Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4163.704083.254080.45
Net Profit163.7083.2580.45
Net Profit %4.09 %2.08 %2.01 %
Exposure %1.73 %0.84 %0.89 %
Net Risk Adjusted Return %236.83 %247.80 %226.45 %
Annual Return %4.17 %2.12 %2.05 %
Risk Adjusted Return %241.56 %252.70 %230.93 %
Total transaction costs0.000.000.00

All trades546261 (47.80 %)285 (52.20 %)
 Avg. Profit/Loss0.300.320.28
 Avg. Profit/Loss %0.26 %0.27 %0.24 %
 Avg. Bars Held5.185.285.09

Winners257 (47.07 %)125 (22.89 %)132 (24.18 %)
 Total Profit268.65132.05136.60
 Avg. Profit1.051.061.03
 Avg. Profit %0.89 %0.90 %0.87 %
 Avg. Bars Held7.447.657.24
 Max. Consecutive866
 Largest win7.157.155.25
 # bars in largest win212118

Losers289 (52.93 %)136 (24.91 %)153 (28.02 %)
 Total Loss-104.95-48.80-56.15
 Avg. Loss-0.36-0.36-0.37
 Avg. Loss %-0.31 %-0.31 %-0.31 %
 Avg. Bars Held3.183.113.24
 Max. Consecutive566
 Largest loss-1.40-1.05-1.40
 # bars in largest loss333

Max. trade drawdown-1.40-1.05-1.40
Max. trade % drawdown-1.34 %-0.99 %-1.34 %
Max. system drawdown-4.35-4.60-4.50
Max. system % drawdown-0.10 %-0.11 %-0.11 %
Recovery Factor37.6318.1017.88
CAR/MaxDD39.8718.6318.33
RAR/MaxDD2307.202218.622064.00
Profit Factor2.562.712.43
Payoff Ratio2.882.942.82
Standard Error3.472.534.08
Risk-Reward Ratio51.3332.8623.33
Ulcer Index0.030.030.03
Ulcer Performance Index-44.52-98.10-98.86
Sharpe Ratio of trades7.787.777.81
K-Ratio0.23260.14900.1058