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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4118.254035.854082.40
Net Profit118.2535.8582.40
Net Profit %2.96 %0.90 %2.06 %
Exposure %8.37 %3.92 %4.45 %
Net Risk Adjusted Return %35.34 %22.86 %46.33 %
Annual Return %3.01 %0.91 %2.10 %
Risk Adjusted Return %36.04 %23.31 %47.25 %
Total transaction costs0.000.000.00

All trades204102 (50.00 %)102 (50.00 %)
 Avg. Profit/Loss0.580.350.81
 Avg. Profit/Loss %0.16 %0.10 %0.21 %
 Avg. Bars Held9.228.819.62

Winners76 (37.25 %)36 (17.65 %)40 (19.61 %)
 Total Profit380.45173.75206.70
 Avg. Profit5.014.835.17
 Avg. Profit %1.45 %1.42 %1.48 %
 Avg. Bars Held15.8415.6116.05
 Max. Consecutive535
 Largest win27.8523.4527.85
 # bars in largest win382138

Losers128 (62.75 %)66 (32.35 %)62 (30.39 %)
 Total Loss-262.20-137.90-124.30
 Avg. Loss-2.05-2.09-2.00
 Avg. Loss %-0.61 %-0.61 %-0.61 %
 Avg. Bars Held5.285.115.47
 Max. Consecutive1087
 Largest loss-8.55-5.25-8.55
 # bars in largest loss434

Max. trade drawdown-9.85-6.95-9.85
Max. trade % drawdown-3.19 %-1.91 %-3.19 %
Max. system drawdown-51.25-37.20-32.30
Max. system % drawdown-1.24 %-0.92 %-0.79 %
Recovery Factor2.310.962.55
CAR/MaxDD2.440.992.67
RAR/MaxDD29.1125.3760.09
Profit Factor1.451.261.66
Payoff Ratio2.442.312.58
Standard Error18.4711.1713.49
Risk-Reward Ratio6.611.507.81
Ulcer Index0.410.470.30
Ulcer Performance Index-5.75-9.50-10.82
Sharpe Ratio of trades1.300.811.75
K-Ratio0.04530.01030.0535