| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 39176.54 | 55052.75 | 4313.87 |
|---|
| Net Profit | 19176.54 | 35052.75 | -15686.13 |
|---|
| Net Profit % | 95.88 % | 175.26 % | -78.43 % |
|---|
| Exposure % | 46.12 % | 29.43 % | 16.69 % |
|---|
| Net Risk Adjusted Return % | 207.91 % | 595.58 % | -469.93 % |
|---|
| Annual Return % | 102.83 % | 190.11 % | -80.08 % |
|---|
| Risk Adjusted Return % | 222.98 % | 646.02 % | -479.81 % |
|---|
|
| All trades | 81 | 41 (50.62 %) | 40 (49.38 %) |
|---|
| Avg. Profit/Loss | 235.56 | 850.00 | -394.25 |
|---|
| Avg. Profit/Loss % | 3.53 % | 9.80 % | -2.89 % |
|---|
| Avg. Bars Held | 22.30 | 27.78 | 16.68 |
|---|
|
| Winners | 41 (50.62 %) | 26 (32.10 %) | 15 (18.52 %) |
|---|
| Total Profit | 81410.00 | 53640.00 | 27770.00 |
|---|
| Avg. Profit | 1985.61 | 2063.08 | 1851.33 |
|---|
| Avg. Profit % | 23.28 % | 23.42 % | 23.04 % |
|---|
| Avg. Bars Held | 29.51 | 34.58 | 20.73 |
|---|
| Max. Consecutive | 4 | 6 | 3 |
|---|
| Largest win | 9730.00 | 9730.00 | 5400.00 |
|---|
| # bars in largest win | 28 | 28 | 22 |
|---|
|
| Losers | 40 (49.38 %) | 15 (18.52 %) | 25 (30.86 %) |
|---|
| Total Loss | -62330.00 | -18790.00 | -43540.00 |
|---|
| Avg. Loss | -1558.25 | -1252.67 | -1741.60 |
|---|
| Avg. Loss % | -16.71 % | -13.82 % | -18.44 % |
|---|
| Avg. Bars Held | 14.90 | 16.00 | 14.24 |
|---|
| Max. Consecutive | 3 | 3 | 5 |
|---|
| Largest loss | -6000.00 | -3520.00 | -6000.00 |
|---|
| # bars in largest loss | 3 | 34 | 3 |
|---|
|
| Max. trade drawdown | -8580.00 | -8580.00 | -6000.00 |
|---|
| Max. trade % drawdown | -46.48 % | -45.76 % | -46.48 % |
|---|
| Max. system drawdown | -12596.13 | -9589.81 | -16807.78 |
|---|
| Max. system % drawdown | -58.47 % | -36.42 % | -84.02 % |
|---|
| Recovery Factor | 1.52 | 3.66 | -0.93 |
|---|
| CAR/MaxDD | 1.76 | 5.22 | -0.95 |
|---|
| RAR/MaxDD | 3.81 | 17.74 | -5.71 |
|---|
| Profit Factor | 1.31 | 2.85 | 0.64 |
|---|
| Payoff Ratio | 1.27 | 1.65 | 1.06 |
|---|
| Standard Error | 6873.56 | 6020.71 | 2931.38 |
|---|
| Risk-Reward Ratio | 4.29 | 5.90 | -1.98 |
|---|
| Ulcer Index | 30.90 | 14.33 | 44.60 |
|---|
| Ulcer Performance Index | 3.15 | 12.89 | -1.92 |
|---|
| Sharpe Ratio of trades | 1.27 | 3.23 | -1.34 |
|---|
| K-Ratio | 0.03 | 0.04 | -0.01 |
|---|