| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$218 866.42 |
$218 866.42 |
n/a |
|
| Gross Profit |
$1164 562.08 |
$1164 562.08 |
n/a |
|
| Gross Loss |
-$945 695.66 |
-$945 695.66 |
n/a |
|
| Adjusted Net Profit |
$160 002.84 |
$160 002.84 |
n/a |
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| Adjusted Gross Profit |
$1131 504.07 |
$1131 504.07 |
n/a |
|
| Adjusted Gross Loss |
-$971 501.23 |
-$971 501.23 |
n/a |
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| Select Net Profit |
$368 723.10 |
$368 723.10 |
n/a |
|
| Select Gross Profit |
$993 096.36 |
$993 096.36 |
n/a |
|
| Select Gross Loss |
-$624 373.26 |
-$624 373.26 |
n/a |
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| Account Size Required |
$20 771.78 |
$20 771.78 |
n/a |
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| Return on Account |
1053.67% |
1053.67% |
n/a |
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| Return on Initial Capital |
21886642.00% |
21886642.00% |
n/a |
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| Max Strategy Drawdown |
-$22 317.66 |
-$22 317.66 |
n/a |
|
| Max Strategy Drawdown (%) |
-857.86% |
-857.86% |
n/a |
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| Max Close To Close Drawdown |
-$20 771.78 |
-$20 771.78 |
n/a |
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| Max Close To Close Drawdown
(%) |
-395356.00% |
-395356.00% |
n/a |
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| Return on Max Strategy
Drawdown |
9.80687133 |
9.80687133 |
n/a |
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| Profit Factor |
1.231434307 |
1.231434307 |
n/a |
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| Adjusted Profit Factor |
1.164696488 |
1.164696488 |
n/a |
|
| Select Profit Factor |
1.590549153 |
1.590549153 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$10 646.08 |
$10 646.08 |
n/a |
|
| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
757286.34% |
757286.34% |
n/a |
|
| Monthly Rate of Return |
63107.19% |
63107.19% |
n/a |
|
| Buy & Hold Return |
$ 3.03 |
$ 3.03 |
n/a |
|
| Avg Monthly Return |
$ 628.93 |
$ 628.93 |
$ 628.93 |
|
| Monthly Return StdDev |
$2 591.53 |
$2 591.53 |
$2 591.53 |
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| Total # of Trades |
2584 |
2584 |
0 |
|
| % Profitable |
48.03% |
48.03% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
-1.4115E-06 |
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| Sharpe Ratio |
-0.053480234 |
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| Annualized Sharpe Ratio |
-0.185260963 |
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| Sortino Ratio |
-0.035922745 |
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| Fouse Ratio |
-135861.8146 |
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| Calmar Ratio |
0.008766494 |
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| Sterling Ratio |
1.1234E-05 |
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| RINA Index |
3171.72442 |
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| Net Profit as % of Largest
loss |
2873.54% |
|
| Net Profit as % of Max Trade
Drawdown |
2718.14% |
|
| Net Profit as % of Max
Strategy Drawdown |
980.69% |
|
| Select Net Profit as % of
Largest loss |
4841.03% |
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| Select Net Profit as % of Max
Trade Drawdown |
4579.24% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1652.16% |
|
| Adj Net Profit as % of Largest
loss |
2100.71% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1987.10% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
716.93% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 11 Mths, 27 Dys, 5 Hrs, 45
Mins |
|
| Time in the Market |
4 Yrs, 11 Mths, 1 Dy, 9 Hrs |
|
| Percent in the Market |
16.94% |
|
| Longest flat period |
3 Mths, 19 Dys, 5 Hrs |
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| Max Run-up Date |
09/11/2020 |
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| Max Drawdown Date |
28/02/2020 |
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| Max Strategy Drawdown Date |
14/01/2025 12:30 |
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| Max Close To Close Drawdown
Date |
14/01/2025 12:30 |
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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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