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Statistics
 All tradesLong tradesShort trades
Initial capital1000.001000.001000.00
Ending capital1658.301346.501311.80
Net Profit658.30346.50311.80
Net Profit %65.83 %34.65 %31.18 %
Exposure %39.97 %18.95 %21.02 %
Net Risk Adjusted Return %164.72 %182.89 %148.33 %
Annual Return %67.48 %35.44 %31.88 %
Risk Adjusted Return %168.84 %187.04 %151.65 %
Total transaction costs0.000.000.00

All trades274130 (47.45 %)144 (52.55 %)
 Avg. Profit/Loss2.402.672.17
 Avg. Profit/Loss %0.34 %0.40 %0.29 %
 Avg. Bars Held6.866.916.82

Winners115 (41.97 %)56 (20.44 %)59 (21.53 %)
 Total Profit1281.30646.40634.90
 Avg. Profit11.1411.5410.76
 Avg. Profit %1.61 %1.71 %1.51 %
 Avg. Bars Held10.5810.9310.25
 Max. Consecutive544
 Largest win53.8048.6053.80
 # bars in largest win242424

Losers159 (58.03 %)74 (27.01 %)85 (31.02 %)
 Total Loss-623.00-299.90-323.10
 Avg. Loss-3.92-4.05-3.80
 Avg. Loss %-0.57 %-0.59 %-0.55 %
 Avg. Bars Held4.173.864.44
 Max. Consecutive1398
 Largest loss-10.00-10.00-9.10
 # bars in largest loss776

Max. trade drawdown-15.60-15.60-12.60
Max. trade % drawdown-1.90 %-1.90 %-1.87 %
Max. system drawdown-71.90-57.00-46.10
Max. system % drawdown-4.56 %-4.38 %-3.85 %
Recovery Factor9.166.086.76
CAR/MaxDD14.798.098.28
RAR/MaxDD37.0142.7039.39
Profit Factor2.062.161.97
Payoff Ratio2.842.852.83
Standard Error35.5621.4927.06
Risk-Reward Ratio18.1615.2011.79
Ulcer Index1.631.621.65
Ulcer Performance Index38.1218.5516.07
Sharpe Ratio of trades3.914.313.52
K-Ratio0.10890.09120.0708