| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$342 307.12 |
$312 041.06 |
$30 266.06 |
|
| Gross Profit |
$1672 222.08 |
$884 793.10 |
$787 428.98 |
|
| Gross Loss |
-$1329 914.96 |
-$572 752.04 |
-$757 162.92 |
|
| Adjusted Net Profit |
$257 108.90 |
$253 803.09 |
-$31 839.34 |
|
| Adjusted Gross Profit |
$1626 977.29 |
$852 376.79 |
$755 830.54 |
|
| Adjusted Gross Loss |
-$1369 868.38 |
-$598 573.70 |
-$787 669.88 |
|
| Select Net Profit |
$276 829.44 |
$262 569.12 |
$14 260.32 |
|
| Select Gross Profit |
$1011 924.30 |
$563 635.76 |
$448 288.54 |
|
| Select Gross Loss |
-$735 094.86 |
-$301 066.64 |
-$434 028.22 |
|
| Account Size Required |
$41 308.72 |
$31 744.90 |
$67 824.64 |
|
| Return on Account |
828.66% |
982.96% |
44.62% |
|
| Return on Initial Capital |
34230712.00% |
31204106.00% |
3026606.00% |
|
| Max Strategy Drawdown |
-$48 594.34 |
-$38 870.04 |
-$76 681.48 |
|
| Max Strategy Drawdown (%) |
-612.22% |
-2706.00% |
-610.95% |
|
| Max Close To Close Drawdown |
-$41 308.72 |
-$31 744.90 |
-$67 824.64 |
|
| Max Close To Close Drawdown
(%) |
-1325.53% |
-34574.00% |
-1009.43% |
|
| Return on Max Strategy
Drawdown |
7.04417675 |
8.027803933 |
0.394698433 |
|
| Profit Factor |
1.257390232 |
1.544810037 |
1.039972982 |
|
| Adjusted Profit Factor |
1.187688765 |
1.424013107 |
-0.959577812 |
|
| Select Profit Factor |
1.376590091 |
1.872129572 |
1.032855744 |
|
| Max # Contracts Held |
1 |
1 |
1 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
|
| Commission Paid |
$10 194.94 |
$5 096.44 |
$5 098.50 |
|
| Open Position P/L |
-$4 589.56 |
n/a |
-$4 589.56 |
|
| Annual Rate of Return |
1192299.93% |
1086879.33% |
105420.60% |
|
| Monthly Rate of Return |
99358.33% |
90573.28% |
8785.05% |
|
| Buy & Hold Return |
$ 3.09 |
$ 3.09 |
$ 3.09 |
|
| Avg Monthly Return |
$ 976.06 |
$ 976.06 |
$ 976.06 |
|
| Monthly Return StdDev |
$5 755.66 |
$5 755.66 |
$5 755.66 |
|
| Total # of Trades |
2474 |
1237 |
1237 |
|
| % Profitable |
55.21% |
60.23% |
50.20% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
693.5664165 |
|
| Sharpe Ratio |
0.058717715 |
|
| Annualized Sharpe Ratio |
0.20340413 |
|
| Sortino Ratio |
17.6143406 |
|
| Fouse Ratio |
0.702248616 |
|
| Calmar Ratio |
0.012379724 |
|
| Sterling Ratio |
0.000180153 |
|
| RINA Index |
225.8189203 |
|
| Net Profit as % of Largest
loss |
1467.30% |
|
| Net Profit as % of Max Trade
Drawdown |
1100.59% |
|
| Net Profit as % of Max
Strategy Drawdown |
704.42% |
|
| Select Net Profit as % of
Largest loss |
1186.63% |
|
| Select Net Profit as % of Max
Trade Drawdown |
890.07% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
569.67% |
|
| Adj Net Profit as % of Largest
loss |
1102.09% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
826.66% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
529.09% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 9 Mths, 17 Dys, 6 Hrs, 15
Mins |
|
| Time in the Market |
28 Yrs, 9 Mths, 17 Dys, 3 Hrs, 45
Mins |
|
| Percent in the Market |
100.00% |
|
| Longest flat period |
n/a |
|
| Max Run-up Date |
28/02/2020 |
|
| Max Drawdown Date |
13/03/2025 |
|
| Max Strategy Drawdown Date |
20/12/2024 09:00 |
|
| Max Close To Close Drawdown
Date |
10/06/2024 14:30 |
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|