| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$423 989.66 |
$358 176.08 |
$65 813.58 |
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| Gross Profit |
$1957 156.14 |
$1262 950.60 |
$694 205.54 |
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| Gross Loss |
-$1533 166.48 |
-$904 774.52 |
-$628 391.96 |
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| Adjusted Net Profit |
$347 574.88 |
$291 697.83 |
$24 549.41 |
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| Adjusted Gross Profit |
$1911 380.19 |
$1222 912.37 |
$670 152.74 |
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| Adjusted Gross Loss |
-$1563 805.31 |
-$931 214.55 |
-$645 603.33 |
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| Select Net Profit |
$112 426.98 |
$133 347.42 |
-$20 920.44 |
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| Select Gross Profit |
$1014 989.64 |
$567 165.60 |
$447 824.04 |
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| Select Gross Loss |
-$902 562.66 |
-$433 818.18 |
-$468 744.48 |
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| Account Size Required |
$43 512.08 |
$43 416.34 |
$33 683.42 |
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| Return on Account |
974.42% |
824.98% |
195.39% |
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| Return on Initial Capital |
42398966.00% |
35817608.00% |
6581358.00% |
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| Max Strategy Drawdown |
-$46 924.72 |
-$49 070.60 |
-$37 334.12 |
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| Max Strategy Drawdown (%) |
-20206.00% |
-20206.00% |
-1055.88% |
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| Max Close To Close Drawdown |
-$43 512.08 |
-$43 416.34 |
-$33 683.42 |
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| Max Close To Close Drawdown
(%) |
-1362.33% |
-714.88% |
-1899.03% |
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| Return on Max Strategy
Drawdown |
9.035528821 |
7.299199113 |
1.762826605 |
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| Profit Factor |
1.276545089 |
1.395873306 |
1.104733326 |
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| Adjusted Profit Factor |
1.222262246 |
1.31324449 |
1.038025531 |
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| Select Profit Factor |
1.124564183 |
1.307380894 |
-0.955369202 |
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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 |
$17 849.90 |
$8 925.98 |
$8 923.92 |
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| Open Position P/L |
-$1 914.56 |
-$1 914.56 |
n/a |
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| Annual Rate of Return |
1462875.87% |
1235801.70% |
227074.16% |
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| Monthly Rate of Return |
121906.32% |
102983.48% |
18922.85% |
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| Buy & Hold Return |
$ 3.03 |
$ 3.03 |
$ 3.01 |
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| Avg Monthly Return |
$1 209.38 |
$1 209.38 |
$1 209.38 |
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| Monthly Return StdDev |
$5 258.31 |
$5 258.31 |
$5 258.31 |
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| Total # of Trades |
4332 |
2166 |
2166 |
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| % Profitable |
42.20% |
45.94% |
38.46% |
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| Performance Ratios |
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| Upside Potential Ratio |
10.11958827 |
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| Sharpe Ratio |
0.053725757 |
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| Annualized Sharpe Ratio |
0.18611148 |
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| Sortino Ratio |
3.072764061 |
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| Fouse Ratio |
0.659178182 |
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| Calmar Ratio |
0.009881612 |
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| Sterling Ratio |
6.09192E-05 |
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| RINA Index |
153.5943583 |
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| Net Profit as % of Largest
loss |
1526.98% |
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| Net Profit as % of Max Trade
Drawdown |
1254.33% |
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| Net Profit as % of Max
Strategy Drawdown |
903.55% |
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| Select Net Profit as % of
Largest loss |
404.90% |
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| Select Net Profit as % of Max
Trade Drawdown |
332.60% |
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| Select Net Profit as % of Max
Strategy Drawdown |
239.59% |
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| Adj Net Profit as % of Largest
loss |
1251.77% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1028.27% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
740.71% |
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| Time Analysis |
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| Trading Period |
29 Yrs, 23 Dys, 3 Hrs, 35 Mins |
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| Time in the Market |
29 Yrs, 23 Dys, 45 Mins |
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| Percent in the Market |
100.00% |
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| Longest flat period |
n/a |
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| Max Run-up Date |
17/04/2026 |
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| Max Drawdown Date |
18/03/2020 |
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| Max Strategy Drawdown Date |
18/03/2020 13:30 |
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| Max Close To Close Drawdown
Date |
20/03/2020 10:50 |
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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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