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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital1302138.88867744.64634394.23
Net Profit1102138.88667744.64434394.23
Net Profit %551.07% 333.87% 217.20%
Exposure %12.33% 6.21% 6.12%
Net Risk Adjusted Return %4470.14% 5376.51% 3550.16%
Annual Return %17.84% 13.72% 10.64%
Risk Adjusted Return %144.70% 220.96% 173.96%
Transaction costs1174828.62590630.36584198.27

All trades56782843 (50.07 %)2835 (49.93 %)
 Avg. Profit/Loss194.11234.87153.23
 Avg. Profit/Loss %0.21% 0.26% 0.17%
 Avg. Bars Held27.5427.7327.34

Winners2248 (39.59 %)1145 (20.17 %)1103 (19.43 %)
 Total Profit7686423.273983418.853703004.42
 Avg. Profit3419.233478.973357.21
 Avg. Profit %3.49% 3.53% 3.45%
 Avg. Bars Held39.1839.3539.01
 Max. Consecutive789
 Largest win40228.1838019.3340228.18
 # bars in largest win442944

Losers3430 (60.41 %)1698 (29.90 %)1732 (30.50 %)
 Total Loss-6584284.39-3315674.21-3268610.19
 Avg. Loss-1919.62-1952.69-1887.19
 Avg. Loss %-1.94% -1.95% -1.93%
 Avg. Bars Held19.9019.8919.91
 Max. Consecutive161214
 Largest loss-15593.18-15593.18-6668.29
# bars in largest loss121237

Max. trade drawdown-24593.83-24593.83-22278.20
Max. trade % drawdown-20.48-20.48-18.15
Max. system drawdown-124267.98-88319.70-132282.93
Max. system % drawdown-14.54% -13.85% -27.84%
Recovery Factor8.877.563.28
CAR/MaxDD1.230.990.38
RAR/MaxDD9.9515.956.25
Profit Factor1.171.201.13
Payoff Ratio1.781.781.78
Standard Error70380.2442942.9144931.10
Risk-Reward Ratio1.061.180.53
Ulcer Index4.984.5412.00
Ulcer Performance Index2.501.830.44
Sharpe Ratio of trades1.421.721.11
K-Ratio0.010.010.00