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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4159.704062.354097.35
Net Profit159.7062.3597.35
Net Profit %3.99 %1.56 %2.43 %
Exposure %4.64 %2.11 %2.52 %
Net Risk Adjusted Return %86.12 %73.82 %96.41 %
Annual Return %4.07 %1.59 %2.48 %
Risk Adjusted Return %87.84 %75.28 %98.31 %
Total transaction costs0.000.000.00

All trades243117 (48.15 %)126 (51.85 %)
 Avg. Profit/Loss0.660.530.77
 Avg. Profit/Loss %0.18 %0.15 %0.22 %
 Avg. Bars Held4.724.554.87

Winners103 (42.39 %)49 (20.16 %)54 (22.22 %)
 Total Profit346.95154.75192.20
 Avg. Profit3.373.163.56
 Avg. Profit %0.97 %0.92 %1.02 %
 Avg. Bars Held6.796.656.91
 Max. Consecutive737
 Largest win23.8023.8015.40
 # bars in largest win212121

Losers140 (57.61 %)68 (27.98 %)72 (29.63 %)
 Total Loss-187.25-92.40-94.85
 Avg. Loss-1.34-1.36-1.32
 Avg. Loss %-0.39 %-0.40 %-0.39 %
 Avg. Bars Held3.193.033.35
 Max. Consecutive797
 Largest loss-3.75-3.70-3.75
 # bars in largest loss333

Max. trade drawdown-5.20-4.40-5.20
Max. trade % drawdown-1.65 %-1.27 %-1.65 %
Max. system drawdown-19.65-16.40-11.85
Max. system % drawdown-0.48 %-0.40 %-0.29 %
Recovery Factor8.133.808.22
CAR/MaxDD8.503.938.60
RAR/MaxDD183.25186.35340.65
Profit Factor1.851.672.03
Payoff Ratio2.522.322.70
Standard Error11.678.159.12
Risk-Reward Ratio14.576.2513.06
Ulcer Index0.160.170.14
Ulcer Performance Index-8.30-22.06-20.89
Sharpe Ratio of trades3.402.793.96
K-Ratio0.10140.04350.0909