| Strategy
Performance Summary |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Net Profit |
$229 504.36 |
$186 236.96 |
$43 267.40 |
|
| Gross Profit |
$2613 285.82 |
$1765 163.40 |
$848 122.42 |
|
| Gross Loss |
-$2383 781.46 |
-$1578 926.44 |
-$804 855.02 |
|
| Adjusted Net Profit |
$159 694.08 |
$120 248.45 |
$10 545.86 |
|
| Adjusted Gross Profit |
$2576 194.61 |
$1729 355.26 |
$831 274.15 |
|
| Adjusted Gross Loss |
-$2416 500.53 |
-$1609 106.81 |
-$820 728.30 |
|
| Select Net Profit |
$22 060.62 |
-$5 135.88 |
$27 196.50 |
|
| Select Gross Profit |
$1509 085.84 |
$851 579.98 |
$657 505.86 |
|
| Select Gross Loss |
-$1487 025.22 |
-$856 715.86 |
-$630 309.36 |
|
| Account Size Required |
$51 297.46 |
$44 516.54 |
$21 977.20 |
|
| Return on Account |
447.40% |
418.35% |
196.87% |
|
| Return on Initial Capital |
22950436.00% |
18623696.00% |
4326740.00% |
|
| Max Strategy Drawdown |
-$51 780.84 |
-$47 129.04 |
-$24 347.94 |
|
| Max Strategy Drawdown (%) |
-2706.00% |
-360.26% |
-6606.48% |
|
| Max Close To Close Drawdown |
-$51 297.46 |
-$44 516.54 |
-$21 977.20 |
|
| Max Close To Close Drawdown
(%) |
-29986.00% |
-361.74% |
-226152.00% |
|
| Return on Max Strategy
Drawdown |
4.43222551 |
3.951639159 |
1.777045615 |
|
| Profit Factor |
1.096277433 |
1.117951638 |
1.053758005 |
|
| Adjusted Profit Factor |
1.06608485 |
1.074729939 |
1.012849386 |
|
| Select Profit Factor |
1.014835404 |
-0.994005154 |
1.04314786 |
|
| Max # Contracts Held |
1 |
1 |
1 |
|
| Slippage Paid |
$ 0.00 |
$ 0.00 |
$ 0.00 |
|
| Commission Paid |
$42 320.64 |
$21 288.04 |
$21 032.60 |
|
| Open Position P/L |
n/a |
n/a |
n/a |
|
| Annual Rate of Return |
806568.22% |
654509.63% |
152058.59% |
|
| Monthly Rate of Return |
67214.02% |
54542.47% |
12671.55% |
|
| Buy & Hold Return |
$ 2.77 |
$ 2.76 |
$ 2.77 |
|
| Avg Monthly Return |
$ 671.07 |
$ 671.07 |
$ 671.07 |
|
| Monthly Return StdDev |
$4 410.16 |
$4 410.16 |
$4 410.16 |
|
| Total # of Trades |
10272 |
5167 |
5105 |
|
| % Profitable |
48.33% |
47.03% |
49.64% |
|
|
| Performance Ratios |
|
|
| Upside Potential Ratio |
1844.678278 |
|
| Sharpe Ratio |
0.05422442 |
|
| Annualized Sharpe Ratio |
0.1878389 |
|
| Sortino Ratio |
95.4705925 |
|
| Fouse Ratio |
7.193298321 |
|
| Calmar Ratio |
0.013218159 |
|
| Sterling Ratio |
3.89271E-06 |
|
| RINA Index |
54.50905998 |
|
| Net Profit as % of Largest
loss |
2126.69% |
|
| Net Profit as % of Max Trade
Drawdown |
1946.67% |
|
| Net Profit as % of Max
Strategy Drawdown |
443.22% |
|
| Select Net Profit as % of
Largest loss |
204.42% |
|
| Select Net Profit as % of Max
Trade Drawdown |
187.12% |
|
| Select Net Profit as % of Max
Strategy Drawdown |
42.60% |
|
| Adj Net Profit as % of Largest
loss |
1479.80% |
|
| Adj Net Profit as % of Max
Trade Drawdown |
1354.54% |
|
| Adj Net Profit as % of Max
Strategy Drawdown |
308.40% |
|
|
| Time Analysis |
|
|
| Trading Period |
28 Yrs, 6 Mths, 13 Dys, 23 Hrs, 30
Mins |
|
| Time in the Market |
24 Yrs, 11 Mths, 6 Dys, 15 Hrs, 50
Mins |
|
| Percent in the Market |
87.35% |
|
| Longest flat period |
2 Mths, 22 Dys, 20 Hrs, 20 Mins |
|
| Max Run-up Date |
07/04/2020 |
|
| Max Drawdown Date |
20/12/2024 |
|
| Max Strategy Drawdown Date |
09/03/2026 08:40 |
|
| Max Close To Close Drawdown
Date |
09/03/2026 08:50 |
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|