Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4175.804084.454091.35
Net Profit175.8084.4591.35
Net Profit %4.40 %2.11 %2.28 %
Exposure %1.72 %0.84 %0.88 %
Net Risk Adjusted Return %255.02 %250.35 %259.51 %
Annual Return %4.48 %2.15 %2.33 %
Risk Adjusted Return %260.12 %255.29 %264.64 %
Total transaction costs0.000.000.00

All trades523257 (49.14 %)266 (50.86 %)
 Avg. Profit/Loss0.340.330.34
 Avg. Profit/Loss %0.29 %0.28 %0.29 %
 Avg. Bars Held5.265.275.25

Winners254 (48.57 %)128 (24.47 %)126 (24.09 %)
 Total Profit267.15129.70137.45
 Avg. Profit1.051.011.09
 Avg. Profit %0.89 %0.87 %0.92 %
 Avg. Bars Held7.417.457.38
 Max. Consecutive996
 Largest win5.905.905.15
 # bars in largest win101017

Losers269 (51.43 %)129 (24.67 %)140 (26.77 %)
 Total Loss-91.35-45.25-46.10
 Avg. Loss-0.34-0.35-0.33
 Avg. Loss %-0.29 %-0.30 %-0.28 %
 Avg. Bars Held3.233.123.34
 Max. Consecutive667
 Largest loss-1.00-1.00-1.00
 # bars in largest loss333

Max. trade drawdown-1.25-1.10-1.25
Max. trade % drawdown-1.24 %-1.00 %-1.24 %
Max. system drawdown-4.70-5.20-5.30
Max. system % drawdown-0.11 %-0.13 %-0.13 %
Recovery Factor37.4016.2417.24
CAR/MaxDD39.7316.7617.98
RAR/MaxDD2305.311986.912042.59
Profit Factor2.922.872.98
Payoff Ratio3.102.893.31
Standard Error3.323.124.52
Risk-Reward Ratio56.4126.9322.87
Ulcer Index0.030.030.03
Ulcer Performance Index-34.97-97.51-92.46
Sharpe Ratio of trades8.678.488.86
K-Ratio0.25890.12360.1050