| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$16 770.93 |
$16 770.93 |
n/a |
|
| Gross Profit |
$116 809.07 |
$116 809.07 |
n/a |
|
| Gross Loss |
-$100 038.14 |
-$100 038.14 |
n/a |
|
| Adjusted Net Profit |
$10 771.76 |
$10 771.76 |
n/a |
|
| Adjusted Gross Profit |
$113 499.91 |
$113 499.91 |
n/a |
|
| Adjusted Gross Loss |
-$102 728.15 |
-$102 728.15 |
n/a |
|
| Select Net Profit |
$33 142.28 |
$33 142.28 |
n/a |
|
| Select Gross Profit |
$99 239.75 |
$99 239.75 |
n/a |
|
| Select Gross Loss |
-$66 097.47 |
-$66 097.47 |
n/a |
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| Account Size Required |
$3 162.13 |
$3 162.13 |
n/a |
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| Return on Account |
530.37% |
530.37% |
n/a |
|
| Return on Initial Capital |
1677093.00% |
1677093.00% |
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 |
4.689109957 |
4.689109957 |
n/a |
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| Profit Factor |
1.16764536 |
1.16764536 |
n/a |
|
| Adjusted Profit Factor |
1.10485692 |
1.10485692 |
n/a |
|
| Select Profit Factor |
1.501415258 |
1.501415258 |
n/a |
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| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$6 782.82 |
$6 782.82 |
n/a |
|
| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
58028.07% |
58028.07% |
n/a |
|
| Monthly Rate of Return |
4835.67% |
4835.67% |
n/a |
|
| Buy & Hold Return |
$ 3.03 |
$ 3.03 |
n/a |
|
| Avg Monthly Return |
$ 48.19 |
$ 48.19 |
$ 48.19 |
|
| Monthly Return StdDev |
$ 275.31 |
$ 275.31 |
$ 275.31 |
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| Total # of Trades |
2629 |
2629 |
0 |
|
| % Profitable |
47.39% |
47.39% |
0.00% |
|
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| Performance Ratios |
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| Upside Potential Ratio |
-0.000146264 |
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| Sharpe Ratio |
-0.052365044 |
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| Annualized Sharpe Ratio |
-0.181397834 |
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| Sortino Ratio |
-0.035955916 |
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| Fouse Ratio |
-1387.057306 |
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| Calmar Ratio |
0.004756954 |
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| Sterling Ratio |
0.000105267 |
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| RINA Index |
2751.352928 |
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| Net Profit as % of Largest
loss |
2195.64% |
|
| Net Profit as % of Max Trade
Drawdown |
1436.43% |
|
| Net Profit as % of Max
Strategy Drawdown |
468.91% |
|
| Select Net Profit as % of
Largest loss |
4338.96% |
|
| Select Net Profit as % of Max
Trade Drawdown |
2838.64% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
926.65% |
|
| Adj Net Profit as % of Largest
loss |
1410.23% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
922.60% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
301.18% |
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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, 16 Dys, 10 Hrs |
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| Percent in the Market |
17.08% |
|
| 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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