| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$29 065.93 |
$28 872.34 |
$ 193.59 |
|
| Gross Profit |
$165 582.43 |
$101 988.25 |
$63 594.18 |
|
| Gross Loss |
-$136 516.50 |
-$73 115.91 |
-$63 400.59 |
|
| Adjusted Net Profit |
$20 408.67 |
$21 845.25 |
-$4 992.46 |
|
| Adjusted Gross Profit |
$160 541.58 |
$97 824.60 |
$60 688.49 |
|
| Adjusted Gross Loss |
-$140 132.91 |
-$75 979.35 |
-$65 680.95 |
|
| Select Net Profit |
$13 935.71 |
$19 182.13 |
-$5 246.42 |
|
| Select Gross Profit |
$94 755.59 |
$56 690.95 |
$38 064.64 |
|
| Select Gross Loss |
-$80 819.88 |
-$37 508.82 |
-$43 311.06 |
|
| Account Size Required |
$7 592.53 |
$6 295.56 |
$6 085.38 |
|
| Return on Account |
382.82% |
458.61% |
3.18% |
|
| Return on Initial Capital |
2906593.00% |
2887234.00% |
19359.00% |
|
| Max Strategy Drawdown |
-$9 097.37 |
-$7 918.06 |
-$6 674.50 |
|
| Max Strategy Drawdown (%) |
-2048.71% |
-2653.41% |
-903.18% |
|
| Max Close To Close Drawdown |
-$7 592.53 |
-$6 295.56 |
-$6 085.38 |
|
| Max Close To Close Drawdown
(%) |
-5728.89% |
-26274.00% |
-1887.33% |
|
| Return on Max Strategy
Drawdown |
3.194981627 |
3.646390656 |
0.02900442 |
|
| Profit Factor |
1.21291148 |
1.394884506 |
1.003053442 |
|
| Adjusted Profit Factor |
1.145637969 |
1.287515583 |
-0.923989179 |
|
| Select Profit Factor |
1.172429234 |
1.511403185 |
-0.878866507 |
|
| Max # Contracts Held |
1 |
1 |
1 |
|
| Slippage Paid |
$6 261.25 |
$3 130.00 |
$3 131.25 |
|
| Commission Paid |
$6 461.61 |
$3 230.16 |
$3 231.45 |
|
| Open Position P/L |
$ 127.46 |
n/a |
$ 127.46 |
|
| Annual Rate of Return |
101271.04% |
100596.54% |
674.50% |
|
| Monthly Rate of Return |
8439.25% |
8383.04% |
56.21% |
|
| Buy & Hold Return |
$ 3.05 |
$ 3.05 |
$ 3.05 |
|
| Avg Monthly Return |
$ 84.62 |
$ 84.62 |
$ 84.62 |
|
| Monthly Return StdDev |
$ 583.74 |
$ 583.74 |
$ 583.74 |
|
| Total # of Trades |
2504 |
1252 |
1252 |
|
| % Profitable |
43.09% |
47.92% |
38.26% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
-0.000298472 |
|
| Sharpe Ratio |
-0.056575283 |
|
| Annualized Sharpe Ratio |
-0.19598253 |
|
| Sortino Ratio |
-0.038568261 |
|
| Fouse Ratio |
-3258.745934 |
|
| Calmar Ratio |
0.007981387 |
|
| Sterling Ratio |
5.93148E-05 |
|
| RINA Index |
131.1575144 |
|
| Net Profit as % of Largest
loss |
845.23% |
|
| Net Profit as % of Max Trade
Drawdown |
643.05% |
|
| Net Profit as % of Max
Strategy Drawdown |
319.50% |
|
| Select Net Profit as % of
Largest loss |
405.25% |
|
| Select Net Profit as % of Max
Trade Drawdown |
308.31% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
153.18% |
|
| Adj Net Profit as % of Largest
loss |
593.48% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
451.52% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
224.34% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 9 Mths, 14 Dys, 2 Hrs, 5
Mins |
|
| Time in the Market |
28 Yrs, 9 Mths, 9 Dys, 45 Mins |
|
| Percent in the Market |
99.95% |
|
| Longest flat period |
n/a |
|
| Max Run-up Date |
28/02/2020 |
|
| Max Drawdown Date |
07/04/2025 |
|
| Max Strategy Drawdown Date |
07/04/2025 09:10 |
|
| Max Close To Close Drawdown
Date |
08/04/2025 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 |
|
|
|
|
|
|
|
|
|
|