| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$28 121.47 |
$26 695.11 |
$1 426.36 |
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| Gross Profit |
$165 074.61 |
$86 140.51 |
$78 934.10 |
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| Gross Loss |
-$136 953.14 |
-$59 445.40 |
-$77 507.74 |
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| Adjusted Net Profit |
$19 531.44 |
$20 857.24 |
-$4 875.66 |
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| Adjusted Gross Profit |
$160 553.29 |
$82 947.93 |
$75 724.97 |
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| Adjusted Gross Loss |
-$141 021.85 |
-$62 090.69 |
-$80 600.64 |
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| Select Net Profit |
$27 007.10 |
$26 082.18 |
$ 924.92 |
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| Select Gross Profit |
$103 780.99 |
$57 253.98 |
$46 527.01 |
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| Select Gross Loss |
-$76 773.89 |
-$31 171.80 |
-$45 602.09 |
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| Account Size Required |
$4 459.77 |
$3 217.85 |
$8 098.08 |
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| Return on Account |
630.56% |
829.59% |
17.61% |
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| Return on Initial Capital |
2812147.00% |
2669511.00% |
142636.00% |
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| Max Strategy Drawdown |
-$5 651.18 |
-$4 307.98 |
-$8 378.16 |
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| Max Strategy Drawdown (%) |
-629.18% |
-1137.00% |
-621.17% |
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| Max Close To Close Drawdown |
-$4 459.77 |
-$3 217.85 |
-$8 098.08 |
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| Max Close To Close Drawdown
(%) |
-1566.60% |
-3891.00% |
-1164.22% |
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| Return on Max Strategy
Drawdown |
4.976212048 |
6.196665258 |
0.170247405 |
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| Profit Factor |
1.205336438 |
1.449069398 |
1.018402807 |
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| Adjusted Profit Factor |
1.138499369 |
1.335915839 |
-0.93950838 |
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| Select Profit Factor |
1.351774542 |
1.836723577 |
1.020282404 |
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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 |
$6 363.57 |
$3 181.14 |
$3 182.43 |
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| Open Position P/L |
$ 428.71 |
n/a |
$ 428.71 |
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| Annual Rate of Return |
98818.77% |
93806.54% |
5012.23% |
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| Monthly Rate of Return |
8234.90% |
7817.21% |
417.69% |
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| Buy & Hold Return |
$ 2.77 |
$ 2.78 |
$ 2.77 |
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| Avg Monthly Return |
$ 83.24 |
$ 83.24 |
$ 83.24 |
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| Monthly Return StdDev |
$ 548.60 |
$ 548.60 |
$ 548.60 |
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| Total # of Trades |
2466 |
1233 |
1233 |
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| % Profitable |
54.06% |
59.04% |
49.07% |
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| Performance Ratios |
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| Upside Potential Ratio |
101.1008882 |
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| Sharpe Ratio |
0.085964943 |
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| Annualized Sharpe Ratio |
0.297791298 |
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| Sortino Ratio |
2.733283984 |
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| Fouse Ratio |
0.117666959 |
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| Calmar Ratio |
0.005888021 |
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| Sterling Ratio |
0.000961218 |
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| RINA Index |
215.9390968 |
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| Net Profit as % of Largest
loss |
1204.30% |
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| Net Profit as % of Max Trade
Drawdown |
901.32% |
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| Net Profit as % of Max
Strategy Drawdown |
497.62% |
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| Select Net Profit as % of
Largest loss |
1156.58% |
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| Select Net Profit as % of Max
Trade Drawdown |
865.60% |
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| Select Net Profit as % of Max
Strategy Drawdown |
477.90% |
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| Adj Net Profit as % of Largest
loss |
836.44% |
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| Adj Net Profit as % of Max
Trade Drawdown |
626.00% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
345.62% |
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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 |
07/04/2025 |
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| Max Drawdown Date |
13/03/2025 |
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| Max Strategy Drawdown Date |
14/10/2025 09:00 |
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| Max Close To Close Drawdown
Date |
09/10/2025 13:00 |
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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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