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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4127.254063.804063.45
Net Profit127.2563.8063.45
Net Profit %3.18 %1.59 %1.59 %
Exposure %2.88 %1.42 %1.47 %
Net Risk Adjusted Return %110.39 %112.63 %108.23 %
Annual Return %3.24 %1.63 %1.62 %
Risk Adjusted Return %112.59 %114.85 %110.36 %
Total transaction costs0.000.000.00

All trades392196 (50.00 %)196 (50.00 %)
 Avg. Profit/Loss0.320.330.32
 Avg. Profit/Loss %0.28 %0.29 %0.27 %
 Avg. Bars Held10.1410.0410.24

Winners162 (41.33 %)81 (20.66 %)81 (20.66 %)
 Total Profit247.60122.50125.10
 Avg. Profit1.531.511.54
 Avg. Profit %1.31 %1.31 %1.31 %
 Avg. Bars Held17.4017.5917.20
 Max. Consecutive667
 Largest win7.506.507.50
 # bars in largest win362936

Losers230 (58.67 %)115 (29.34 %)115 (29.34 %)
 Total Loss-120.35-58.70-61.65
 Avg. Loss-0.52-0.51-0.54
 Avg. Loss %-0.45 %-0.44 %-0.46 %
 Avg. Bars Held5.034.725.34
 Max. Consecutive151111
 Largest loss-2.05-1.85-2.05
 # bars in largest loss333

Max. trade drawdown-3.05-3.05-2.40
Max. trade % drawdown-2.64 %-2.64 %-2.09 %
Max. system drawdown-10.95-10.40-7.30
Max. system % drawdown-0.27 %-0.26 %-0.18 %
Recovery Factor11.626.138.69
CAR/MaxDD12.126.318.97
RAR/MaxDD420.42445.65612.22
Profit Factor2.062.092.03
Payoff Ratio2.922.962.88
Standard Error4.755.522.53
Risk-Reward Ratio25.3710.2825.29
Ulcer Index0.070.080.06
Ulcer Performance Index-31.30-45.09-64.21
Sharpe Ratio of trades4.254.533.99
K-Ratio0.11940.04840.1190