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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4153.004056.954096.05
Net Profit153.0056.9596.05
Net Profit %3.82 %1.42 %2.40 %
Exposure %4.58 %2.13 %2.45 %
Net Risk Adjusted Return %83.46 %66.83 %97.90 %
Annual Return %3.90 %1.45 %2.45 %
Risk Adjusted Return %85.12 %68.15 %99.84 %
Total transaction costs0.000.000.00

All trades256127 (49.61 %)129 (50.39 %)
 Avg. Profit/Loss0.600.450.74
 Avg. Profit/Loss %0.17 %0.13 %0.21 %
 Avg. Bars Held4.614.414.81

Winners103 (40.23 %)51 (19.92 %)52 (20.31 %)
 Total Profit349.05156.35192.70
 Avg. Profit3.393.073.71
 Avg. Profit %0.98 %0.89 %1.07 %
 Avg. Bars Held6.956.757.15
 Max. Consecutive634
 Largest win23.8023.8016.15
 # bars in largest win181821

Losers153 (59.77 %)76 (29.69 %)77 (30.08 %)
 Total Loss-196.05-99.40-96.65
 Avg. Loss-1.28-1.31-1.26
 Avg. Loss %-0.37 %-0.38 %-0.37 %
 Avg. Bars Held3.032.843.22
 Max. Consecutive8107
 Largest loss-3.90-3.90-3.30
 # bars in largest loss333

Max. trade drawdown-5.20-4.05-5.20
Max. trade % drawdown-1.64 %-1.19 %-1.64 %
Max. system drawdown-13.40-21.25-14.95
Max. system % drawdown-0.32 %-0.53 %-0.36 %
Recovery Factor11.422.686.42
CAR/MaxDD12.012.756.72
RAR/MaxDD261.97129.24274.17
Profit Factor1.781.571.99
Payoff Ratio2.642.342.95
Standard Error8.746.549.16
Risk-Reward Ratio19.237.7012.86
Ulcer Index0.130.180.12
Ulcer Performance Index-11.54-21.86-24.70
Sharpe Ratio of trades3.292.633.88
K-Ratio0.13160.05270.0880