| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$205 923.92 |
$174 396.74 |
$31 527.18 |
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| Gross Profit |
$2640 728.98 |
$1782 955.58 |
$857 773.40 |
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| Gross Loss |
-$2434 805.06 |
-$1608 558.84 |
-$826 246.22 |
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| Adjusted Net Profit |
$135 238.06 |
$107 674.21 |
-$1 706.19 |
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| Adjusted Gross Profit |
$2603 368.49 |
$1746 868.09 |
$840 803.58 |
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| Adjusted Gross Loss |
-$2468 130.42 |
-$1639 193.89 |
-$842 509.78 |
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| Select Net Profit |
$11 501.62 |
-$12 975.54 |
$24 477.16 |
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| Select Gross Profit |
$1529 758.26 |
$866 993.18 |
$662 765.08 |
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| Select Gross Loss |
-$1518 256.64 |
-$879 968.72 |
-$638 287.92 |
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| Account Size Required |
$74 304.30 |
$44 516.54 |
$36 518.40 |
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| Return on Account |
277.14% |
391.76% |
86.33% |
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| Return on Initial Capital |
20592392.00% |
17439674.00% |
3152718.00% |
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| Max Strategy Drawdown |
-$75 025.18 |
-$47 129.04 |
-$41 063.86 |
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| Max Strategy Drawdown (%) |
-2706.00% |
-360.26% |
-6606.48% |
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| Max Close To Close Drawdown |
-$74 304.30 |
-$44 516.54 |
-$36 518.40 |
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| Max Close To Close Drawdown
(%) |
-29986.00% |
-361.74% |
-226152.00% |
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| Return on Max Strategy
Drawdown |
2.744730769 |
3.700409344 |
0.767759777 |
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| Profit Factor |
1.084575116 |
1.108418005 |
1.038157125 |
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| Adjusted Profit Factor |
1.054793725 |
1.065687291 |
-0.997974871 |
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| Select Profit Factor |
1.007575544 |
-0.985254544 |
1.038348149 |
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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 |
$42 576.08 |
$21 415.76 |
$21 160.32 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
717339.43% |
607513.97% |
109825.46% |
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| Monthly Rate of Return |
59778.29% |
50626.16% |
9152.12% |
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| Buy & Hold Return |
$ 3.09 |
$ 3.08 |
$ 3.09 |
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| Avg Monthly Return |
$ 596.88 |
$ 596.88 |
$ 596.88 |
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| Monthly Return StdDev |
$4 622.61 |
$4 622.61 |
$4 622.61 |
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| Total # of Trades |
10334 |
5198 |
5136 |
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| % Profitable |
48.35% |
46.96% |
49.75% |
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| Performance Ratios |
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| Upside Potential Ratio |
1814.208676 |
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| Sharpe Ratio |
0.053986079 |
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| Annualized Sharpe Ratio |
0.187013263 |
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| Sortino Ratio |
95.05941836 |
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| Fouse Ratio |
7.130493039 |
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| Calmar Ratio |
0.012301785 |
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| Sterling Ratio |
3.89271E-06 |
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| RINA Index |
28.20560032 |
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| Net Profit as % of Largest
loss |
1908.18% |
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| Net Profit as % of Max Trade
Drawdown |
1746.66% |
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| Net Profit as % of Max
Strategy Drawdown |
274.47% |
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| Select Net Profit as % of
Largest loss |
106.58% |
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| Select Net Profit as % of Max
Trade Drawdown |
97.56% |
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| Select Net Profit as % of Max
Strategy Drawdown |
15.33% |
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| Adj Net Profit as % of Largest
loss |
1253.18% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1147.10% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
180.26% |
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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 |
25 Yrs, 1 Mth, 6 Dys, 20 Hrs, 15
Mins |
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| Percent in the Market |
87.20% |
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| Longest flat period |
2 Mths, 22 Dys, 20 Hrs, 20 Mins |
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| Max Run-up Date |
07/04/2020 |
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| Max Drawdown Date |
20/12/2024 |
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| Max Strategy Drawdown Date |
09/06/2026 11:30 |
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| Max Close To Close Drawdown
Date |
09/06/2026 11:30 |
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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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