| |
All trades |
Long trades |
Short trades |
| Initial capital |
10000.00 |
10000.00 |
10000.00 |
| Ending capital |
12901.59 |
12901.59 |
10000.00 |
| Net Profit |
2901.59 |
2901.59 |
0.00 |
| Net Profit % |
29.02 % |
29.02 % |
0.00 % |
| Exposure
% |
77.33 % |
77.33 % |
0.00 % |
| Net Risk Adjusted Return
% |
37.52 % |
37.52 % |
N/A |
| Annual Return % |
23.89 % |
23.89 % |
0.00 % |
| Risk Adjusted Return
% |
30.90 % |
30.90 % |
N/A |
|
| All trades |
24 |
24 (100.00 %) |
0 (0.00 %) |
| Avg.
Profit/Loss |
120.90 |
120.90 |
N/A |
| Avg.
Profit/Loss % |
1.13 % |
1.13 % |
N/A |
| Avg. Bars Held |
10.67 |
10.67 |
N/A |
|
| Winners |
11 (45.83 %) |
11 (45.83 %) |
0 (0.00 %) |
| Total Profit |
4381.34 |
4381.34 |
0.00 |
| Avg. Profit |
398.30 |
398.30 |
N/A |
| Avg.
Profit % |
3.72 % |
3.72 % |
N/A |
| Avg. Bars Held |
18.55 |
18.55 |
N/A |
| Max. Consecutive |
2 |
2 |
0 |
| Largest win |
1722.65 |
1722.65 |
0.00 |
| # bars in largest win |
39 |
39 |
0 |
|
| Losers |
13 (54.17 %) |
13 (54.17 %) |
0 (0.00 %) |
| Total Loss |
-1479.75 |
-1479.75 |
0.00 |
| Avg. Loss |
-113.83 |
-113.83 |
N/A |
| Avg. Loss
% |
-1.05 % |
-1.05 % |
N/A |
| Avg. Bars Held |
4.00 |
4.00 |
N/A |
| Max. Consecutive |
4 |
4 |
0 |
| Largest loss |
-184.06 |
-184.06 |
0.00 |
| # bars in largest loss |
3 |
3 |
0 |
|
| Max.
trade drawdown |
-633.51 |
-633.51 |
0.00 |
| Max.
trade % drawdown |
-5.31 % |
-5.31 % |
0.00 % |
| Max.
system drawdown |
-1015.59 |
-1015.59 |
0.00 |
| Max.
system % drawdown |
-9.44 % |
-9.44 % |
0.00 % |
| Recovery Factor |
2.86 |
2.86 |
N/A |
| CAR/MaxDD |
2.53 |
2.53 |
N/A |
| RAR/MaxDD |
3.27 |
3.27 |
N/A |
| Profit Factor |
2.96 |
2.96 |
N/A |
| Payoff Ratio |
3.50 |
3.50 |
N/A |
| Standard
Error |
425.02 |
425.02 |
0.00 |
| Risk-Reward
Ratio |
6.72 |
6.72 |
N/A |
| Ulcer
Index |
4.38 |
4.38 |
0.00 |
| Ulcer
Performance Index |
4.23 |
4.23 |
N/A |
| Sharpe
Ratio of trades |
1.25 |
1.25 |
0.00 |
| K-Ratio |
0.13 |
0.13 |
N/A |