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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4056.904022.554034.35
Net Profit56.9022.5534.35
Net Profit %1.42 %0.56 %0.86 %
Exposure %2.59 %1.21 %1.37 %
Net Risk Adjusted Return %54.98 %46.40 %62.58 %
Annual Return %1.45 %0.57 %0.88 %
Risk Adjusted Return %56.06 %47.31 %63.81 %
Total transaction costs0.000.000.00

All trades200100 (50.00 %)100 (50.00 %)
 Avg. Profit/Loss0.280.230.34
 Avg. Profit/Loss %0.27 %0.22 %0.32 %
 Avg. Bars Held10.9110.4011.43

Winners76 (38.00 %)36 (18.00 %)40 (20.00 %)
 Total Profit121.9058.8063.10
 Avg. Profit1.601.631.58
 Avg. Profit %1.53 %1.57 %1.48 %
 Avg. Bars Held19.1718.9719.35
 Max. Consecutive445
 Largest win8.058.057.10
 # bars in largest win515141

Losers124 (62.00 %)64 (32.00 %)60 (30.00 %)
 Total Loss-65.00-36.25-28.75
 Avg. Loss-0.52-0.57-0.48
 Avg. Loss %-0.50 %-0.54 %-0.46 %
 Avg. Bars Held5.855.586.15
 Max. Consecutive867
 Largest loss-1.45-1.45-1.45
 # bars in largest loss13136

Max. trade drawdown-2.85-2.85-1.90
Max. trade % drawdown-2.57 %-2.57 %-1.92 %
Max. system drawdown-8.55-9.00-7.10
Max. system % drawdown-0.21 %-0.22 %-0.18 %
Recovery Factor6.652.514.84
CAR/MaxDD6.882.564.97
RAR/MaxDD265.91211.05362.51
Profit Factor1.881.622.19
Payoff Ratio3.062.883.29
Standard Error3.692.963.22
Risk-Reward Ratio14.636.5210.80
Ulcer Index0.080.100.07
Ulcer Performance Index-50.96-46.29-65.41
Sharpe Ratio of trades2.442.012.87
K-Ratio0.09220.04110.0681