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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4537.604153.304384.30
Net Profit537.60153.30384.30
Net Profit %13.44 %3.83 %9.61 %
Exposure %16.49 %7.62 %8.87 %
Net Risk Adjusted Return %81.52 %50.31 %108.32 %
Annual Return %13.72 %3.91 %9.80 %
Risk Adjusted Return %83.22 %51.32 %110.54 %
Total transaction costs0.000.000.00

All trades17688 (50.00 %)88 (50.00 %)
 Avg. Profit/Loss3.051.744.37
 Avg. Profit/Loss %0.43 %0.26 %0.59 %
 Avg. Bars Held13.7212.9314.51

Winners67 (38.07 %)30 (17.05 %)37 (21.02 %)
 Total Profit1181.00528.40652.60
 Avg. Profit17.6317.6117.64
 Avg. Profit %2.54 %2.64 %2.46 %
 Avg. Bars Held21.9121.5022.24
 Max. Consecutive555
 Largest win86.8061.0086.80
 # bars in largest win503950

Losers109 (61.93 %)58 (32.95 %)51 (28.98 %)
 Total Loss-643.40-375.10-268.30
 Avg. Loss-5.90-6.47-5.26
 Avg. Loss %-0.87 %-0.96 %-0.77 %
 Avg. Bars Held8.698.508.90
 Max. Consecutive7116
 Largest loss-15.10-14.30-15.10
 # bars in largest loss21521

Max. trade drawdown-29.30-20.70-29.30
Max. trade % drawdown-3.79 %-3.29 %-3.79 %
Max. system drawdown-101.70-97.70-56.10
Max. system % drawdown-2.32 %-2.35 %-1.32 %
Recovery Factor5.291.576.85
CAR/MaxDD5.911.667.45
RAR/MaxDD35.8421.8284.01
Profit Factor1.841.412.43
Payoff Ratio2.992.723.35
Standard Error50.3532.8131.74
Risk-Reward Ratio9.972.4113.33
Ulcer Index0.891.000.58
Ulcer Performance Index9.33-1.497.64
Sharpe Ratio of trades2.221.303.18
K-Ratio0.05920.01430.0791