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Statistics
 All tradesLong tradesShort trades
Initial capital1000.001000.001000.00
Ending capital1575.201280.101295.10
Net Profit575.20280.10295.10
Net Profit %57.52 %28.01 %29.51 %
Exposure %40.28 %19.11 %21.17 %
Net Risk Adjusted Return %142.79 %146.55 %139.39 %
Annual Return %58.93 %28.63 %30.17 %
Risk Adjusted Return %146.27 %149.79 %142.49 %
Total transaction costs0.000.000.00

All trades285132 (46.32 %)153 (53.68 %)
 Avg. Profit/Loss2.022.121.93
 Avg. Profit/Loss %0.29 %0.32 %0.26 %
 Avg. Bars Held6.696.876.54

Winners118 (41.40 %)52 (18.25 %)66 (23.16 %)
 Total Profit1249.40632.70616.70
 Avg. Profit10.5912.179.34
 Avg. Profit %1.54 %1.80 %1.32 %
 Avg. Bars Held10.3111.279.56
 Max. Consecutive644
 Largest win49.2049.2045.50
 # bars in largest win242419

Losers167 (58.60 %)80 (28.07 %)87 (30.53 %)
 Total Loss-674.20-352.60-321.60
 Avg. Loss-4.04-4.41-3.70
 Avg. Loss %-0.59 %-0.64 %-0.54 %
 Avg. Bars Held4.144.014.25
 Max. Consecutive11811
 Largest loss-13.80-13.80-9.10
 # bars in largest loss554

Max. trade drawdown-13.80-13.80-13.80
Max. trade % drawdown-2.10 %-2.10 %-1.87 %
Max. system drawdown-72.20-65.00-43.90
Max. system % drawdown-5.38 %-5.56 %-3.62 %
Recovery Factor7.974.316.72
CAR/MaxDD10.965.158.33
RAR/MaxDD27.2126.9339.35
Profit Factor1.851.791.92
Payoff Ratio2.622.762.53
Standard Error35.6321.7823.05
Risk-Reward Ratio15.4111.3113.13
Ulcer Index1.662.021.49
Ulcer Performance Index32.2111.4716.63
Sharpe Ratio of trades3.553.443.72
K-Ratio0.09150.06720.0780