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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4121.304060.304061.00
Net Profit121.3060.3061.00
Net Profit %3.03 %1.51 %1.53 %
Exposure %2.88 %1.42 %1.46 %
Net Risk Adjusted Return %105.22 %106.26 %104.22 %
Annual Return %3.09 %1.54 %1.56 %
Risk Adjusted Return %107.31 %108.36 %106.27 %
Total transaction costs0.000.000.00

All trades408204 (50.00 %)204 (50.00 %)
 Avg. Profit/Loss0.300.300.30
 Avg. Profit/Loss %0.25 %0.26 %0.25 %
 Avg. Bars Held9.749.669.82

Winners158 (38.73 %)78 (19.12 %)80 (19.61 %)
 Total Profit247.80121.25126.55
 Avg. Profit1.571.551.58
 Avg. Profit %1.34 %1.35 %1.34 %
 Avg. Bars Held17.3517.5917.11
 Max. Consecutive656
 Largest win7.506.057.50
 # bars in largest win394239

Losers250 (61.27 %)126 (30.88 %)124 (30.39 %)
 Total Loss-126.50-60.95-65.55
 Avg. Loss-0.51-0.48-0.53
 Avg. Loss %-0.44 %-0.41 %-0.46 %
 Avg. Bars Held4.934.755.12
 Max. Consecutive151112
 Largest loss-4.55-1.55-4.55
 # bars in largest loss363

Max. trade drawdown-4.55-3.20-4.55
Max. trade % drawdown-4.11 %-2.77 %-4.11 %
Max. system drawdown-9.80-9.75-8.20
Max. system % drawdown-0.24 %-0.24 %-0.20 %
Recovery Factor12.386.187.44
CAR/MaxDD12.776.357.64
RAR/MaxDD443.24447.77522.13
Profit Factor1.961.991.93
Payoff Ratio3.103.212.99
Standard Error7.066.462.94
Risk-Reward Ratio14.917.5919.18
Ulcer Index0.070.080.06
Ulcer Performance Index-32.37-47.72-62.05
Sharpe Ratio of trades3.974.303.67
K-Ratio0.07040.03580.0905