| Home
| |
All trades |
Long trades |
Short trades |
| Initial capital |
100000.00 |
100000.00 |
100000.00 |
| Ending capital |
111324.00 |
105477.97 |
105846.03 |
| Net Profit |
11324.00 |
5477.97 |
5846.03 |
| Net Profit % |
11.32 % |
5.48 % |
5.85 % |
| Exposure
% |
24.02 % |
6.58 % |
17.44 % |
| Net Risk Adjusted Return
% |
47.15 % |
83.25 % |
33.53 % |
| Annual Return % |
38.21 % |
17.45 % |
18.69 % |
| Risk Adjusted Return
% |
159.10 % |
265.25 % |
107.22 % |
|
| All trades |
33 |
7 (21.21 %) |
26 (78.79 %) |
| Avg.
Profit/Loss |
343.15 |
782.57 |
224.85 |
| Avg.
Profit/Loss % |
3.31 % |
7.58 % |
2.16 % |
| Avg. Bars Held |
7.18 |
8.86 |
6.73 |
|
| Winners |
23 (69.70 %) |
5 (15.15 %) |
18 (54.55 %) |
| Total Profit |
21165.40 |
7000.20 |
14165.20 |
| Avg. Profit |
920.23 |
1400.04 |
786.96 |
| Avg.
Profit % |
8.90 % |
13.46 % |
7.63 % |
| Avg. Bars Held |
7.30 |
8.00 |
7.11 |
| Max. Consecutive |
11 |
4 |
8 |
| Largest win |
2418.43 |
2186.15 |
2418.43 |
| # bars in largest win |
3 |
5 |
3 |
|
| Losers |
10 (30.30 %) |
2 (6.06 %) |
8 (24.24 %) |
| Total Loss |
-9841.40 |
-1522.23 |
-8319.18 |
| Avg. Loss |
-984.14 |
-761.11 |
-1039.90 |
| Avg. Loss
% |
-9.56 % |
-7.12 % |
-10.16 % |
| Avg. Bars Held |
6.90 |
11.00 |
5.88 |
| Max. Consecutive |
2 |
1 |
4 |
| Largest loss |
-2771.04 |
-907.08 |
-2771.04 |
| # bars in largest loss |
3 |
15 |
3 |
|
| Max.
trade drawdown |
-2771.04 |
-1216.30 |
-2771.04 |
| Max.
trade % drawdown |
-27.04 % |
-11.89 % |
-27.04 % |
| Max.
system drawdown |
-3534.23 |
-927.69 |
-4212.15 |
| Max.
system % drawdown |
-3.45 % |
-0.87 % |
-4.11 % |
| Recovery Factor |
3.20 |
5.90 |
1.39 |
| CAR/MaxDD |
11.07 |
19.99 |
4.55 |
| RAR/MaxDD |
46.11 |
303.73 |
26.07 |
| Profit Factor |
2.15 |
4.60 |
1.70 |
| Payoff Ratio |
0.94 |
1.84 |
0.76 |
| Standard
Error |
1505.46 |
475.18 |
1395.03 |
| Risk-Reward
Ratio |
25.90 |
42.96 |
13.32 |
| Ulcer
Index |
1.39 |
0.33 |
2.20 |
| Ulcer
Performance Index |
23.66 |
36.29 |
6.04 |
| Sharpe
Ratio of trades |
1.78 |
4.15 |
1.25 |
| K-Ratio |
0.2688 |
0.4459 |
0.1382 |