| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$343 856.32 |
$248 912.80 |
$94 943.52 |
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| Gross Profit |
$1674 190.44 |
$1312 706.16 |
$361 484.28 |
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| Gross Loss |
-$1330 334.12 |
-$1063 793.36 |
-$266 540.76 |
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| Adjusted Net Profit |
$280 462.31 |
$189 374.29 |
$70 322.14 |
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| Adjusted Gross Profit |
$1636 160.30 |
$1277 394.88 |
$346 153.93 |
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| Adjusted Gross Loss |
-$1355 697.99 |
-$1088 020.59 |
-$275 831.79 |
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| Select Net Profit |
$11 859.62 |
-$ 50.86 |
$11 910.48 |
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| Select Gross Profit |
$950 454.80 |
$724 868.36 |
$225 586.44 |
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| Select Gross Loss |
-$938 595.18 |
-$724 919.22 |
-$213 675.96 |
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| Account Size Required |
$20 122.74 |
$22 047.74 |
$18 138.82 |
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| Return on Account |
1708.79% |
1128.97% |
523.43% |
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| Return on Initial Capital |
34385632.00% |
24891280.00% |
9494352.00% |
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| Max Strategy Drawdown |
-$22 416.60 |
-$24 397.74 |
-$20 163.96 |
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| Max Strategy Drawdown (%) |
-407.80% |
-353.53% |
-136826.00% |
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| Max Close To Close Drawdown |
-$20 122.74 |
-$22 047.74 |
-$18 138.82 |
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| Max Close To Close Drawdown
(%) |
-759.09% |
-638.17% |
-131620.00% |
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| Return on Max Strategy
Drawdown |
15.33936101 |
10.20228923 |
4.708575101 |
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| Profit Factor |
1.258473653 |
1.233986044 |
1.356206383 |
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| Adjusted Profit Factor |
1.206876689 |
1.174053955 |
1.254945762 |
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| Select Profit Factor |
1.012635501 |
-0.99992984 |
1.055740852 |
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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 |
$19 320.74 |
$13 637.20 |
$5 683.54 |
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| Open Position P/L |
$ 35.44 |
n/a |
$ 35.44 |
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| Annual Rate of Return |
1187972.07% |
859956.43% |
328015.64% |
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| Monthly Rate of Return |
98997.67% |
71663.04% |
27334.64% |
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| Buy & Hold Return |
$ 3.02 |
$ 3.02 |
$ 2.99 |
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| Avg Monthly Return |
$ 988.19 |
$ 988.19 |
$ 988.19 |
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| Monthly Return StdDev |
$3 471.74 |
$3 471.74 |
$3 471.74 |
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| Total # of Trades |
4689 |
3310 |
1379 |
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| % Profitable |
41.33% |
41.75% |
40.32% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.96538E-06 |
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| Sharpe Ratio |
-0.053327602 |
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| Annualized Sharpe Ratio |
-0.184732232 |
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| Sortino Ratio |
-0.032969736 |
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| Fouse Ratio |
-135540.2293 |
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| Calmar Ratio |
0.022024573 |
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| Sterling Ratio |
9.81061E-06 |
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| RINA Index |
42.58216745 |
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| Net Profit as % of Largest
loss |
3035.15% |
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| Net Profit as % of Max Trade
Drawdown |
3035.71% |
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| Net Profit as % of Max
Strategy Drawdown |
1533.94% |
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| Select Net Profit as % of
Largest loss |
104.68% |
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| Select Net Profit as % of Max
Trade Drawdown |
104.70% |
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| Select Net Profit as % of Max
Strategy Drawdown |
52.91% |
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| Adj Net Profit as % of Largest
loss |
2475.59% |
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| Adj Net Profit as % of Max
Trade Drawdown |
2476.04% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
1251.14% |
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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 |
18 Yrs, 5 Mths, 1 Dy, 2 Hrs, 5 Mins |
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| Percent in the Market |
63.44% |
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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 |
07/04/2026 14:10 |
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| Max Close To Close Drawdown
Date |
20/07/2026 14:00 |
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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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