| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$346 011.94 |
$316 374.72 |
$29 637.22 |
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| Gross Profit |
$1631 613.74 |
$996 395.32 |
$635 218.42 |
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| Gross Loss |
-$1285 601.80 |
-$680 020.60 |
-$605 581.20 |
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| Adjusted Net Profit |
$262 289.62 |
$249 070.81 |
-$21 203.08 |
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| Adjusted Gross Profit |
$1582 373.95 |
$956 184.08 |
$606 344.86 |
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| Adjusted Gross Loss |
-$1320 084.33 |
-$707 113.27 |
-$627 547.94 |
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| Select Net Profit |
$236 655.14 |
$238 192.86 |
-$1 537.72 |
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| Select Gross Profit |
$954 984.12 |
$569 517.38 |
$385 466.74 |
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| Select Gross Loss |
-$718 328.98 |
-$331 324.52 |
-$387 004.46 |
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| Account Size Required |
$66 325.06 |
$32 141.34 |
$56 817.86 |
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| Return on Account |
521.69% |
984.32% |
52.16% |
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| Return on Initial Capital |
34601194.00% |
31637472.00% |
2963722.00% |
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| Max Strategy Drawdown |
-$74 266.82 |
-$38 478.84 |
-$62 947.54 |
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| Max Strategy Drawdown (%) |
-2013.20% |
-2621.23% |
-857.57% |
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| Max Close To Close Drawdown |
-$66 325.06 |
-$32 141.34 |
-$56 817.86 |
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| Max Close To Close Drawdown
(%) |
-4567.47% |
-256236.00% |
-1373.43% |
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| Return on Max Strategy
Drawdown |
4.659038047 |
8.222044116 |
0.470824118 |
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| Profit Factor |
1.269143945 |
1.465242847 |
1.048940126 |
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| Adjusted Profit Factor |
1.198691568 |
1.352236083 |
-0.966212807 |
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| Select Profit Factor |
1.329452307 |
1.718911054 |
-0.996026609 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$62 212.50 |
$31 100.00 |
$31 112.50 |
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| Commission Paid |
$10 252.62 |
$5 125.28 |
$5 127.34 |
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| Open Position P/L |
$1 285.44 |
n/a |
$1 285.44 |
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| Annual Rate of Return |
1205569.16% |
1102307.64% |
103261.52% |
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| Monthly Rate of Return |
100464.10% |
91858.97% |
8605.13% |
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| Buy & Hold Return |
$ 3.05 |
$ 3.05 |
$ 3.05 |
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| Avg Monthly Return |
$1 006.66 |
$1 006.66 |
$1 006.66 |
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| Monthly Return StdDev |
$5 626.42 |
$5 626.42 |
$5 626.42 |
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| Total # of Trades |
2488 |
1244 |
1244 |
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| % Profitable |
44.13% |
49.36% |
38.91% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.63961E-06 |
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| Sharpe Ratio |
-0.053486955 |
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| Annualized Sharpe Ratio |
-0.185284247 |
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| Sortino Ratio |
-0.035854006 |
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| Fouse Ratio |
-307367.8264 |
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| Calmar Ratio |
0.015689168 |
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| Sterling Ratio |
6.22578E-06 |
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| RINA Index |
230.8008782 |
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| Net Profit as % of Largest
loss |
2756.16% |
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| Net Profit as % of Max Trade
Drawdown |
2063.95% |
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| Net Profit as % of Max
Strategy Drawdown |
465.90% |
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| Select Net Profit as % of
Largest loss |
1885.08% |
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| Select Net Profit as % of Max
Trade Drawdown |
1411.64% |
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| Select Net Profit as % of Max
Strategy Drawdown |
318.66% |
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| Adj Net Profit as % of Largest
loss |
2089.27% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1564.55% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
353.17% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 9 Mths, 14 Dys, 2 Hrs, 5
Mins |
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| Time in the Market |
28 Yrs, 9 Mths, 9 Dys, 45 Mins |
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| Percent in the Market |
99.95% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
17/04/2026 |
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| Max Drawdown Date |
20/05/2022 |
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| Max Strategy Drawdown Date |
13/03/2026 15:10 |
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| Max Close To Close Drawdown
Date |
18/03/2026 09:50 |
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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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