| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$302 883.18 |
$302 883.18 |
n/a |
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| Gross Profit |
$945 975.58 |
$945 975.58 |
n/a |
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| Gross Loss |
-$643 092.40 |
-$643 092.40 |
n/a |
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| Adjusted Net Profit |
$241 565.94 |
$241 565.94 |
n/a |
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| Adjusted Gross Profit |
$912 859.81 |
$912 859.81 |
n/a |
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| Adjusted Gross Loss |
-$671 293.87 |
-$671 293.87 |
n/a |
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| Select Net Profit |
$181 209.00 |
$181 209.00 |
n/a |
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| Select Gross Profit |
$556 424.80 |
$556 424.80 |
n/a |
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| Select Gross Loss |
-$375 215.80 |
-$375 215.80 |
n/a |
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| Account Size Required |
$31 586.24 |
$31 586.24 |
n/a |
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| Return on Account |
958.91% |
958.91% |
n/a |
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| Return on Initial Capital |
30288318.00% |
30288318.00% |
n/a |
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| Max Strategy Drawdown |
-$34 219.62 |
-$34 219.62 |
n/a |
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| Max Strategy Drawdown (%) |
-1456.00% |
-1456.00% |
n/a |
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| Max Close To Close Drawdown |
-$31 586.24 |
-$31 586.24 |
n/a |
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| Max Close To Close Drawdown
(%) |
-996.33% |
-996.33% |
n/a |
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| Return on Max Strategy
Drawdown |
8.851155565 |
8.851155565 |
n/a |
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| Profit Factor |
1.470979256 |
1.470979256 |
n/a |
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| Adjusted Profit Factor |
1.359851259 |
1.359851259 |
n/a |
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| Select Profit Factor |
1.482946081 |
1.482946081 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$33 025.00 |
$33 025.00 |
n/a |
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| Commission Paid |
$5 506.38 |
$5 506.38 |
n/a |
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| Open Position P/L |
-$ 14.56 |
-$ 14.56 |
n/a |
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| Annual Rate of Return |
1071354.65% |
1071354.65% |
n/a |
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| Monthly Rate of Return |
89279.55% |
89279.55% |
n/a |
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| Buy & Hold Return |
$ 2.75 |
$ 2.75 |
n/a |
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| Avg Monthly Return |
$ 890.79 |
$ 890.79 |
$ 890.79 |
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| Monthly Return StdDev |
$3 405.86 |
$3 405.86 |
$3 405.86 |
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| Total # of Trades |
1336 |
1336 |
0 |
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| % Profitable |
61.08% |
61.08% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.044688149 |
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| Sharpe Ratio |
0.028562516 |
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| Annualized Sharpe Ratio |
0.098943456 |
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| Sortino Ratio |
0.041682026 |
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| Fouse Ratio |
-61.76170079 |
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| Calmar Ratio |
0.023481263 |
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| Sterling Ratio |
2.99829E-05 |
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| RINA Index |
542.4000008 |
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| Net Profit as % of Largest
loss |
2676.45% |
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| Net Profit as % of Max Trade
Drawdown |
1938.20% |
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| Net Profit as % of Max
Strategy Drawdown |
885.12% |
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| Select Net Profit as % of
Largest loss |
1601.26% |
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| Select Net Profit as % of Max
Trade Drawdown |
1159.58% |
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| Select Net Profit as % of Max
Strategy Drawdown |
529.55% |
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| Adj Net Profit as % of Largest
loss |
2134.61% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1545.82% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
705.93% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 4 Mths, 7 Dys |
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| Time in the Market |
8 Yrs, 11 Mths, 23 Dys |
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| Percent in the Market |
31.64% |
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| Longest flat period |
2 Mths, 10 Dys |
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| Max Run-up Date |
24/03/2020 |
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| Max Drawdown Date |
24/01/2022 |
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| Max Strategy Drawdown Date |
01/09/2026 |
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| Max Close To Close Drawdown
Date |
01/09/2026 |
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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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