| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$197 327.78 |
$202 501.70 |
-$5 173.92 |
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| Gross Profit |
$585 522.02 |
$457 337.78 |
$128 184.24 |
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| Gross Loss |
-$388 194.24 |
-$254 836.08 |
-$133 358.16 |
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| Adjusted Net Profit |
$154 653.69 |
$166 667.99 |
-$28 112.17 |
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| Adjusted Gross Profit |
$565 186.00 |
$439 131.45 |
$119 074.58 |
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| Adjusted Gross Loss |
-$410 532.31 |
-$272 463.46 |
-$147 186.76 |
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| Select Net Profit |
$245 119.60 |
$215 927.74 |
$29 191.86 |
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| Select Gross Profit |
$484 852.60 |
$376 698.04 |
$108 154.56 |
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| Select Gross Loss |
-$239 733.00 |
-$160 770.30 |
-$78 962.70 |
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| Account Size Required |
$25 165.36 |
$19 586.24 |
$31 562.22 |
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| Return on Account |
784.12% |
1033.90% |
-16.39% |
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| Return on Initial Capital |
19732778.00% |
20250170.00% |
-517392.00% |
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| Max Strategy Drawdown |
-$35 481.42 |
-$23 694.62 |
-$33 324.58 |
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| Max Strategy Drawdown (%) |
-239.52% |
-6830.60% |
-234.85% |
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| Max Close To Close Drawdown |
-$25 165.36 |
-$19 586.24 |
-$31 562.22 |
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| Max Close To Close Drawdown
(%) |
-2912.00% |
-32074.00% |
-225.96% |
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| Return on Max Strategy
Drawdown |
5.561439762 |
8.546315577 |
-0.155258371 |
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| Profit Factor |
1.508322277 |
1.794635124 |
-0.961202824 |
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| Adjusted Profit Factor |
1.376715031 |
1.611707677 |
-0.809003372 |
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| Select Profit Factor |
2.022469164 |
2.343082273 |
1.369691766 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$28 287.50 |
$21 000.00 |
$7 287.50 |
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| Commission Paid |
$4 661.78 |
$3 460.80 |
$1 200.98 |
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| Open Position P/L |
$ 235.44 |
n/a |
$ 235.44 |
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| Annual Rate of Return |
699663.09% |
718008.21% |
-18345.12% |
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| Monthly Rate of Return |
58305.26% |
59834.02% |
-1528.76% |
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| Buy & Hold Return |
$ 3.00 |
$ 3.00 |
$ 3.00 |
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| Avg Monthly Return |
$ 582.78 |
$ 582.78 |
$ 582.78 |
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| Monthly Return StdDev |
$3 016.19 |
$3 016.19 |
$3 016.19 |
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| Total # of Trades |
1131 |
840 |
291 |
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| % Profitable |
73.30% |
75.12% |
68.04% |
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| Performance Ratios |
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| Upside Potential Ratio |
83.89467469 |
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| Sharpe Ratio |
0.054864276 |
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| Annualized Sharpe Ratio |
0.190055426 |
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| Sortino Ratio |
10.50435574 |
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| Fouse Ratio |
2.823459509 |
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| Calmar Ratio |
0.014849388 |
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| Sterling Ratio |
4.48316E-05 |
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| RINA Index |
389.686682 |
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| Net Profit as % of Largest
loss |
1354.66% |
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| Net Profit as % of Max Trade
Drawdown |
911.36% |
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| Net Profit as % of Max
Strategy Drawdown |
556.14% |
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| Select Net Profit as % of
Largest loss |
1682.75% |
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| Select Net Profit as % of Max
Trade Drawdown |
1132.08% |
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| Select Net Profit as % of Max
Strategy Drawdown |
690.84% |
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| Adj Net Profit as % of Largest
loss |
1061.70% |
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| Adj Net Profit as % of Max
Trade Drawdown |
714.27% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
435.87% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 3 Mths, 12 Dys, 5 Hrs, 45
Mins |
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| Time in the Market |
15 Yrs, 2 Mths, 19 Dys, 5 Hrs, 30
Mins |
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| Percent in the Market |
53.80% |
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| Longest flat period |
3 Mths, 8 Dys, 4 Hrs |
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| Max Run-up Date |
10/11/2022 |
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| Max Drawdown Date |
27/10/2023 |
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| Max Strategy Drawdown Date |
21/11/2025 10:30 |
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| Max Close To Close Drawdown
Date |
17/09/2025 11:30 |
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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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