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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital9479.006379.007100.00
Net Profit5479.002379.003100.00
Net Profit %136.97 %59.48 %77.50 %
Exposure %35.56 %16.98 %18.58 %
Net Risk Adjusted Return %385.22 %350.29 %417.13 %
Annual Return %141.01 %60.94 %79.50 %
Risk Adjusted Return %396.55 %358.90 %427.91 %
Total transaction costs0.000.000.00

All trades496250 (50.40 %)246 (49.60 %)
 Avg. Profit/Loss11.059.5212.60
 Avg. Profit/Loss %0.39 %0.36 %0.42 %
 Avg. Bars Held7.196.917.48

Winners221 (44.56 %)103 (20.77 %)118 (23.79 %)
 Total Profit10222.005084.005138.00
 Avg. Profit46.2549.3643.54
 Avg. Profit %1.64 %1.78 %1.51 %
 Avg. Bars Held10.9311.1010.79
 Max. Consecutive858
 Largest win193.00193.00181.00
 # bars in largest win232324

Losers275 (55.44 %)147 (29.64 %)128 (25.81 %)
 Total Loss-4743.00-2705.00-2038.00
 Avg. Loss-17.25-18.40-15.92
 Avg. Loss %-0.61 %-0.63 %-0.58 %
 Avg. Bars Held4.193.974.43
 Max. Consecutive1198
 Largest loss-65.00-65.00-65.00
 # bars in largest loss554

Max. trade drawdown-97.00-97.00-75.00
Max. trade % drawdown-3.85 %-3.43 %-3.85 %
Max. system drawdown-357.00-332.00-201.00
Max. system % drawdown-4.73 %-6.97 %-3.09 %
Recovery Factor15.357.1715.42
CAR/MaxDD29.848.7425.71
RAR/MaxDD83.9251.46138.39
Profit Factor2.161.882.52
Payoff Ratio2.682.682.73
Standard Error119.78136.21136.73
Risk-Reward Ratio43.5413.9924.20
Ulcer Index1.072.151.09
Ulcer Performance Index127.0225.8668.25
Sharpe Ratio of trades6.005.326.81
K-Ratio0.19070.06130.1060