| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$16 186.50 |
$16 186.50 |
n/a |
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| Gross Profit |
$113 162.48 |
$113 162.48 |
n/a |
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| Gross Loss |
-$96 975.98 |
-$96 975.98 |
n/a |
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| Adjusted Net Profit |
$10 311.83 |
$10 311.83 |
n/a |
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| Adjusted Gross Profit |
$109 921.32 |
$109 921.32 |
n/a |
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| Adjusted Gross Loss |
-$99 609.49 |
-$99 609.49 |
n/a |
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| Select Net Profit |
$32 648.30 |
$32 648.30 |
n/a |
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| Select Gross Profit |
$97 034.01 |
$97 034.01 |
n/a |
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| Select Gross Loss |
-$64 385.71 |
-$64 385.71 |
n/a |
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| Account Size Required |
$3 162.13 |
$3 162.13 |
n/a |
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| Return on Account |
511.89% |
511.89% |
n/a |
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| Return on Initial Capital |
1618650.00% |
1618650.00% |
n/a |
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| Max Strategy Drawdown |
-$3 576.57 |
-$3 576.57 |
n/a |
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| Max Strategy Drawdown (%) |
-899.57% |
-899.57% |
n/a |
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| Max Close To Close Drawdown |
-$3 162.13 |
-$3 162.13 |
n/a |
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| Max Close To Close Drawdown
(%) |
-42354.00% |
-42354.00% |
n/a |
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| Return on Max Strategy
Drawdown |
4.525704795 |
4.525704795 |
n/a |
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| Profit Factor |
1.166912466 |
1.166912466 |
n/a |
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| Adjusted Profit Factor |
1.103522599 |
1.103522599 |
n/a |
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| Select Profit Factor |
1.507073697 |
1.507073697 |
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 |
$6 643.50 |
$6 643.50 |
n/a |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
56471.33% |
56471.33% |
n/a |
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| Monthly Rate of Return |
4705.94% |
4705.94% |
n/a |
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| Buy & Hold Return |
$ 3.10 |
$ 3.10 |
n/a |
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| Avg Monthly Return |
$ 46.92 |
$ 46.92 |
$ 46.92 |
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| Monthly Return StdDev |
$ 273.67 |
$ 273.67 |
$ 273.67 |
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| Total # of Trades |
2575 |
2575 |
0 |
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| % Profitable |
47.34% |
47.34% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.000145579 |
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| Sharpe Ratio |
-0.052598404 |
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| Annualized Sharpe Ratio |
-0.182206217 |
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| Sortino Ratio |
-0.03605104 |
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| Fouse Ratio |
-1404.17499 |
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| Calmar Ratio |
0.004756954 |
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| Sterling Ratio |
0.000105267 |
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| RINA Index |
2757.800909 |
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| Net Profit as % of Largest
loss |
2119.12% |
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| Net Profit as % of Max Trade
Drawdown |
1386.38% |
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| Net Profit as % of Max
Strategy Drawdown |
452.57% |
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| Select Net Profit as % of
Largest loss |
4274.29% |
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| Select Net Profit as % of Max
Trade Drawdown |
2796.33% |
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| Select Net Profit as % of Max
Strategy Drawdown |
912.84% |
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| Adj Net Profit as % of Largest
loss |
1350.02% |
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| Adj Net Profit as % of Max
Trade Drawdown |
883.21% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
288.32% |
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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, 23 Dys, 9 Hrs |
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| Percent in the Market |
17.01% |
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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 |
07/04/2025 |
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| Max Strategy Drawdown Date |
07/04/2025 09:30 |
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| Max Close To Close Drawdown
Date |
21/04/2025 13:30 |
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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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