| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$21 296.87 |
$16 228.67 |
$5 068.20 |
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| Gross Profit |
$183 451.39 |
$146 172.78 |
$37 278.61 |
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| Gross Loss |
-$162 154.52 |
-$129 944.11 |
-$32 210.41 |
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| Adjusted Net Profit |
$14 257.01 |
$9 593.16 |
$2 395.56 |
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| Adjusted Gross Profit |
$179 315.03 |
$142 312.74 |
$35 663.89 |
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| Adjusted Gross Loss |
-$165 058.02 |
-$132 719.58 |
-$33 268.34 |
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| Select Net Profit |
-$9 761.43 |
-$9 462.28 |
-$ 299.15 |
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| Select Gross Profit |
$104 892.29 |
$79 632.13 |
$25 260.16 |
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| Select Gross Loss |
-$114 653.72 |
-$89 094.41 |
-$25 559.31 |
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| Account Size Required |
$4 288.75 |
$4 534.30 |
$1 956.85 |
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| Return on Account |
496.58% |
357.91% |
259.00% |
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| Return on Initial Capital |
2129687.00% |
1622867.00% |
506820.00% |
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| Max Strategy Drawdown |
-$4 521.25 |
-$4 768.05 |
-$2 144.43 |
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| Max Strategy Drawdown (%) |
-432.25% |
-372.38% |
-15959.00% |
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| Max Close To Close Drawdown |
-$4 288.75 |
-$4 534.30 |
-$1 956.85 |
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| Max Close To Close Drawdown
(%) |
-836.64% |
-708.51% |
-35865.00% |
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| Return on Max Strategy
Drawdown |
4.710394249 |
3.403628318 |
2.363425246 |
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| Profit Factor |
1.131336888 |
1.124889616 |
1.157346647 |
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| Adjusted Profit Factor |
1.08637574 |
1.072281425 |
1.072007067 |
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| Select Profit Factor |
-0.914861637 |
-0.893794908 |
-0.98829585 |
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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 |
$13 121.88 |
$9 355.08 |
$3 766.80 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
74188.00% |
56532.84% |
17655.16% |
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| Monthly Rate of Return |
6182.33% |
4711.07% |
1471.26% |
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| Buy & Hold Return |
$ 3.09 |
$ 3.09 |
$ 3.06 |
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| Avg Monthly Return |
$ 61.73 |
$ 61.73 |
$ 61.73 |
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| Monthly Return StdDev |
$ 416.13 |
$ 416.13 |
$ 416.13 |
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| Total # of Trades |
5086 |
3626 |
1460 |
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| % Profitable |
38.67% |
39.55% |
36.51% |
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| Performance Ratios |
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| Upside Potential Ratio |
-0.000278272 |
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| Sharpe Ratio |
-0.053244601 |
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| Annualized Sharpe Ratio |
-0.184444709 |
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| Sortino Ratio |
-0.034662422 |
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| Fouse Ratio |
-1597.395694 |
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| Calmar Ratio |
0.006754262 |
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| Sterling Ratio |
8.91792E-05 |
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| RINA Index |
-299.6221343 |
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| Net Profit as % of Largest
loss |
1759.96% |
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| Net Profit as % of Max Trade
Drawdown |
1617.95% |
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| Net Profit as % of Max
Strategy Drawdown |
471.04% |
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| Select Net Profit as % of
Largest loss |
-806.68% |
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| Select Net Profit as % of Max
Trade Drawdown |
-741.59% |
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| Select Net Profit as % of Max
Strategy Drawdown |
-215.90% |
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| Adj Net Profit as % of Largest
loss |
1178.19% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1083.12% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
315.33% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 9 Mths, 16 Dys, 2 Hrs, 15
Mins |
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| Time in the Market |
19 Yrs, 5 Mths, 23 Dys, 20 Hrs, 30
Mins |
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| Percent in the Market |
67.66% |
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| Longest flat period |
7 Dys, 23 Hrs, 10 Mins |
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| Max Run-up Date |
07/04/2020 |
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| Max Drawdown Date |
07/04/2025 |
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| Max Strategy Drawdown Date |
25/03/2026 09:10 |
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| Max Close To Close Drawdown
Date |
25/03/2026 09:10 |
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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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