| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$284 696.60 |
$280 612.86 |
$4 083.74 |
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| Gross Profit |
$3271 725.76 |
$2242 563.64 |
$1029 162.12 |
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| Gross Loss |
-$2987 029.16 |
-$1961 950.78 |
-$1025 078.38 |
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| Adjusted Net Profit |
$201 876.84 |
$201 771.40 |
-$34 318.75 |
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| Adjusted Gross Profit |
$3227 816.90 |
$2199 429.44 |
$1009 880.76 |
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| Adjusted Gross Loss |
-$3025 940.06 |
-$1997 658.04 |
-$1044 199.52 |
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| Select Net Profit |
$62 705.72 |
$19 930.94 |
$42 774.78 |
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| Select Gross Profit |
$1887 170.96 |
$1072 100.54 |
$815 070.42 |
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| Select Gross Loss |
-$1824 465.24 |
-$1052 169.60 |
-$772 295.64 |
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| Account Size Required |
$81 447.62 |
$65 286.52 |
$56 793.44 |
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| Return on Account |
349.55% |
429.82% |
7.19% |
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| Return on Initial Capital |
28469660.00% |
28061286.00% |
408374.00% |
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| Max Strategy Drawdown |
-$84 601.74 |
-$67 707.40 |
-$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 |
-$81 447.62 |
-$65 286.52 |
-$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 |
3.365138826 |
4.144493216 |
0.071215469 |
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| Profit Factor |
1.095310954 |
1.143027472 |
1.003983832 |
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| Adjusted Profit Factor |
1.066715414 |
1.101003972 |
-0.967133913 |
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| Select Profit Factor |
1.03436937 |
1.018942707 |
1.055386536 |
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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 |
$47 155.46 |
$23 576.70 |
$23 578.76 |
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| Open Position P/L |
$9 947.94 |
$9 947.94 |
n/a |
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| Annual Rate of Return |
990417.70% |
976210.97% |
14206.73% |
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| Monthly Rate of Return |
82534.81% |
81350.91% |
1183.89% |
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| Buy & Hold Return |
$ 3.09 |
$ 3.10 |
$ 3.09 |
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| Avg Monthly Return |
$ 851.57 |
$ 851.57 |
$ 851.57 |
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| Monthly Return StdDev |
$5 975.63 |
$5 975.63 |
$5 975.63 |
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| Total # of Trades |
11445 |
5722 |
5723 |
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| % Profitable |
48.51% |
47.24% |
49.78% |
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| Performance Ratios |
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| Upside Potential Ratio |
466.2333804 |
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| Sharpe Ratio |
0.055813035 |
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| Annualized Sharpe Ratio |
0.193342025 |
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| Sortino Ratio |
18.82443384 |
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| Fouse Ratio |
1.113162557 |
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| Calmar Ratio |
0.00709368 |
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| Sterling Ratio |
1.89609E-05 |
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| RINA Index |
120.1572246 |
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| Net Profit as % of Largest
loss |
2125.93% |
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| Net Profit as % of Max Trade
Drawdown |
1923.36% |
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| Net Profit as % of Max
Strategy Drawdown |
336.51% |
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| Select Net Profit as % of
Largest loss |
468.25% |
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| Select Net Profit as % of Max
Trade Drawdown |
423.63% |
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| Select Net Profit as % of Max
Strategy Drawdown |
74.12% |
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| Adj Net Profit as % of Largest
loss |
1507.49% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1363.84% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
238.62% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 10 Mths, 3 Hrs, 35 Mins |
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| Time in the Market |
28 Yrs, 10 Mths, 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 |
09/04/2020 |
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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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