| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$372 450.00 |
$331 800.00 |
$40 650.00 |
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| Gross Profit |
$1716 251.90 |
$909 185.14 |
$807 066.76 |
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| Gross Loss |
-$1343 801.90 |
-$577 385.14 |
-$766 416.76 |
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| Adjusted Net Profit |
$286 096.29 |
$272 768.19 |
-$22 286.98 |
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| Adjusted Gross Profit |
$1670 051.95 |
$876 052.59 |
$774 835.62 |
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| Adjusted Gross Loss |
-$1383 955.66 |
-$603 284.40 |
-$797 122.60 |
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| Select Net Profit |
$299 214.08 |
$272 336.44 |
$26 877.64 |
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| Select Gross Profit |
$1044 354.26 |
$578 036.18 |
$466 318.08 |
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| Select Gross Loss |
-$745 140.18 |
-$305 699.74 |
-$439 440.44 |
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| Account Size Required |
$41 308.72 |
$31 744.90 |
$71 639.58 |
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| Return on Account |
901.63% |
1045.21% |
56.74% |
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| Return on Initial Capital |
37245000.00% |
33180000.00% |
4065000.00% |
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| Max Strategy Drawdown |
-$48 594.34 |
-$38 870.04 |
-$76 681.48 |
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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 |
-$71 639.58 |
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| Max Close To Close Drawdown
(%) |
-1325.53% |
-34574.00% |
-1009.43% |
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| Return on Max Strategy
Drawdown |
7.664472858 |
8.536137344 |
0.530114964 |
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| Profit Factor |
1.277161388 |
1.57465975 |
1.053039028 |
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| Adjusted Profit Factor |
1.206723595 |
1.452138638 |
-0.972040711 |
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| Select Profit Factor |
1.401554081 |
1.890862518 |
1.061163329 |
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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 |
$10 302.06 |
$5 150.00 |
$5 152.06 |
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| Open Position P/L |
$ 860.44 |
n/a |
$ 860.44 |
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| Annual Rate of Return |
1286616.97% |
1146192.80% |
140424.16% |
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| Monthly Rate of Return |
107218.08% |
95516.07% |
11702.01% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.02 |
$ 3.02 |
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| Avg Monthly Return |
$1 069.66 |
$1 069.66 |
$1 069.66 |
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| Monthly Return StdDev |
$5 826.59 |
$5 826.59 |
$5 826.59 |
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| Total # of Trades |
2500 |
1250 |
1250 |
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| % Profitable |
55.20% |
60.24% |
50.16% |
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| Performance Ratios |
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| Upside Potential Ratio |
693.804301 |
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| Sharpe Ratio |
0.05848798 |
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| Annualized Sharpe Ratio |
0.202608305 |
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| Sortino Ratio |
17.46963551 |
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| Fouse Ratio |
0.696462936 |
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| Calmar Ratio |
0.012379724 |
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| Sterling Ratio |
0.000180153 |
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| RINA Index |
242.1150453 |
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| Net Profit as % of Largest
loss |
1596.50% |
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| Net Profit as % of Max Trade
Drawdown |
1197.51% |
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| Net Profit as % of Max
Strategy Drawdown |
766.45% |
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| Select Net Profit as % of
Largest loss |
1282.58% |
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| Select Net Profit as % of Max
Trade Drawdown |
962.04% |
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| Select Net Profit as % of Max
Strategy Drawdown |
615.74% |
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| Adj Net Profit as % of Largest
loss |
1226.35% |
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| Adj Net Profit as % of Max
Trade Drawdown |
919.86% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
588.74% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 10 Dys, 6 Hrs, 15 Mins |
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| Time in the Market |
29 Yrs, 10 Dys, 3 Hrs, 45 Mins |
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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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