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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital8394.006012.006382.00
Net Profit4394.002012.002382.00
Net Profit %109.85 %50.30 %59.55 %
Exposure %55.86 %26.60 %29.26 %
Net Risk Adjusted Return %196.65 %189.12 %203.49 %
Annual Return %112.91 %51.50 %61.01 %
Risk Adjusted Return %202.13 %193.64 %208.49 %
Total transaction costs0.000.000.00

All trades305152 (49.84 %)153 (50.16 %)
 Avg. Profit/Loss14.4113.2415.57
 Avg. Profit/Loss %0.53 %0.53 %0.54 %
 Avg. Bars Held14.1513.7814.52

Winners124 (40.66 %)60 (19.67 %)64 (20.98 %)
 Total Profit9933.004723.005210.00
 Avg. Profit80.1078.7281.41
 Avg. Profit %2.85 %2.90 %2.80 %
 Avg. Bars Held22.9622.7723.14
 Max. Consecutive465
 Largest win259.00229.00259.00
 # bars in largest win343634

Losers181 (59.34 %)92 (30.16 %)89 (29.18 %)
 Total Loss-5539.00-2711.00-2828.00
 Avg. Loss-30.60-29.47-31.78
 Avg. Loss %-1.05 %-1.02 %-1.09 %
 Avg. Bars Held8.127.918.33
 Max. Consecutive886
 Largest loss-117.00-91.00-117.00
 # bars in largest loss5145

Max. trade drawdown-228.00-129.00-228.00
Max. trade % drawdown-9.88 %-6.54 %-9.88 %
Max. system drawdown-465.00-427.00-422.00
Max. system % drawdown-9.79 %-9.07 %-10.54 %
Recovery Factor9.454.715.64
CAR/MaxDD11.535.685.79
RAR/MaxDD20.6421.3519.78
Profit Factor1.791.741.84
Payoff Ratio2.622.672.56
Standard Error207.24158.70188.87
Risk-Reward Ratio21.388.4516.36
Ulcer Index2.633.293.37
Ulcer Performance Index40.8314.0216.51
Sharpe Ratio of trades3.413.333.51
K-Ratio0.09520.03760.0728