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Statistics
 All tradesLong tradesShort trades
Initial capital4000.004000.004000.00
Ending capital4154.954070.154084.80
Net Profit154.9570.1584.80
Net Profit %3.87 %1.75 %2.12 %
Exposure %2.93 %1.41 %1.52 %
Net Risk Adjusted Return %132.29 %124.55 %139.47 %
Annual Return %3.95 %1.79 %2.16 %
Risk Adjusted Return %134.93 %127.00 %142.23 %
Total transaction costs0.000.000.00

All trades406203 (50.00 %)203 (50.00 %)
 Avg. Profit/Loss0.380.350.42
 Avg. Profit/Loss %0.31 %0.29 %0.33 %
 Avg. Bars Held10.2910.0310.54

Winners165 (40.64 %)79 (19.46 %)86 (21.18 %)
 Total Profit291.35139.45151.90
 Avg. Profit1.771.771.77
 Avg. Profit %1.48 %1.51 %1.46 %
 Avg. Bars Held17.6417.4117.85
 Max. Consecutive564
 Largest win8.008.006.85
 # bars in largest win535337

Losers241 (59.36 %)124 (30.54 %)117 (28.82 %)
 Total Loss-136.40-69.30-67.10
 Avg. Loss-0.57-0.56-0.57
 Avg. Loss %-0.49 %-0.48 %-0.50 %
 Avg. Bars Held5.255.335.17
 Max. Consecutive1186
 Largest loss-3.55-2.25-3.55
 # bars in largest loss868

Max. trade drawdown-4.50-2.95-4.50
Max. trade % drawdown-4.08 %-2.41 %-4.08 %
Max. system drawdown-10.45-14.40-7.60
Max. system % drawdown-0.25 %-0.36 %-0.19 %
Recovery Factor14.834.8711.16
CAR/MaxDD15.545.0311.59
RAR/MaxDD530.84357.06762.72
Profit Factor2.142.012.26
Payoff Ratio3.123.163.08
Standard Error9.615.238.15
Risk-Reward Ratio15.3910.9711.09
Ulcer Index0.070.100.06
Ulcer Performance Index-19.84-36.35-53.77
Sharpe Ratio of trades4.213.834.65
K-Ratio0.07060.05040.0509