| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$242 116.38 |
$242 116.38 |
n/a |
|
| Gross Profit |
$858 042.80 |
$858 042.80 |
n/a |
|
| Gross Loss |
-$615 926.42 |
-$615 926.42 |
n/a |
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| Adjusted Net Profit |
$175 659.18 |
$175 659.18 |
n/a |
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| Adjusted Gross Profit |
$821 783.87 |
$821 783.87 |
n/a |
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| Adjusted Gross Loss |
-$646 124.70 |
-$646 124.70 |
n/a |
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| Select Net Profit |
$157 984.94 |
$157 984.94 |
n/a |
|
| Select Gross Profit |
$487 776.38 |
$487 776.38 |
n/a |
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| Select Gross Loss |
-$329 791.44 |
-$329 791.44 |
n/a |
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| Account Size Required |
$31 515.78 |
$31 515.78 |
n/a |
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| Return on Account |
768.24% |
768.24% |
n/a |
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| Return on Initial Capital |
24211638.00% |
24211638.00% |
n/a |
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| Max Strategy Drawdown |
-$34 015.36 |
-$34 015.36 |
n/a |
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| Max Strategy Drawdown (%) |
-274.67% |
-274.67% |
n/a |
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| Max Close To Close Drawdown |
-$31 515.78 |
-$31 515.78 |
n/a |
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| Max Close To Close Drawdown
(%) |
-95412.00% |
-95412.00% |
n/a |
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| Return on Max Strategy
Drawdown |
7.117854405 |
7.117854405 |
n/a |
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| Profit Factor |
1.393093026 |
1.393093026 |
n/a |
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| Adjusted Profit Factor |
1.271865752 |
1.271865752 |
n/a |
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| Select Profit Factor |
1.479044999 |
1.479044999 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$4 023.18 |
$4 023.18 |
n/a |
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| Open Position P/L |
$1 885.44 |
$1 885.44 |
n/a |
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| Annual Rate of Return |
871518.75% |
871518.75% |
n/a |
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| Monthly Rate of Return |
72626.56% |
72626.56% |
n/a |
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| Buy & Hold Return |
$ 2.51 |
$ 2.51 |
n/a |
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| Avg Monthly Return |
$ 730.54 |
$ 730.54 |
$ 730.54 |
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| Monthly Return StdDev |
$3 439.71 |
$3 439.71 |
$3 439.71 |
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| Total # of Trades |
976 |
976 |
0 |
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| % Profitable |
57.38% |
57.38% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
35.01250977 |
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| Sharpe Ratio |
0.05570062 |
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| Annualized Sharpe Ratio |
0.192952609 |
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| Sortino Ratio |
4.001724574 |
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| Fouse Ratio |
0.903727236 |
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| Calmar Ratio |
0.016846575 |
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| Sterling Ratio |
3.47913E-05 |
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| RINA Index |
275.9585153 |
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| Net Profit as % of Largest
loss |
2283.23% |
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| Net Profit as % of Max Trade
Drawdown |
1579.67% |
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| Net Profit as % of Max
Strategy Drawdown |
711.79% |
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| Select Net Profit as % of
Largest loss |
1489.84% |
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| Select Net Profit as % of Max
Trade Drawdown |
1030.76% |
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| Select Net Profit as % of Max
Strategy Drawdown |
464.45% |
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| Adj Net Profit as % of Largest
loss |
1656.52% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1146.07% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
516.41% |
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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 |
10 Yrs, 11 Mths, 17 Dys |
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| Percent in the Market |
39.31% |
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| Longest flat period |
2 Mths, 24 Dys |
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| Max Run-up Date |
06/11/2024 |
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| Max Drawdown Date |
24/01/2022 |
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| Max Strategy Drawdown Date |
22/12/2022 |
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| Max Close To Close Drawdown
Date |
23/09/2022 |
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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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