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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital1878250.981352639.14725611.84
Net Profit1678250.981152639.14525611.84
Net Profit %839.13% 576.32% 262.81%
Exposure %8.82% 4.89% 3.93%
Net Risk Adjusted Return %9513.01% 11774.82% 6693.47%
Annual Return %21.68% 18.23% 11.95%
Risk Adjusted Return %245.80% 372.49% 304.43%
Transaction costs534186.52284479.61249706.91

All trades25741359 (52.80 %)1215 (47.20 %)
 Avg. Profit/Loss652.00848.15432.60
 Avg. Profit/Loss %0.64% 0.79% 0.46%
 Avg. Bars Held15.6616.5114.71

Winners1039 (40.37 %)553 (21.48 %)486 (18.88 %)
 Total Profit5713809.153255778.692458030.46
 Avg. Profit5499.345887.485057.68
 Avg. Profit %5.48% 5.78% 5.13%
 Avg. Bars Held22.8825.3120.13
 Max. Consecutive876
 Largest win84373.6184373.6138155.46
 # bars in largest win38389

Losers1535 (59.63 %)806 (31.31 %)729 (28.32 %)
 Total Loss-4035558.17-2103139.56-1932418.62
 Avg. Loss-2629.03-2609.35-2650.78
 Avg. Loss %-2.64% -2.63% -2.65%
 Avg. Bars Held10.7710.4811.10
 Max. Consecutive12119
 Largest loss-25604.84-25604.84-22360.37
# bars in largest loss14147

Max. trade drawdown-29516.60-29516.60-22439.14
Max. trade % drawdown-29.45-29.45-14.86
Max. system drawdown-77819.40-85236.76-73610.24
Max. system % drawdown-14.95% -18.63% -15.45%
Recovery Factor21.5713.527.14
CAR/MaxDD1.450.980.77
RAR/MaxDD16.4419.9919.70
Profit Factor1.421.551.27
Payoff Ratio2.092.261.91
Standard Error148268.0199800.7057981.89
Risk-Reward Ratio0.870.920.65
Ulcer Index3.834.965.63
Ulcer Performance Index4.252.581.16
Sharpe Ratio of trades2.152.431.76
K-Ratio0.010.010.01