| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$276 223.42 |
$215 573.96 |
$60 649.46 |
|
| Gross Profit |
$1791 557.24 |
$1331 821.68 |
$459 735.56 |
|
| Gross Loss |
-$1515 333.82 |
-$1116 247.72 |
-$399 086.10 |
|
| Adjusted Net Profit |
$213 457.13 |
$158 219.73 |
$32 840.20 |
|
| Adjusted Gross Profit |
$1754 184.44 |
$1297 839.56 |
$443 081.10 |
|
| Adjusted Gross Loss |
-$1540 727.31 |
-$1139 619.83 |
-$410 240.90 |
|
| Select Net Profit |
-$60 830.98 |
-$27 269.88 |
-$33 561.10 |
|
| Select Gross Profit |
$963 569.22 |
$698 611.60 |
$264 957.62 |
|
| Select Gross Loss |
-$1024 400.20 |
-$725 881.48 |
-$298 518.72 |
|
| Account Size Required |
$29 762.62 |
$35 444.40 |
$21 343.00 |
|
| Return on Account |
928.09% |
608.20% |
284.17% |
|
| Return on Initial Capital |
27622342.00% |
21557396.00% |
6064946.00% |
|
| Max Strategy Drawdown |
-$31 541.88 |
-$37 702.78 |
-$22 297.12 |
|
| Max Strategy Drawdown (%) |
-22706.00% |
-22706.00% |
-35557.89% |
|
| Max Close To Close Drawdown |
-$29 762.62 |
-$35 444.40 |
-$21 343.00 |
|
| Max Close To Close Drawdown
(%) |
-1642.71% |
-700.05% |
-828756.00% |
|
| Return on Max Strategy
Drawdown |
8.757354349 |
5.71772055 |
2.720058016 |
|
| Profit Factor |
1.182285524 |
1.193123763 |
1.151970865 |
|
| Adjusted Profit Factor |
1.138543095 |
1.138835535 |
1.08005102 |
|
| Select Profit Factor |
-0.940617954 |
-0.962432049 |
-0.887574555 |
|
| Max # Contracts Held |
1 |
1 |
1 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
|
| Commission Paid |
$24 139.08 |
$15 726.04 |
$8 413.04 |
|
| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
962228.92% |
750955.51% |
211273.41% |
|
| Monthly Rate of Return |
80185.74% |
62579.63% |
17606.12% |
|
| Buy & Hold Return |
$ 3.07 |
$ 3.07 |
$ 3.08 |
|
| Avg Monthly Return |
$ 800.65 |
$ 800.65 |
$ 800.65 |
|
| Monthly Return StdDev |
$3 518.36 |
$3 518.36 |
$3 518.36 |
|
| Total # of Trades |
5859 |
3817 |
2042 |
|
| % Profitable |
39.22% |
40.24% |
37.32% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
-2.19031E-05 |
|
| Sharpe Ratio |
-0.050469782 |
|
| Annualized Sharpe Ratio |
-0.174832453 |
|
| Sortino Ratio |
-0.031639308 |
|
| Fouse Ratio |
-232451.8846 |
|
| Calmar Ratio |
0.015417468 |
|
| Sterling Ratio |
6.71032E-06 |
|
| RINA Index |
-223.5257017 |
|
| Net Profit as % of Largest
loss |
2667.76% |
|
| Net Profit as % of Max Trade
Drawdown |
2668.29% |
|
| Net Profit as % of Max
Strategy Drawdown |
875.74% |
|
| Select Net Profit as % of
Largest loss |
-587.51% |
|
| Select Net Profit as % of Max
Trade Drawdown |
-587.62% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
-192.86% |
|
| Adj Net Profit as % of Largest
loss |
2061.57% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
2061.98% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
676.74% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 9 Mths, 16 Dys, 2 Hrs, 15
Mins |
|
| Time in the Market |
19 Yrs, 4 Mths, 3 Dys, 20 Hrs, 10
Mins |
|
| Percent in the Market |
67.18% |
|
| Longest flat period |
2 Mths, 9 Dys, 20 Hrs, 20 Mins |
|
| Max Run-up Date |
08/04/2026 |
|
| Max Drawdown Date |
09/03/2020 |
|
| Max Strategy Drawdown Date |
16/07/2025 11:30 |
|
| Max Close To Close Drawdown
Date |
15/07/2025 14:10 |
|
|
| Equity Curve Detailed |
|
|
|
|
|
| Equity
Curve Detailed with DrawDown |
|
|
|
|
| Equity Curve Detailed Long |
|
|
|
|
| Equity Curve Detailed Short |
|
|
|
|
|
| Equity Run-up & Drawdown |
|
|
|
|
|
| Equity Run-up & Drawdown
(%) |
|
|
|
|
| Equity Curve Close To Close |
|
|
|
|
| Equity
Curve Close To Close With Drawdown |
|
|
|
|
|
| Buy & Hold Return |
|
|
|
|
|
| Value Added Monthly Index |
|
|
|
|
|
|
|
|
|
|