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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4042.604017.504025.10
Net Profit42.6017.5025.10
Net Profit %1.06 %0.44 %0.63 %
Exposure %1.43 %0.69 %0.74 %
Net Risk Adjusted Return %74.24 %63.10 %84.67 %
Annual Return %1.09 %0.45 %0.64 %
Risk Adjusted Return %75.70 %64.33 %86.33 %
Total transaction costs0.000.000.00

All trades296147 (49.66 %)149 (50.34 %)
 Avg. Profit/Loss0.140.120.17
 Avg. Profit/Loss %0.14 %0.11 %0.16 %
 Avg. Bars Held4.724.634.82

Winners115 (38.85 %)54 (18.24 %)61 (20.61 %)
 Total Profit104.6551.3053.35
 Avg. Profit0.910.950.87
 Avg. Profit %0.87 %0.91 %0.83 %
 Avg. Bars Held7.277.317.23
 Max. Consecutive554
 Largest win5.305.303.55
 # bars in largest win121215

Losers181 (61.15 %)93 (31.42 %)88 (29.73 %)
 Total Loss-62.05-33.80-28.25
 Avg. Loss-0.34-0.36-0.32
 Avg. Loss %-0.33 %-0.35 %-0.31 %
 Avg. Bars Held3.103.063.15
 Max. Consecutive8137
 Largest loss-1.50-1.50-0.95
 # bars in largest loss773

Max. trade drawdown-3.15-3.15-0.95
Max. trade % drawdown-2.84 %-2.84 %-1.02 %
Max. system drawdown-7.95-6.50-3.30
Max. system % drawdown-0.20 %-0.16 %-0.08 %
Recovery Factor5.362.697.61
CAR/MaxDD5.492.767.77
RAR/MaxDD382.61398.261048.41
Profit Factor1.691.521.89
Payoff Ratio2.652.612.72
Standard Error2.892.291.93
Risk-Reward Ratio15.808.2913.84
Ulcer Index0.060.070.03
Ulcer Performance Index-75.51-73.52-146.70
Sharpe Ratio of trades3.332.704.00
K-Ratio0.09970.05230.0873