| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$212 793.16 |
$212 793.16 |
n/a |
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| Gross Profit |
$1129 319.20 |
$1129 319.20 |
n/a |
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| Gross Loss |
-$916 526.04 |
-$916 526.04 |
n/a |
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| Adjusted Net Profit |
$155 139.12 |
$155 139.12 |
n/a |
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| Adjusted Gross Profit |
$1096 920.43 |
$1096 920.43 |
n/a |
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| Adjusted Gross Loss |
-$941 781.30 |
-$941 781.30 |
n/a |
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| Select Net Profit |
$361 000.40 |
$361 000.40 |
n/a |
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| Select Gross Profit |
$972 307.88 |
$972 307.88 |
n/a |
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| Select Gross Loss |
-$611 307.48 |
-$611 307.48 |
n/a |
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| Account Size Required |
$20 771.78 |
$20 771.78 |
n/a |
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| Return on Account |
1024.43% |
1024.43% |
n/a |
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| Return on Initial Capital |
21279316.00% |
21279316.00% |
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 |
9.534743338 |
9.534743338 |
n/a |
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| Profit Factor |
1.232173611 |
1.232173611 |
n/a |
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| Adjusted Profit Factor |
1.164729456 |
1.164729456 |
n/a |
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| Select Profit Factor |
1.590538169 |
1.590538169 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
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| Commission Paid |
$10 431.84 |
$10 431.84 |
n/a |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
742391.09% |
742391.09% |
n/a |
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| Monthly Rate of Return |
61865.92% |
61865.92% |
n/a |
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| Buy & Hold Return |
$ 3.10 |
$ 3.10 |
n/a |
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| Avg Monthly Return |
$ 616.79 |
$ 616.79 |
$ 616.79 |
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| Monthly Return StdDev |
$2 577.45 |
$2 577.45 |
$2 577.45 |
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| Total # of Trades |
2532 |
2532 |
0 |
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| % Profitable |
47.99% |
47.99% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
-1.40615E-06 |
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| Sharpe Ratio |
-0.053712731 |
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| Annualized Sharpe Ratio |
-0.186066357 |
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| Sortino Ratio |
-0.036119867 |
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| Fouse Ratio |
-136732.6616 |
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| Calmar Ratio |
0.009452868 |
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| Sterling Ratio |
1.1234E-05 |
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| RINA Index |
3165.029837 |
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| Net Profit as % of Largest
loss |
2793.80% |
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| Net Profit as % of Max Trade
Drawdown |
2642.72% |
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| Net Profit as % of Max
Strategy Drawdown |
953.47% |
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| Select Net Profit as % of
Largest loss |
4739.64% |
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| Select Net Profit as % of Max
Trade Drawdown |
4483.33% |
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| Select Net Profit as % of Max
Strategy Drawdown |
1617.55% |
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| Adj Net Profit as % of Largest
loss |
2036.85% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1926.70% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
695.14% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 9 Mths, 5 Hrs, 45 Mins |
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| Time in the Market |
4 Yrs, 10 Mths, 7 Dys, 19 Hrs |
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| Percent in the Market |
16.86% |
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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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