| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$323 294.56 |
$323 294.56 |
n/a |
|
| Gross Profit |
$919 566.64 |
$919 566.64 |
n/a |
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| Gross Loss |
-$596 272.08 |
-$596 272.08 |
n/a |
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| Adjusted Net Profit |
$264 414.46 |
$264 414.46 |
n/a |
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| Adjusted Gross Profit |
$887 115.84 |
$887 115.84 |
n/a |
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| Adjusted Gross Loss |
-$622 701.38 |
-$622 701.38 |
n/a |
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| Select Net Profit |
$195 616.40 |
$195 616.40 |
n/a |
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| Select Gross Profit |
$546 199.38 |
$546 199.38 |
n/a |
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| Select Gross Loss |
-$350 582.98 |
-$350 582.98 |
n/a |
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| Account Size Required |
$25 999.02 |
$25 999.02 |
n/a |
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| Return on Account |
1243.49% |
1243.49% |
n/a |
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| Return on Initial Capital |
32329456.00% |
32329456.00% |
n/a |
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| Max Strategy Drawdown |
-$33 723.88 |
-$33 723.88 |
n/a |
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| Max Strategy Drawdown (%) |
-1456.00% |
-1456.00% |
n/a |
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| Max Close To Close Drawdown |
-$25 999.02 |
-$25 999.02 |
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 |
9.586517328 |
9.586517328 |
n/a |
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| Profit Factor |
1.54219302 |
1.54219302 |
n/a |
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| Adjusted Profit Factor |
1.424624825 |
1.424624825 |
n/a |
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| Select Profit Factor |
1.557974606 |
1.557974606 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$32 437.50 |
$32 437.50 |
n/a |
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| Commission Paid |
$5 405.44 |
$5 405.44 |
n/a |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
1163726.60% |
1163726.60% |
n/a |
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| Monthly Rate of Return |
96977.22% |
96977.22% |
n/a |
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| Buy & Hold Return |
$ 2.50 |
$ 2.50 |
n/a |
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| Avg Monthly Return |
$ 967.95 |
$ 967.95 |
$ 967.95 |
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| Monthly Return StdDev |
$3 224.69 |
$3 224.69 |
$3 224.69 |
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| Total # of Trades |
1312 |
1312 |
0 |
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| % Profitable |
61.20% |
61.20% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.044682096 |
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| Sharpe Ratio |
0.028850162 |
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| Annualized Sharpe Ratio |
0.099939894 |
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| Sortino Ratio |
0.041820715 |
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| Fouse Ratio |
-63.72390225 |
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| Calmar Ratio |
0.030093207 |
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| Sterling Ratio |
2.99829E-05 |
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| RINA Index |
603.311206 |
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| Net Profit as % of Largest
loss |
3327.23% |
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| Net Profit as % of Max Trade
Drawdown |
2068.81% |
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| Net Profit as % of Max
Strategy Drawdown |
958.65% |
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| Select Net Profit as % of
Largest loss |
2013.21% |
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| Select Net Profit as % of Max
Trade Drawdown |
1251.78% |
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| Select Net Profit as % of Max
Strategy Drawdown |
580.05% |
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| Adj Net Profit as % of Largest
loss |
2721.26% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1692.03% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
784.06% |
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| Time Analysis |
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| Trading Period |
27 Yrs, 10 Mths, 13 Dys |
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| Time in the Market |
8 Yrs, 10 Mths, 15 Dys |
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| Percent in the Market |
31.82% |
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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 |
12/05/2022 |
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| Max Close To Close Drawdown
Date |
09/05/2022 |
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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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