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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4539.904154.804385.10
Net Profit539.90154.80385.10
Net Profit %13.50 %3.87 %9.63 %
Exposure %16.44 %7.64 %8.80 %
Net Risk Adjusted Return %82.08 %50.64 %109.37 %
Annual Return %13.78 %3.95 %9.82 %
Risk Adjusted Return %83.79 %51.65 %111.61 %
Total transaction costs0.000.000.00

All trades17487 (50.00 %)87 (50.00 %)
 Avg. Profit/Loss3.101.784.43
 Avg. Profit/Loss %0.43 %0.26 %0.59 %
 Avg. Bars Held13.6012.8714.32

Winners64 (36.78 %)29 (16.67 %)35 (20.11 %)
 Total Profit1186.30530.80655.50
 Avg. Profit18.5418.3018.73
 Avg. Profit %2.66 %2.73 %2.60 %
 Avg. Bars Held22.0021.4822.43
 Max. Consecutive544
 Largest win81.3065.1081.30
 # bars in largest win473847

Losers110 (63.22 %)58 (33.33 %)52 (29.89 %)
 Total Loss-646.40-376.00-270.40
 Avg. Loss-5.88-6.48-5.20
 Avg. Loss %-0.87 %-0.97 %-0.76 %
 Avg. Bars Held8.718.578.87
 Max. Consecutive11126
 Largest loss-19.10-19.10-17.50
 # bars in largest loss885

Max. trade drawdown-25.00-20.50-25.00
Max. trade % drawdown-3.38 %-3.38 %-3.36 %
Max. system drawdown-90.20-97.30-57.80
Max. system % drawdown-2.00 %-2.33 %-1.36 %
Recovery Factor5.991.596.66
CAR/MaxDD6.891.707.24
RAR/MaxDD41.8922.1882.19
Profit Factor1.841.412.42
Payoff Ratio3.152.823.60
Standard Error49.7133.1830.90
Risk-Reward Ratio10.282.5313.82
Ulcer Index0.791.010.56
Ulcer Performance Index10.56-1.447.86
Sharpe Ratio of trades2.191.283.14
K-Ratio0.06170.01520.0829