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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4130.904055.304075.60
Net Profit130.9055.3075.60
Net Profit %3.27 %1.38 %1.89 %
Exposure %1.66 %0.82 %0.84 %
Net Risk Adjusted Return %197.34 %169.39 %224.42 %
Annual Return %3.34 %1.41 %1.93 %
Risk Adjusted Return %201.26 %172.73 %228.85 %
Total transaction costs0.000.000.00

All trades507261 (51.48 %)246 (48.52 %)
 Avg. Profit/Loss0.260.210.31
 Avg. Profit/Loss %0.22 %0.18 %0.26 %
 Avg. Bars Held5.074.905.25

Winners238 (46.94 %)121 (23.87 %)117 (23.08 %)
 Total Profit224.70107.35117.35
 Avg. Profit0.940.891.00
 Avg. Profit %0.81 %0.76 %0.85 %
 Avg. Bars Held7.236.987.50
 Max. Consecutive578
 Largest win5.504.805.50
 # bars in largest win171717

Losers269 (53.06 %)140 (27.61 %)129 (25.44 %)
 Total Loss-93.80-52.05-41.75
 Avg. Loss-0.35-0.37-0.32
 Avg. Loss %-0.30 %-0.32 %-0.28 %
 Avg. Bars Held3.163.103.22
 Max. Consecutive777
 Largest loss-1.40-1.40-0.95
 # bars in largest loss553

Max. trade drawdown-3.20-3.20-1.00
Max. trade % drawdown-2.77 %-2.77 %-0.85 %
Max. system drawdown-7.10-4.70-3.15
Max. system % drawdown-0.17 %-0.12 %-0.08 %
Recovery Factor18.4411.7724.00
CAR/MaxDD19.2512.1324.76
RAR/MaxDD1161.051486.392939.71
Profit Factor2.402.062.81
Payoff Ratio2.712.393.10
Standard Error3.402.992.59
Risk-Reward Ratio36.6418.0427.27
Ulcer Index0.040.040.03
Ulcer Performance Index-55.43-98.53-117.94
Sharpe Ratio of trades7.346.677.98
K-Ratio0.17290.08510.1287