Strategy Performance Summary
All Trades Long Trades Short Trades
Net Profit $28 217.19 $28 217.19 n/a
Gross Profit $93 391.00 $93 391.00 n/a
Gross Loss -$65 173.81 -$65 173.81 n/a
Adjusted Net Profit $22 089.68 $22 089.68 n/a
Adjusted Gross Profit $90 089.13 $90 089.13 n/a
Adjusted Gross Loss -$67 999.45 -$67 999.45 n/a
Select Net Profit $15 895.76 $15 895.76 n/a
Select Gross Profit $54 822.91 $54 822.91 n/a
Select Gross Loss -$38 927.15 -$38 927.15 n/a
Account Size Required $2 645.43 $2 645.43 n/a
Return on Account 1066.64% 1066.64% n/a
Return on Initial Capital 2821719.00% 2821719.00% n/a
Max Strategy Drawdown -$3 424.42 -$3 424.42 n/a
Max Strategy Drawdown (%) -888.98% -888.98% n/a
Max Close To Close Drawdown -$2 645.43 -$2 645.43 n/a
Max Close To Close Drawdown (%) -1313.28% -1313.28% n/a
Return on Max Strategy Drawdown 8.239991006 8.239991006 n/a
Profit Factor 1.432952899 1.432952899 n/a
Adjusted Profit Factor 1.324850797 1.324850797 n/a
Select Profit Factor 1.40834636 1.40834636 n/a
Max # Contracts Held 1 1 0
Slippage Paid $3 287.50 $3 287.50 n/a
Commission Paid $3 437.85 $3 437.85 n/a
Open Position P/L -$ 2.54 -$ 2.54 n/a
Annual Rate of Return 100657.57% 100657.57% n/a
Monthly Rate of Return 8388.13% 8388.13% n/a
Buy & Hold Return $ 2.81 $ 2.81 n/a
Avg Monthly Return $ 83.72 $ 83.72 $ 83.72
Monthly Return StdDev $ 323.78 $ 323.78 $ 323.78
Total # of Trades 1332 1332 0
% Profitable 60.06% 60.06% 0.00%
Performance Ratios
Upside Potential Ratio -0.022839119
Sharpe Ratio -0.038970799
Annualized Sharpe Ratio -0.134998807
Sortino Ratio -0.0246578
Fouse Ratio -13.77485385
Calmar Ratio 0.021894494
Sterling Ratio 0.000258801
RINA Index 469.3785436
Net Profit as % of Largest loss 2180.90%
Net Profit as % of Max Trade Drawdown 1804.41%
Net Profit as % of Max Strategy Drawdown 824.00%
Select Net Profit as % of Largest loss 1228.58%
Select Net Profit as % of Max Trade Drawdown 1016.49%
Select Net Profit as % of Max Strategy Drawdown 464.19%
Adj Net Profit as % of Largest loss 1707.31%
Adj Net Profit as % of Max Trade Drawdown 1412.57%
Adj Net Profit as % of Max Strategy Drawdown 645.06%
Time Analysis
Trading Period 28 Yrs, 1 Mth, 10 Dys
Time in the Market 8 Yrs, 11 Mths, 2 Dys
Percent in the Market 31.70%
Longest flat period 1 Mth, 2 Dys
Max Run-up Date 23/04/2025
Max Drawdown Date 24/01/2022
Max Strategy Drawdown Date 12/05/2022
Max Close To Close Drawdown Date 09/05/2022
Equity Curve Detailed
Equity Curve Detailed with DrawDown
Equity Curve Detailed Long
Equity Curve Detailed Short
Equity Run-up & Drawdown
Equity Run-up & Drawdown (%)
Equity Curve Close To Close
Equity Curve Close To Close With Drawdown
Buy & Hold Return
Value Added Monthly Index