| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$335 166.58 |
$247 581.86 |
$87 584.72 |
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| Gross Profit |
$1638 997.84 |
$1288 763.84 |
$350 234.00 |
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| Gross Loss |
-$1303 831.26 |
-$1041 181.98 |
-$262 649.28 |
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| Adjusted Net Profit |
$272 756.20 |
$188 876.43 |
$63 472.98 |
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| Adjusted Gross Profit |
$1601 573.51 |
$1253 919.66 |
$335 299.97 |
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| Adjusted Gross Loss |
-$1328 817.31 |
-$1065 043.23 |
-$271 826.99 |
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| Select Net Profit |
$7 428.96 |
-$3 143.74 |
$10 572.70 |
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| Select Gross Profit |
$935 104.10 |
$712 213.68 |
$222 890.42 |
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| Select Gross Loss |
-$927 675.14 |
-$715 357.42 |
-$212 317.72 |
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| Account Size Required |
$20 037.48 |
$22 047.74 |
$16 339.10 |
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| Return on Account |
1672.70% |
1122.94% |
536.04% |
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| Return on Initial Capital |
33516658.00% |
24758186.00% |
8758472.00% |
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| Max Strategy Drawdown |
-$22 416.60 |
-$24 397.74 |
-$17 980.72 |
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| Max Strategy Drawdown (%) |
-407.80% |
-353.53% |
-136826.00% |
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| Max Close To Close Drawdown |
-$20 037.48 |
-$22 047.74 |
-$16 339.10 |
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| Max Close To Close Drawdown
(%) |
-759.09% |
-638.17% |
-131620.00% |
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| Return on Max Strategy
Drawdown |
14.95171346 |
10.14773745 |
4.871035198 |
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| Profit Factor |
1.25706285 |
1.237789229 |
1.333466439 |
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| Adjusted Profit Factor |
1.205262376 |
1.17734156 |
1.233505083 |
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| Select Profit Factor |
1.008008148 |
-0.995605358 |
1.049796597 |
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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 |
$19 120.92 |
$13 480.64 |
$5 640.28 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
1167558.40% |
862455.56% |
305102.84% |
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| Monthly Rate of Return |
97296.53% |
71871.30% |
25425.24% |
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| Buy & Hold Return |
$ 3.09 |
$ 3.09 |
$ 3.06 |
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| Avg Monthly Return |
$ 971.50 |
$ 971.50 |
$ 971.50 |
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| Monthly Return StdDev |
$3 440.73 |
$3 440.73 |
$3 440.73 |
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| Total # of Trades |
4641 |
3272 |
1369 |
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| % Profitable |
41.33% |
41.81% |
40.18% |
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| Performance Ratios |
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| Upside Potential Ratio |
-2.96006E-06 |
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| Sharpe Ratio |
-0.05355942 |
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| Annualized Sharpe Ratio |
-0.185535275 |
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| Sortino Ratio |
-0.033131476 |
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| Fouse Ratio |
-136566.9125 |
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| Calmar Ratio |
0.022024573 |
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| Sterling Ratio |
9.81061E-06 |
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| RINA Index |
26.85013621 |
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| Net Profit as % of Largest
loss |
2958.45% |
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| Net Profit as % of Max Trade
Drawdown |
2958.99% |
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| Net Profit as % of Max
Strategy Drawdown |
1495.17% |
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| Select Net Profit as % of
Largest loss |
65.57% |
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| Select Net Profit as % of Max
Trade Drawdown |
65.59% |
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| Select Net Profit as % of Max
Strategy Drawdown |
33.14% |
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| Adj Net Profit as % of Largest
loss |
2407.57% |
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| Adj Net Profit as % of Max
Trade Drawdown |
2408.01% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
1216.76% |
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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 |
18 Yrs, 3 Mths, 29 Dys, 20 Hrs, 5
Mins |
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| Percent in the Market |
63.67% |
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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 |
07/04/2026 08:50 |
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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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