| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$198 373.46 |
$198 373.46 |
n/a |
|
| Gross Profit |
$1086 042.66 |
$1086 042.66 |
n/a |
|
| Gross Loss |
-$887 669.20 |
-$887 669.20 |
n/a |
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| Adjusted Net Profit |
$142 021.50 |
$142 021.50 |
n/a |
|
| Adjusted Gross Profit |
$1054 453.49 |
$1054 453.49 |
n/a |
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| Adjusted Gross Loss |
-$912 431.99 |
-$912 431.99 |
n/a |
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| Select Net Profit |
$343 451.72 |
$343 451.72 |
n/a |
|
| Select Gross Profit |
$936 868.84 |
$936 868.84 |
n/a |
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| Select Gross Loss |
-$593 417.12 |
-$593 417.12 |
n/a |
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| Account Size Required |
$20 771.78 |
$20 771.78 |
n/a |
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| Return on Account |
955.01% |
955.01% |
n/a |
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| Return on Initial Capital |
19837346.00% |
19837346.00% |
n/a |
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| Max Strategy Drawdown |
-$22 317.66 |
-$22 317.66 |
n/a |
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| 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 |
8.888631693 |
8.888631693 |
n/a |
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| Profit Factor |
1.223476786 |
1.223476786 |
n/a |
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| Adjusted Profit Factor |
1.155651605 |
1.155651605 |
n/a |
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| Select Profit Factor |
1.578769483 |
1.578769483 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$10 164.04 |
$10 164.04 |
n/a |
|
| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
698227.17% |
698227.17% |
n/a |
|
| Monthly Rate of Return |
58185.60% |
58185.60% |
n/a |
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| Buy & Hold Return |
$ 2.78 |
$ 2.78 |
n/a |
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| Avg Monthly Return |
$ 580.04 |
$ 580.04 |
$ 580.04 |
|
| Monthly Return StdDev |
$2 525.97 |
$2 525.97 |
$2 525.97 |
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| Total # of Trades |
2467 |
2467 |
0 |
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| % Profitable |
47.91% |
47.91% |
0.00% |
|
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| Performance Ratios |
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| Upside Potential Ratio |
-1.39612E-06 |
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| Sharpe Ratio |
-0.053949151 |
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| Annualized Sharpe Ratio |
-0.18688534 |
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| Sortino Ratio |
-0.036320657 |
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| Fouse Ratio |
-137614.7378 |
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| Calmar Ratio |
0.011117684 |
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| Sterling Ratio |
1.1234E-05 |
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| RINA Index |
3043.617681 |
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| Net Profit as % of Largest
loss |
2604.48% |
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| Net Profit as % of Max Trade
Drawdown |
2463.64% |
|
| Net Profit as % of Max
Strategy Drawdown |
888.86% |
|
| Select Net Profit as % of
Largest loss |
4509.24% |
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| Select Net Profit as % of Max
Trade Drawdown |
4265.39% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1538.92% |
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| Adj Net Profit as % of Largest
loss |
1864.63% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1763.79% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
636.36% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 5 Mths, 28 Dys, 3 Hrs |
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| Time in the Market |
4 Yrs, 9 Mths, 17 Dys, 13 Hrs, 45
Mins |
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| Percent in the Market |
16.81% |
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| 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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