| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$345 541.42 |
$250 573.24 |
$94 968.18 |
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| Gross Profit |
$1874 205.82 |
$1478 870.00 |
$395 335.82 |
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| Gross Loss |
-$1528 664.40 |
-$1228 296.76 |
-$300 367.64 |
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| Adjusted Net Profit |
$276 602.61 |
$185 730.94 |
$68 506.92 |
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| Adjusted Gross Profit |
$1833 199.76 |
$1440 685.74 |
$379 046.29 |
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| Adjusted Gross Loss |
-$1556 597.15 |
-$1254 954.81 |
-$310 539.37 |
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| Select Net Profit |
-$3 162.48 |
-$23 947.20 |
$20 784.72 |
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| Select Gross Profit |
$1055 702.44 |
$802 939.46 |
$252 762.98 |
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| Select Gross Loss |
-$1058 864.92 |
-$826 886.66 |
-$231 978.26 |
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| Account Size Required |
$31 293.50 |
$34 177.86 |
$15 034.28 |
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| Return on Account |
1104.20% |
733.14% |
631.68% |
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| Return on Initial Capital |
34554142.00% |
25057324.00% |
9496818.00% |
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| Max Strategy Drawdown |
-$32 272.62 |
-$35 181.98 |
-$18 967.52 |
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| Max Strategy Drawdown (%) |
-407.80% |
-353.53% |
-136826.00% |
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| Max Close To Close Drawdown |
-$31 293.50 |
-$34 177.86 |
-$15 034.28 |
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| Max Close To Close Drawdown
(%) |
-759.09% |
-638.17% |
-131620.00% |
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| Return on Max Strategy
Drawdown |
10.70695283 |
7.122204037 |
5.0068844 |
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| Profit Factor |
1.226041386 |
1.204000571 |
1.31617314 |
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| Adjusted Profit Factor |
1.177696975 |
1.147998107 |
1.220606228 |
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| Select Profit Factor |
-0.99701333 |
-0.97103932 |
1.089597706 |
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| Max # Contracts Held |
1 |
1 |
1 |
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| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
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| Commission Paid |
$20 948.14 |
$14 926.76 |
$6 021.38 |
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| Open Position P/L |
$ 35.44 |
n/a |
$ 35.44 |
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| Annual Rate of Return |
1193793.84% |
865693.00% |
328100.83% |
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| Monthly Rate of Return |
99482.82% |
72141.08% |
27341.74% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.02 |
$ 2.99 |
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| Avg Monthly Return |
$ 993.04 |
$ 993.04 |
$ 993.04 |
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| Monthly Return StdDev |
$3 963.15 |
$3 963.15 |
$3 963.15 |
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| Total # of Trades |
5084 |
3623 |
1461 |
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| % Profitable |
41.09% |
41.40% |
40.31% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.9974E-06 |
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| Sharpe Ratio |
-0.053326954 |
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| Annualized Sharpe Ratio |
-0.184729988 |
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| Sortino Ratio |
-0.033093048 |
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| Fouse Ratio |
-134528.8005 |
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| Calmar Ratio |
0.01851886 |
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| Sterling Ratio |
9.8106E-06 |
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| RINA Index |
-10.10777867 |
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| Net Profit as % of Largest
loss |
3645.29% |
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| Net Profit as % of Max Trade
Drawdown |
2704.39% |
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| Net Profit as % of Max
Strategy Drawdown |
1070.70% |
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| Select Net Profit as % of
Largest loss |
-33.36% |
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| Select Net Profit as % of Max
Trade Drawdown |
-24.75% |
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| Select Net Profit as % of Max
Strategy Drawdown |
-9.80% |
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| Adj Net Profit as % of Largest
loss |
2918.02% |
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| Adj Net Profit as % of Max
Trade Drawdown |
2164.84% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
857.08% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 9 Dys, 2 Hrs, 15 Mins |
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| Time in the Market |
19 Yrs, 6 Mths, 9 Dys, 12 Hrs, 55
Mins |
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| Percent in the Market |
67.25% |
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| Longest flat period |
2 Mths, 10 Dys, 3 Hrs, 50 Mins |
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| Max Run-up Date |
07/04/2020 |
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| Max Drawdown Date |
09/03/2020 |
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| Max Strategy Drawdown Date |
02/04/2020 09:30 |
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| Max Close To Close Drawdown
Date |
31/03/2020 11:40 |
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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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