| |
All trades |
Long trades |
Short trades |
| Initial capital |
100000.00 |
100000.00 |
100000.00 |
| Ending capital |
99082.65 |
99575.26 |
99507.39 |
| Net Profit |
-917.35 |
-424.74 |
-492.61 |
| Net Profit % |
-0.92 % |
-0.42 % |
-0.49 % |
| Exposure
% |
0.73 % |
0.38 % |
0.35 % |
| Net Risk Adjusted Return
% |
-126.12 % |
-111.34 % |
-142.43 % |
| Annual Return % |
-1.39 % |
-0.64 % |
-0.75 % |
| Risk Adjusted Return
% |
-190.57 % |
-168.45 % |
-215.43 % |
|
| All trades |
12 |
5 (41.67 %) |
7 (58.33 %) |
| Avg.
Profit/Loss |
-76.45 |
-84.95 |
-70.37 |
| Avg.
Profit/Loss % |
-1.54 % |
-1.72 % |
-1.42 % |
| Avg. Bars Held |
2.92 |
3.40 |
2.57 |
|
| Winners |
5 (41.67 %) |
1 (8.33 %) |
4 (33.33 %) |
| Total Profit |
506.60 |
101.28 |
405.32 |
| Avg. Profit |
101.32 |
101.28 |
101.33 |
| Avg.
Profit % |
2.05 % |
2.05 % |
2.05 % |
| Avg. Bars Held |
2.80 |
6.00 |
2.00 |
| Max. Consecutive |
3 |
1 |
3 |
| Largest win |
180.32 |
101.28 |
180.32 |
| # bars in largest win |
2 |
6 |
2 |
|
| Losers |
7 (58.33 %) |
4 (33.33 %) |
3 (25.00 %) |
| Total Loss |
-1423.95 |
-526.02 |
-897.93 |
| Avg. Loss |
-203.42 |
-131.51 |
-299.31 |
| Avg. Loss
% |
-4.11 % |
-2.66 % |
-6.04 % |
| Avg. Bars Held |
3.00 |
2.75 |
3.33 |
| Max. Consecutive |
4 |
4 |
1 |
| Largest loss |
-517.30 |
-143.20 |
-517.30 |
| # bars in largest loss |
6 |
3 |
6 |
|
| Max.
trade drawdown |
-520.26 |
-164.64 |
-520.26 |
| Max.
trade % drawdown |
-10.48 % |
-3.30 % |
-10.48 % |
| Max.
system drawdown |
-1198.93 |
-558.22 |
-705.06 |
| Max.
system % drawdown |
-1.20 % |
-0.56 % |
-0.70 % |
| Recovery Factor |
-0.77 |
-0.76 |
-0.70 |
| CAR/MaxDD |
-1.16 |
-1.15 |
-1.06 |
| RAR/MaxDD |
-159.18 |
-301.75 |
-306.01 |
| Profit Factor |
0.36 |
0.19 |
0.45 |
| Payoff Ratio |
0.50 |
0.77 |
0.34 |
| Standard
Error |
204.71 |
68.00 |
153.58 |
| Risk-Reward
Ratio |
-6.50 |
-12.26 |
-3.24 |
| Ulcer
Index |
0.84 |
0.31 |
0.56 |
| Ulcer
Performance Index |
-8.06 |
-19.80 |
-11.07 |
| Sharpe
Ratio of trades |
-4.80 |
-8.67 |
-3.57 |
| K-Ratio |
-0.0954 |
-0.1797 |
-0.0475 |