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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital1356045.00906120.00649925.00
Net Profit1156045.00706120.00449925.00
Net Profit %578.02 %353.06 %224.96 %
Exposure %0.88 %0.43 %0.45 %
Net Risk Adjusted Return %65328.81 %81581.77 %49768.11 %
Annual Return %33.51 %25.63 %19.48 %
Risk Adjusted Return %3787.88 %5922.01 %4309.45 %
Total transaction costs357000.00183800.00173200.00

All trades1785919 (51.48 %)866 (48.52 %)
 Avg. Profit/Loss647.64768.36519.54
 Avg. Profit/Loss %1.39 %1.71 %1.05 %
 Avg. Bars Held52.5253.1351.86

Winners727 (40.73 %)395 (22.13 %)332 (18.60 %)
 Total Profit4401445.002212480.002188965.00
 Avg. Profit6054.265601.226593.27
 Avg. Profit %12.49 %11.59 %13.57 %
 Avg. Bars Held84.4283.8685.08
 Max. Consecutive1075
 Largest win112815.0074890.00112815.00
 # bars in largest win156123156

Losers1058 (59.27 %)524 (29.36 %)534 (29.92 %)
 Total Loss-3245400.00-1506360.00-1739040.00
 Avg. Loss-3067.49-2874.73-3256.63
 Avg. Loss %-6.24 %-5.73 %-6.74 %
 Avg. Bars Held30.6029.9631.22
 Max. Consecutive121011
 Largest loss-27510.00-20740.00-27510.00
 # bars in largest loss10410

Max. trade drawdown-33250.00-22750.00-33250.00
Max. trade % drawdown-65.19 %-44.29 %-65.19 %
Max. system drawdown-105425.00-66765.00-113360.00
Max. system % drawdown-29.14 %-30.47 %-25.86 %
Recovery Factor10.9710.583.97
CAR/MaxDD1.150.840.75
RAR/MaxDD130.01194.38166.65
Profit Factor1.361.471.26
Payoff Ratio1.971.952.02
Standard Error97702.1462112.8657992.77
Risk-Reward Ratio1.521.530.91
Ulcer Index5.674.737.96
Ulcer Performance Index4.964.281.77
Sharpe Ratio of trades1.662.231.16
K-Ratio0.00840.00850.0051

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