| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 1302138.88 | 867744.64 | 634394.23 |
Net Profit | 1102138.88 | 667744.64 | 434394.23 |
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 costs | 1174828.62 | 590630.36 | 584198.27 |
|
All trades | 5678 | 2843 (50.07 %) | 2835 (49.93 %) |
Avg. Profit/Loss | 194.11 | 234.87 | 153.23 |
Avg. Profit/Loss % | 0.21% | 0.26% | 0.17% |
Avg. Bars Held | 27.54 | 27.73 | 27.34 |
|
Winners | 2248 (39.59 %) | 1145 (20.17 %) | 1103 (19.43 %) |
Total Profit | 7686423.27 | 3983418.85 | 3703004.42 |
Avg. Profit | 3419.23 | 3478.97 | 3357.21 |
Avg. Profit % | 3.49% | 3.53% | 3.45% |
Avg. Bars Held | 39.18 | 39.35 | 39.01 |
Max. Consecutive | 7 | 8 | 9 |
Largest win | 40228.18 | 38019.33 | 40228.18 |
# bars in largest win | 44 | 29 | 44 |
|
Losers | 3430 (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 Held | 19.90 | 19.89 | 19.91 |
Max. Consecutive | 16 | 12 | 14 |
Largest loss | -15593.18 | -15593.18 | -6668.29 |
# bars in largest loss | 12 | 12 | 37 |
|
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 Factor | 8.87 | 7.56 | 3.28 |
CAR/MaxDD | 1.23 | 0.99 | 0.38 |
RAR/MaxDD | 9.95 | 15.95 | 6.25 |
Profit Factor | 1.17 | 1.20 | 1.13 |
Payoff Ratio | 1.78 | 1.78 | 1.78 |
Standard Error | 70380.24 | 42942.91 | 44931.10 |
Risk-Reward Ratio | 1.06 | 1.18 | 0.53 |
Ulcer Index | 4.98 | 4.54 | 12.00 |
Ulcer Performance Index | 2.50 | 1.83 | 0.44 |
Sharpe Ratio of trades | 1.42 | 1.72 | 1.11 |
K-Ratio | 0.01 | 0.01 | 0.00 |