Performance Ratios |
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| Upside Potential Ratio |
502.3368151 |
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| Sharpe Ratio |
0.055567685 |
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| Annualized Sharpe Ratio |
0.192492107 |
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| Sortino Ratio |
19.46683779 |
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| Fouse Ratio |
1.104282801 |
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| Calmar Ratio |
0.007323491 |
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| Sterling Ratio |
1.89609E-05 |
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| RINA Index |
160.6127298 |
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| Net Profit as % of Largest
loss |
2258.63% |
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| Net Profit as % of Max Trade
Drawdown |
2043.41% |
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| Net Profit as % of Max
Strategy Drawdown |
363.68% |
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| Select Net Profit as % of
Largest loss |
632.55% |
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| Select Net Profit as % of Max
Trade Drawdown |
572.28% |
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| Select Net Profit as % of Max
Strategy Drawdown |
101.85% |
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| Adj Net Profit as % of Largest
loss |
1630.77% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1475.38% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
262.58% |
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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, 5 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 |
05/08/2026 |
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| Max Drawdown Date |
04/03/2025 |
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| Max Strategy Drawdown Date |
01/04/2020 14:50 |
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| Max Close To Close Drawdown
Date |
01/04/2020 09:10 |
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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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