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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4179.554066.154113.40
Net Profit179.5566.15113.40
Net Profit %4.49 %1.65 %2.83 %
Exposure %8.36 %3.86 %4.50 %
Net Risk Adjusted Return %53.71 %42.84 %63.04 %
Annual Return %4.58 %1.69 %2.89 %
Risk Adjusted Return %54.78 %43.68 %64.29 %
Total transaction costs0.000.000.00

All trades19095 (50.00 %)95 (50.00 %)
 Avg. Profit/Loss0.940.701.19
 Avg. Profit/Loss %0.27 %0.21 %0.33 %
 Avg. Bars Held9.539.0110.04

Winners76 (40.00 %)35 (18.42 %)41 (21.58 %)
 Total Profit401.70188.90212.80
 Avg. Profit5.295.405.19
 Avg. Profit %1.53 %1.59 %1.48 %
 Avg. Bars Held16.0115.8316.17
 Max. Consecutive535
 Largest win27.2023.9027.20
 # bars in largest win382438

Losers114 (60.00 %)60 (31.58 %)54 (28.42 %)
 Total Loss-222.15-122.75-99.40
 Avg. Loss-1.95-2.05-1.84
 Avg. Loss %-0.57 %-0.60 %-0.55 %
 Avg. Bars Held5.205.035.39
 Max. Consecutive787
 Largest loss-6.50-6.50-5.70
 # bars in largest loss121212

Max. trade drawdown-10.40-7.85-10.40
Max. trade % drawdown-3.36 %-2.32 %-3.36 %
Max. system drawdown-32.65-28.25-22.75
Max. system % drawdown-0.79 %-0.70 %-0.55 %
Recovery Factor5.502.344.98
CAR/MaxDD5.822.425.23
RAR/MaxDD69.6762.65116.27
Profit Factor1.811.542.14
Payoff Ratio2.712.642.82
Standard Error14.7010.4811.63
Risk-Reward Ratio11.323.6611.02
Ulcer Index0.250.330.20
Ulcer Performance Index-3.23-11.29-12.45
Sharpe Ratio of trades2.171.752.56
K-Ratio0.07880.02540.0767