| Strategy
Performance Summary |
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All Trades |
Long Trades |
Short Trades |
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| Net Profit |
$248 394.02 |
$200 865.10 |
$47 528.92 |
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| Gross Profit |
$2583 522.48 |
$1742 067.10 |
$841 455.38 |
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| Gross Loss |
-$2335 128.46 |
-$1541 202.00 |
-$793 926.46 |
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| Adjusted Net Profit |
$179 531.56 |
$135 928.47 |
$15 089.16 |
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| Adjusted Gross Profit |
$2546 787.04 |
$1706 654.55 |
$824 713.11 |
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| Adjusted Gross Loss |
-$2367 255.48 |
-$1570 726.08 |
-$809 623.94 |
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| Select Net Profit |
$24 450.42 |
-$7 553.48 |
$32 003.90 |
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| Select Gross Profit |
$1493 130.88 |
$840 108.68 |
$653 022.20 |
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| Select Gross Loss |
-$1468 680.46 |
-$847 662.16 |
-$621 018.30 |
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| Account Size Required |
$41 541.82 |
$44 516.54 |
$20 796.38 |
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| Return on Account |
597.94% |
451.21% |
228.54% |
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| Return on Initial Capital |
24839402.00% |
20086510.00% |
4752892.00% |
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| Max Strategy Drawdown |
-$42 792.38 |
-$47 129.04 |
-$21 567.26 |
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| Max Strategy Drawdown (%) |
-2706.00% |
-360.26% |
-6606.48% |
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| Max Close To Close Drawdown |
-$41 541.82 |
-$44 516.54 |
-$20 796.38 |
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| Max Close To Close Drawdown
(%) |
-29986.00% |
-361.74% |
-226152.00% |
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| Return on Max Strategy
Drawdown |
5.80463204 |
4.262024009 |
2.203753282 |
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| Profit Factor |
1.106372743 |
1.130330158 |
1.059865645 |
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| Adjusted Profit Factor |
1.075839538 |
1.086538625 |
1.018637251 |
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| Select Profit Factor |
1.016647883 |
-0.991089044 |
1.051534552 |
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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 |
$42 143.48 |
$21 197.40 |
$20 946.08 |
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| Open Position P/L |
n/a |
n/a |
n/a |
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| Annual Rate of Return |
879374.73% |
711110.90% |
168263.84% |
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| Monthly Rate of Return |
73281.23% |
59259.24% |
14021.99% |
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| Buy & Hold Return |
$ 2.99 |
$ 2.97 |
$ 2.99 |
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| Avg Monthly Return |
$ 732.73 |
$ 732.73 |
$ 732.73 |
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| Monthly Return StdDev |
$4 337.78 |
$4 337.78 |
$4 337.78 |
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| Total # of Trades |
10229 |
5145 |
5084 |
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| % Profitable |
48.35% |
47.04% |
49.69% |
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| Performance Ratios |
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| Upside Potential Ratio |
1871.924494 |
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| Sharpe Ratio |
0.054464658 |
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| Annualized Sharpe Ratio |
0.188671111 |
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| Sortino Ratio |
96.34784696 |
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| Fouse Ratio |
7.257214124 |
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| Calmar Ratio |
0.009311682 |
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| Sterling Ratio |
3.89274E-06 |
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| RINA Index |
61.2497369 |
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| Net Profit as % of Largest
loss |
2301.73% |
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| Net Profit as % of Max Trade
Drawdown |
2106.90% |
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| Net Profit as % of Max
Strategy Drawdown |
580.46% |
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| Select Net Profit as % of
Largest loss |
226.57% |
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| Select Net Profit as % of Max
Trade Drawdown |
207.39% |
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| Select Net Profit as % of Max
Strategy Drawdown |
57.14% |
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| Adj Net Profit as % of Largest
loss |
1663.62% |
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| Adj Net Profit as % of Max
Trade Drawdown |
1522.80% |
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| Adj Net Profit as % of Max
Strategy Drawdown |
419.54% |
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| Time Analysis |
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| Trading Period |
28 Yrs, 3 Mths, 28 Dys, 2 Hrs, 15
Mins |
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| Time in the Market |
24 Yrs, 9 Mths, 7 Dys, 15 Hrs, 40
Mins |
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| Percent in the Market |
87.42% |
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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 |
02/06/2025 09:10 |
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| Max Close To Close Drawdown
Date |
19/06/2025 10:40 |
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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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