Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo

Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital1976732.561291760.07884972.48
Net Profit1776732.561091760.07684972.48
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 costs877999.94438852.43439147.52

All trades42252112 (49.99 %)2113 (50.01 %)
 Avg. Profit/Loss420.53516.93324.17
 Avg. Profit/Loss %0.46% 0.58% 0.33%
 Avg. Bars Held48.6549.7947.51

Winners1654 (39.15 %)852 (20.17 %)802 (18.98 %)
 Total Profit9474029.124991794.424482234.69
 Avg. Profit5727.955858.915588.82
 Avg. Profit %5.79% 5.95% 5.63%
 Avg. Bars Held72.5774.4170.62
 Max. Consecutive977
 Largest win36039.6731898.5436039.67
 # bars in largest win565556

Losers2571 (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 Held33.2733.1533.38
 Max. Consecutive141713
 Largest loss-40557.42-40557.42-29773.93
# bars in largest loss444427

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 Factor7.524.424.32
CAR/MaxDD1.330.770.64
RAR/MaxDD11.6113.1611.48
Profit Factor1.231.281.18
Payoff Ratio1.911.891.93
Standard Error65540.6552861.5042258.63
Risk-Reward Ratio2.211.811.17
Ulcer Index3.554.968.14
Ulcer Performance Index4.732.491.05
Sharpe Ratio of trades1.491.851.11
K-Ratio0.020.010.01