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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4127.804060.354067.45
Net Profit127.8060.3567.45
Net Profit %3.20 %1.51 %1.69 %
Exposure %1.63 %0.81 %0.82 %
Net Risk Adjusted Return %195.55 %186.51 %204.42 %
Annual Return %3.26 %1.54 %1.72 %
Risk Adjusted Return %199.44 %190.19 %208.45 %
Total transaction costs0.000.000.00

All trades501256 (51.10 %)245 (48.90 %)
 Avg. Profit/Loss0.260.240.28
 Avg. Profit/Loss %0.22 %0.20 %0.23 %
 Avg. Bars Held5.084.965.20

Winners234 (46.71 %)121 (24.15 %)113 (22.55 %)
 Total Profit218.20106.40111.80
 Avg. Profit0.930.880.99
 Avg. Profit %0.80 %0.76 %0.84 %
 Avg. Bars Held7.277.027.54
 Max. Consecutive778
 Largest win5.205.105.20
 # bars in largest win191919

Losers267 (53.29 %)135 (26.95 %)132 (26.35 %)
 Total Loss-90.40-46.05-44.35
 Avg. Loss-0.34-0.34-0.34
 Avg. Loss %-0.29 %-0.29 %-0.29 %
 Avg. Bars Held3.153.103.20
 Max. Consecutive8108
 Largest loss-1.40-1.40-0.95
 # bars in largest loss553

Max. trade drawdown-3.05-3.05-1.30
Max. trade % drawdown-2.64 %-2.64 %-1.11 %
Max. system drawdown-5.50-4.15-5.00
Max. system % drawdown-0.13 %-0.10 %-0.12 %
Recovery Factor23.2414.5413.49
CAR/MaxDD24.2715.0013.95
RAR/MaxDD1485.701854.661691.20
Profit Factor2.412.312.52
Payoff Ratio2.752.582.94
Standard Error2.612.722.29
Risk-Reward Ratio46.8920.4329.12
Ulcer Index0.040.040.04
Ulcer Performance Index-60.86-99.60-98.27
Sharpe Ratio of trades7.297.367.24
K-Ratio0.22070.09610.1371