| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$339 814.24 |
$296 232.12 |
$43 582.12 |
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| Gross Profit |
$1622 813.14 |
$857 551.06 |
$765 262.08 |
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| Gross Loss |
-$1282 998.90 |
-$561 318.94 |
-$721 679.96 |
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| Adjusted Net Profit |
$256 923.76 |
$239 208.03 |
-$16 519.16 |
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| Adjusted Gross Profit |
$1578 694.75 |
$825 962.76 |
$734 428.79 |
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| Adjusted Gross Loss |
-$1321 770.99 |
-$586 754.73 |
-$750 947.95 |
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| Select Net Profit |
$281 699.48 |
$270 201.94 |
$11 497.54 |
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| Select Gross Profit |
$1001 265.64 |
$559 577.24 |
$441 688.40 |
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| Select Gross Loss |
-$719 566.16 |
-$289 375.30 |
-$430 190.86 |
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| Account Size Required |
$41 308.72 |
$31 744.90 |
$67 824.64 |
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| Return on Account |
822.62% |
933.16% |
64.26% |
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| Return on Initial Capital |
33981424.00% |
29623212.00% |
4358212.00% |
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| Max Strategy Drawdown |
-$48 594.34 |
-$38 870.04 |
-$72 749.64 |
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| Max Strategy Drawdown (%) |
-612.22% |
-2706.00% |
-610.95% |
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| Max Close To Close Drawdown |
-$41 308.72 |
-$31 744.90 |
-$67 824.64 |
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| Max Close To Close Drawdown
(%) |
-1325.53% |
-34574.00% |
-1009.43% |
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| Return on Max Strategy
Drawdown |
6.992876948 |
7.621091205 |
0.599069906 |
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| Profit Factor |
1.264859339 |
1.527742962 |
1.060389816 |
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| Adjusted Profit Factor |
1.194378424 |
1.407679768 |
-0.978002264 |
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| Select Profit Factor |
1.391485169 |
1.933742237 |
1.026726602 |
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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 |
$10 087.82 |
$5 042.88 |
$5 044.94 |
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| Open Position P/L |
$4 422.94 |
n/a |
$4 422.94 |
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| Annual Rate of Return |
1194106.31% |
1040958.86% |
153147.45% |
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| Monthly Rate of Return |
99508.86% |
86746.57% |
12762.29% |
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| Buy & Hold Return |
$ 2.77 |
$ 2.77 |
$ 2.77 |
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| Avg Monthly Return |
$1 003.61 |
$1 003.61 |
$1 003.61 |
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| Monthly Return StdDev |
$5 604.99 |
$5 604.99 |
$5 604.99 |
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| Total # of Trades |
2448 |
1224 |
1224 |
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| % Profitable |
55.27% |
60.21% |
50.33% |
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| Performance Ratios |
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| Upside Potential Ratio |
699.3862761 |
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| Sharpe Ratio |
0.058979276 |
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| Annualized Sharpe Ratio |
0.204310206 |
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| Sortino Ratio |
17.71109444 |
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| Fouse Ratio |
0.708448605 |
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| Calmar Ratio |
0.017305453 |
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| Sterling Ratio |
0.000180153 |
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| RINA Index |
234.5388375 |
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| Net Profit as % of Largest
loss |
1456.61% |
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| Net Profit as % of Max Trade
Drawdown |
1092.58% |
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| Net Profit as % of Max
Strategy Drawdown |
699.29% |
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| Select Net Profit as % of
Largest loss |
1207.50% |
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| Select Net Profit as % of Max
Trade Drawdown |
905.73% |
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| Select Net Profit as % of Max
Strategy Drawdown |
579.70% |
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| Adj Net Profit as % of Largest
loss |
1101.30% |
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| Adj Net Profit as % of Max
Trade Drawdown |
826.07% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
528.71% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 6 Mths, 15 Dys, 3 Hrs, 30
Mins |
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| Time in the Market |
28 Yrs, 6 Mths, 15 Dys, 1 Hr |
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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 |
28/02/2020 |
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| Max Drawdown Date |
13/03/2025 |
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| Max Strategy Drawdown Date |
20/12/2024 09:00 |
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| Max Close To Close Drawdown
Date |
10/06/2024 14:30 |
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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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