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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4032.654008.254024.40
Net Profit32.658.2524.40
Net Profit %0.82 %0.21 %0.61 %
Exposure %1.42 %0.69 %0.73 %
Net Risk Adjusted Return %57.31 %29.88 %83.11 %
Annual Return %0.83 %0.21 %0.62 %
Risk Adjusted Return %58.44 %30.46 %84.74 %
Total transaction costs0.000.000.00

All trades300153 (51.00 %)147 (49.00 %)
 Avg. Profit/Loss0.110.050.17
 Avg. Profit/Loss %0.10 %0.05 %0.15 %
 Avg. Bars Held4.644.464.83

Winners117 (39.00 %)51 (17.00 %)66 (22.00 %)
 Total Profit96.2044.6551.55
 Avg. Profit0.820.880.78
 Avg. Profit %0.78 %0.83 %0.74 %
 Avg. Bars Held7.007.246.82
 Max. Consecutive445
 Largest win3.153.153.05
 # bars in largest win191914

Losers183 (61.00 %)102 (34.00 %)81 (27.00 %)
 Total Loss-63.55-36.40-27.15
 Avg. Loss-0.35-0.36-0.34
 Avg. Loss %-0.33 %-0.34 %-0.32 %
 Avg. Bars Held3.143.083.21
 Max. Consecutive8106
 Largest loss-2.05-2.05-1.20
 # bars in largest loss663

Max. trade drawdown-2.85-2.85-1.50
Max. trade % drawdown-2.57 %-2.57 %-1.53 %
Max. system drawdown-7.25-8.05-3.45
Max. system % drawdown-0.18 %-0.20 %-0.09 %
Recovery Factor4.501.027.07
CAR/MaxDD4.611.057.22
RAR/MaxDD323.68151.80984.16
Profit Factor1.511.231.90
Payoff Ratio2.372.452.33
Standard Error2.572.431.79
Risk-Reward Ratio12.322.4314.38
Ulcer Index0.060.110.03
Ulcer Performance Index-80.07-46.27-155.39
Sharpe Ratio of trades2.741.294.16
K-Ratio0.07760.01530.0906