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

Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital1351809.23830805.69721003.54
Net Profit1151809.23630805.69521003.54
Net Profit %575.90% 315.40% 260.50%
Exposure %13.60% 6.67% 6.93%
Net Risk Adjusted Return %4235.45% 4728.75% 3760.48%
Annual Return %18.23% 13.29% 11.89%
Risk Adjusted Return %134.03% 199.23% 171.64%
Transaction costs272295.77136073.06136222.71

All trades1317658 (49.96 %)659 (50.04 %)
 Avg. Profit/Loss874.57958.67790.60
 Avg. Profit/Loss %0.99% 1.10% 0.87%
 Avg. Bars Held45.0044.7545.24

Winners477 (36.22 %)240 (18.22 %)237 (18.00 %)
 Total Profit5078067.292608836.762469230.53
 Avg. Profit10645.8410870.1510418.69
 Avg. Profit %10.86% 11.16% 10.54%
 Avg. Bars Held75.7777.4874.03
 Max. Consecutive555
 Largest win49478.4447512.8249478.44
 # bars in largest win214121

Losers840 (63.78 %)418 (31.74 %)422 (32.04 %)
 Total Loss-3926258.07-1978031.07-1948226.99
 Avg. Loss-4674.12-4732.13-4616.65
 Avg. Loss %-4.61% -4.67% -4.55%
 Avg. Bars Held27.5225.9629.07
 Max. Consecutive141510
 Largest loss-34540.30-34540.30-22652.51
# bars in largest loss111138

Max. trade drawdown-44806.04-44806.04-38517.70
Max. trade % drawdown-32.98-32.98-27.06
Max. system drawdown-209518.56-202084.09-120001.73
Max. system % drawdown-23.14% -26.23% -24.52%
Recovery Factor5.503.124.34
CAR/MaxDD0.790.510.48
RAR/MaxDD5.797.597.00
Profit Factor1.291.321.27
Payoff Ratio2.282.302.26
Standard Error95529.6949562.7574600.53
Risk-Reward Ratio1.111.240.60
Ulcer Index6.318.159.04
Ulcer Performance Index2.030.970.72
Sharpe Ratio of trades1.161.301.03
K-Ratio0.010.020.01