| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$21 715.32 |
$21 715.32 |
n/a |
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| Gross Profit |
$122 193.24 |
$122 193.24 |
n/a |
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| Gross Loss |
-$100 477.92 |
-$100 477.92 |
n/a |
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| Adjusted Net Profit |
$15 371.65 |
$15 371.65 |
n/a |
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| Adjusted Gross Profit |
$118 585.25 |
$118 585.25 |
n/a |
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| Adjusted Gross Loss |
-$103 213.60 |
-$103 213.60 |
n/a |
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| Select Net Profit |
$13 030.21 |
$13 030.21 |
n/a |
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| Select Gross Profit |
$71 094.59 |
$71 094.59 |
n/a |
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| Select Gross Loss |
-$58 064.38 |
-$58 064.38 |
n/a |
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| Account Size Required |
$4 180.81 |
$4 180.81 |
n/a |
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| Return on Account |
519.40% |
519.40% |
n/a |
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| Return on Initial Capital |
2171532.00% |
2171532.00% |
n/a |
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| Max Strategy Drawdown |
-$6 097.14 |
-$6 097.14 |
n/a |
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| Max Strategy Drawdown (%) |
-213.88% |
-213.88% |
n/a |
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| Max Close To Close Drawdown |
-$4 180.81 |
-$4 180.81 |
n/a |
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| Max Close To Close Drawdown
(%) |
-208.88% |
-208.88% |
n/a |
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| Return on Max Strategy
Drawdown |
3.56155837 |
3.56155837 |
n/a |
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| Profit Factor |
1.216120318 |
1.216120318 |
n/a |
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| Adjusted Profit Factor |
1.148930503 |
1.148930503 |
n/a |
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| Select Profit Factor |
1.224409698 |
1.224409698 |
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 |
$6 440.97 |
$6 440.97 |
n/a |
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| Open Position P/L |
$ 363.71 |
$ 363.71 |
n/a |
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| Annual Rate of Return |
76641.07% |
76641.07% |
n/a |
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| Monthly Rate of Return |
6386.76% |
6386.76% |
n/a |
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| Buy & Hold Return |
$ 2.80 |
$ 2.80 |
n/a |
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| Avg Monthly Return |
$ 64.75 |
$ 64.75 |
$ 64.75 |
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| Monthly Return StdDev |
$ 434.04 |
$ 434.04 |
$ 434.04 |
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| Total # of Trades |
2496 |
2496 |
0 |
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| % Profitable |
45.95% |
45.95% |
0.00% |
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| Performance Ratios |
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| Upside Potential Ratio |
28.94095106 |
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| Sharpe Ratio |
0.064355414 |
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| Annualized Sharpe Ratio |
0.222933694 |
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| Sortino Ratio |
1.848076595 |
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| Fouse Ratio |
0.186492243 |
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| Calmar Ratio |
0.007214678 |
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| Sterling Ratio |
0.000676879 |
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| RINA Index |
283.9164491 |
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| Net Profit as % of Largest
loss |
2631.90% |
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| Net Profit as % of Max Trade
Drawdown |
1239.08% |
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| Net Profit as % of Max
Strategy Drawdown |
356.16% |
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| Select Net Profit as % of
Largest loss |
1579.27% |
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| Select Net Profit as % of Max
Trade Drawdown |
743.50% |
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| Select Net Profit as % of Max
Strategy Drawdown |
213.71% |
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| Adj Net Profit as % of Largest
loss |
1863.05% |
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| Adj Net Profit as % of Max
Trade Drawdown |
877.11% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
252.11% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 4 Mths, 29 Dys, 22 Hrs |
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| Time in the Market |
15 Yrs, 12 Mths, 1 Dy, 6 Hrs, 15
Mins |
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| Percent in the Market |
56.28% |
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| Longest flat period |
19 Dys |
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| Max Run-up Date |
09/04/2025 |
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| Max Drawdown Date |
07/04/2025 |
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| Max Strategy Drawdown Date |
07/04/2025 10:30 |
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| Max Close To Close Drawdown
Date |
03/04/2025 15:15 |
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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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