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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4159.254072.304086.95
Net Profit159.2572.3086.95
Net Profit %3.98 %1.81 %2.17 %
Exposure %2.94 %1.41 %1.53 %
Net Risk Adjusted Return %135.45 %128.30 %142.03 %
Annual Return %4.06 %1.84 %2.22 %
Risk Adjusted Return %138.15 %130.83 %144.84 %
Total transaction costs0.000.000.00

All trades392196 (50.00 %)196 (50.00 %)
 Avg. Profit/Loss0.410.370.44
 Avg. Profit/Loss %0.34 %0.32 %0.36 %
 Avg. Bars Held10.8610.5611.17

Winners156 (39.80 %)77 (19.64 %)79 (20.15 %)
 Total Profit297.60141.95155.65
 Avg. Profit1.911.841.97
 Avg. Profit %1.61 %1.58 %1.64 %
 Avg. Bars Held19.0518.2619.82
 Max. Consecutive654
 Largest win7.907.907.55
 # bars in largest win535348

Losers236 (60.20 %)119 (30.36 %)117 (29.85 %)
 Total Loss-138.35-69.65-68.70
 Avg. Loss-0.59-0.59-0.59
 Avg. Loss %-0.50 %-0.50 %-0.51 %
 Avg. Bars Held5.455.585.32
 Max. Consecutive1587
 Largest loss-3.55-1.80-3.55
 # bars in largest loss767

Max. trade drawdown-4.50-2.60-4.50
Max. trade % drawdown-4.08 %-2.12 %-4.08 %
Max. system drawdown-11.70-15.05-6.00
Max. system % drawdown-0.29 %-0.37 %-0.15 %
Recovery Factor13.614.8014.49
CAR/MaxDD14.244.9515.01
RAR/MaxDD484.58351.58980.82
Profit Factor2.152.042.27
Payoff Ratio3.253.153.36
Standard Error7.735.337.09
Risk-Reward Ratio19.9311.2313.28
Ulcer Index0.070.090.05
Ulcer Performance Index-18.28-38.04-59.70
Sharpe Ratio of trades4.334.034.66
K-Ratio0.09030.05090.0602