| All trades | Long trades | Short trades |
Initial capital | 200000.00 | 200000.00 | 200000.00 |
Ending capital | 1976732.56 | 1291760.07 | 884972.48 |
Net Profit | 1776732.56 | 1091760.07 | 684972.48 |
Net Profit % | 888.37% | 545.88% | 342.49% |
Exposure % | 11.45% | 5.83% | 5.61% |
Net Risk Adjusted Return % | 7761.50% | 9358.03% | 6102.17% |
Annual Return % | 22.23% | 17.76% | 13.92% |
Risk Adjusted Return % | 194.20% | 304.38% | 247.97% |
Transaction costs | 877999.94 | 438852.43 | 439147.52 |
|
All trades | 4225 | 2112 (49.99 %) | 2113 (50.01 %) |
Avg. Profit/Loss | 420.53 | 516.93 | 324.17 |
Avg. Profit/Loss % | 0.46% | 0.58% | 0.33% |
Avg. Bars Held | 48.65 | 49.79 | 47.51 |
|
Winners | 1654 (39.15 %) | 852 (20.17 %) | 802 (18.98 %) |
Total Profit | 9474029.12 | 4991794.42 | 4482234.69 |
Avg. Profit | 5727.95 | 5858.91 | 5588.82 |
Avg. Profit % | 5.79% | 5.95% | 5.63% |
Avg. Bars Held | 72.57 | 74.41 | 70.62 |
Max. Consecutive | 9 | 7 | 7 |
Largest win | 36039.67 | 31898.54 | 36039.67 |
# bars in largest win | 56 | 55 | 56 |
|
Losers | 2571 (60.85 %) | 1260 (29.82 %) | 1311 (31.03 %) |
Total Loss | -7697296.56 | -3900034.35 | -3797262.21 |
Avg. Loss | -2993.89 | -3095.27 | -2896.46 |
Avg. Loss % | -2.98% | -3.04% | -2.91% |
Avg. Bars Held | 33.27 | 33.15 | 33.38 |
Max. Consecutive | 14 | 17 | 13 |
Largest loss | -40557.42 | -40557.42 | -29773.93 |
# bars in largest loss | 44 | 44 | 27 |
|
Max. trade drawdown | -46703.16 | -46703.16 | -42502.25 |
Max. trade % drawdown | -45.74 | -45.74 | -38.43 |
Max. system drawdown | -236286.93 | -246866.43 | -158440.48 |
Max. system % drawdown | -16.72% | -23.13% | -21.60% |
Recovery Factor | 7.52 | 4.42 | 4.32 |
CAR/MaxDD | 1.33 | 0.77 | 0.64 |
RAR/MaxDD | 11.61 | 13.16 | 11.48 |
Profit Factor | 1.23 | 1.28 | 1.18 |
Payoff Ratio | 1.91 | 1.89 | 1.93 |
Standard Error | 65540.65 | 52861.50 | 42258.63 |
Risk-Reward Ratio | 2.21 | 1.81 | 1.17 |
Ulcer Index | 3.55 | 4.96 | 8.14 |
Ulcer Performance Index | 4.73 | 2.49 | 1.05 |
Sharpe Ratio of trades | 1.49 | 1.85 | 1.11 |
K-Ratio | 0.02 | 0.01 | 0.01 |