| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$235 081.98 |
$235 081.98 |
n/a |
|
| Gross Profit |
$1194 597.06 |
$1194 597.06 |
n/a |
|
| Gross Loss |
-$959 515.08 |
-$959 515.08 |
n/a |
|
| Adjusted Net Profit |
$173 631.15 |
$173 631.15 |
n/a |
|
| Adjusted Gross Profit |
$1159 923.69 |
$1159 923.69 |
n/a |
|
| Adjusted Gross Loss |
-$986 292.53 |
-$986 292.53 |
n/a |
|
| Select Net Profit |
$126 437.26 |
$126 437.26 |
n/a |
|
| Select Gross Profit |
$673 921.14 |
$673 921.14 |
n/a |
|
| Select Gross Loss |
-$547 483.88 |
-$547 483.88 |
n/a |
|
| Account Size Required |
$39 339.38 |
$39 339.38 |
n/a |
|
| Return on Account |
597.57% |
597.57% |
n/a |
|
| Return on Initial Capital |
23508198.00% |
23508198.00% |
n/a |
|
| Max Strategy Drawdown |
-$46 810.12 |
-$46 810.12 |
n/a |
|
| Max Strategy Drawdown (%) |
-205.56% |
-205.56% |
n/a |
|
| Max Close To Close Drawdown |
-$39 339.38 |
-$39 339.38 |
n/a |
|
| Max Close To Close Drawdown
(%) |
-197.79% |
-197.79% |
n/a |
|
| Return on Max Strategy
Drawdown |
5.02203327 |
5.02203327 |
n/a |
|
| Profit Factor |
1.245000819 |
1.245000819 |
n/a |
|
| Adjusted Profit Factor |
1.176044274 |
1.176044274 |
n/a |
|
| Select Profit Factor |
1.230942434 |
1.230942434 |
n/a |
|
| Max # Contracts Held |
1 |
1 |
0 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
n/a |
|
| Commission Paid |
$10 182.58 |
$10 182.58 |
n/a |
|
| Open Position P/L |
$3 522.94 |
$3 522.94 |
n/a |
|
| Annual Rate of Return |
829687.74% |
829687.74% |
n/a |
|
| Monthly Rate of Return |
69140.65% |
69140.65% |
n/a |
|
| Buy & Hold Return |
$ 2.80 |
$ 2.80 |
n/a |
|
| Avg Monthly Return |
$ 699.72 |
$ 699.72 |
$ 699.72 |
|
| Monthly Return StdDev |
$4 100.01 |
$4 100.01 |
$4 100.01 |
|
| Total # of Trades |
2471 |
2471 |
0 |
|
| % Profitable |
48.04% |
48.04% |
0.00% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
378.8743398 |
|
| Sharpe Ratio |
0.055739899 |
|
| Annualized Sharpe Ratio |
0.193088674 |
|
| Sortino Ratio |
19.87326071 |
|
| Fouse Ratio |
2.063013507 |
|
| Calmar Ratio |
0.014501145 |
|
| Sterling Ratio |
0.000102566 |
|
| RINA Index |
284.8285192 |
|
| Net Profit as % of Largest
loss |
2856.71% |
|
| Net Profit as % of Max Trade
Drawdown |
1818.53% |
|
| Net Profit as % of Max
Strategy Drawdown |
502.20% |
|
| Select Net Profit as % of
Largest loss |
1536.46% |
|
| Select Net Profit as % of Max
Trade Drawdown |
978.08% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
270.11% |
|
| Adj Net Profit as % of Largest
loss |
2109.96% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
1343.16% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
370.93% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 4 Mths, 29 Dys, 22 Hrs |
|
| Time in the Market |
16 Yrs, 11 Dys, 3 Hrs |
|
| Percent in the Market |
56.42% |
|
| Longest flat period |
19 Dys |
|
| Max Run-up Date |
15/11/2023 |
|
| Max Drawdown Date |
05/08/2024 |
|
| Max Strategy Drawdown Date |
13/03/2025 14:30 |
|
| Max Close To Close Drawdown
Date |
10/03/2025 14:30 |
|
|
| Equity Curve Detailed |
|
|
|
|
|
| Equity
Curve Detailed with DrawDown |
|
|
|
|
| Equity Curve Detailed Long |
|
|
|
|
| Equity Curve Detailed Short |
|
|
|
|
|
| Equity Run-up & Drawdown |
|
|
|
|
|
| Equity Run-up & Drawdown
(%) |
|
|
|
|
| Equity Curve Close To Close |
|
|
|
|
| Equity
Curve Close To Close With Drawdown |
|
|
|
|
|
| Buy & Hold Return |
|
|
|
|
|
| Value Added Monthly Index |
|
|
|
|
|
|
|
|
|
|