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Statistics
All trades Long trades Short trades
Initial capital 100000.00 100000.00 100000.00
Ending capital 3154033.35 3154033.35 100000.00
Net Profit 3054033.35 3054033.35 0.00
Net Profit % 3054.03 % 3054.03 % 0.00 %
Exposure % 57.46 % 57.46 % 0.00 %
Net Risk Adjusted Return % 5314.61 % 5314.61 % N/A
Annual Return % 11.50 % 11.50 % 0.00 %
Risk Adjusted Return % 20.01 % 20.01 % N/A
Total transaction costs 0.00 0.00 0.00
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*All trades* 2047 2047 (100.00 %) 0 (0.00 %)
Avg. Profit/Loss 1491.96 1491.96 N/A
Avg. Profit/Loss % 4.28 % 4.28 % N/A
Avg. Bars Held 45.76 45.76 N/A
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*Winners* 1256 (61.36 %) 1256 (61.36 %) 0 (0.00 %)
Total Profit 7147546.04 7147546.04 0.00
Avg. Profit 5690.72 5690.72 N/A
Avg. Profit % 13.57 % 13.57 % N/A
Avg. Bars Held 49.01 49.01 N/A
Max. Consecutive 19 19 0
Largest win 122025.38 122025.38 0.00
# bars in largest win 358 358 0
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*Losers* 791 (38.64 %) 791 (38.64 %) 0 (0.00 %)
Total Loss -4093512.69 -4093512.69 0.00
Avg. Loss -5175.11 -5175.11 N/A
Avg. Loss % -10.48 % -10.48 % N/A
Avg. Bars Held 40.60 40.60 N/A
Max. Consecutive 9 9 0
Largest loss -88089.82 -88089.82 0.00
# bars in largest loss 120 120 0
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Max. trade drawdown -104416.35 -104416.35 0.00
Max. trade % drawdown -89.99 % -89.99 % 0.00 %
Max. system drawdown -729882.44 -729882.44 0.00
Max. system % drawdown -49.67 % -49.67 % 0.00 %
Recovery Factor 4.18 4.18 N/A
CAR/MaxDD 0.23 0.23 N/A
RAR/MaxDD 0.40 0.40 N/A
Profit Factor 1.75 1.75 N/A
Payoff Ratio 1.10 1.10 N/A
Standard Error 333607.78 333607.78 0.00
Risk-Reward Ratio 0.22 0.22 N/A
Ulcer Index 11.88 11.88 0.00
Ulcer Performance Index 0.51 0.51 N/A
Sharpe Ratio of trades 0.41 0.41 0.00
K-Ratio 0.0220 0.0220 N/A