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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4051.204019.604031.60
Net Profit51.2019.6031.60
Net Profit %1.28 %0.49 %0.79 %
Exposure %2.59 %1.22 %1.37 %
Net Risk Adjusted Return %49.44 %40.12 %57.77 %
Annual Return %1.31 %0.50 %0.81 %
Risk Adjusted Return %50.42 %40.91 %58.90 %
Total transaction costs0.000.000.00

All trades212106 (50.00 %)106 (50.00 %)
 Avg. Profit/Loss0.240.180.30
 Avg. Profit/Loss %0.23 %0.18 %0.27 %
 Avg. Bars Held10.339.8710.79

Winners83 (39.15 %)40 (18.87 %)43 (20.28 %)
 Total Profit121.7557.4564.30
 Avg. Profit1.471.441.50
 Avg. Profit %1.39 %1.38 %1.41 %
 Avg. Bars Held18.0417.2718.74
 Max. Consecutive556
 Largest win8.808.807.00
 # bars in largest win555543

Losers129 (60.85 %)66 (31.13 %)63 (29.72 %)
 Total Loss-70.55-37.85-32.70
 Avg. Loss-0.55-0.57-0.52
 Avg. Loss %-0.52 %-0.54 %-0.50 %
 Avg. Bars Held5.375.385.37
 Max. Consecutive876
 Largest loss-1.45-1.25-1.45
 # bars in largest loss656

Max. trade drawdown-3.15-3.15-1.85
Max. trade % drawdown-2.84 %-2.84 %-1.70 %
Max. system drawdown-10.35-10.70-7.70
Max. system % drawdown-0.26 %-0.27 %-0.19 %
Recovery Factor4.951.834.10
CAR/MaxDD5.071.874.22
RAR/MaxDD195.87153.49308.50
Profit Factor1.731.521.97
Payoff Ratio2.682.502.88
Standard Error3.973.103.32
Risk-Reward Ratio13.336.0310.32
Ulcer Index0.100.130.07
Ulcer Performance Index-42.12-38.95-63.19
Sharpe Ratio of trades2.151.722.57
K-Ratio0.08410.03800.0651