| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 198276.40 | 124539.70 | 93876.76 |
|---|
| Net Profit | 178276.40 | 104539.70 | 73876.76 |
|---|
| Net Profit % | 891.38 % | 522.70 % | 369.38 % |
|---|
| Exposure % | 47.93 % | 31.16 % | 16.76 % |
|---|
| Net Risk Adjusted Return % | 1859.89 % | 1677.35 % | 2203.37 % |
|---|
| Annual Return % | 2532.82 % | 1256.65 % | 806.68 % |
|---|
| Risk Adjusted Return % | 5284.80 % | 4032.61 % | 4811.82 % |
|---|
|
| All trades | 57 | 28 (49.12 %) | 29 (50.88 %) |
|---|
| Avg. Profit/Loss | 3124.39 | 3728.21 | 2541.38 |
|---|
| Avg. Profit/Loss % | 12.46 % | 14.59 % | 10.41 % |
|---|
| Avg. Bars Held | 25.35 | 33.39 | 17.59 |
|---|
|
| Winners | 33 (57.89 %) | 17 (29.82 %) | 16 (28.07 %) |
|---|
| Total Profit | 299130.00 | 145530.00 | 153600.00 |
|---|
| Avg. Profit | 9064.55 | 8560.59 | 9600.00 |
|---|
| Avg. Profit % | 39.96 % | 40.91 % | 38.95 % |
|---|
| Avg. Bars Held | 30.52 | 37.71 | 22.88 |
|---|
| Max. Consecutive | 6 | 6 | 5 |
|---|
| Largest win | 36600.00 | 33210.00 | 36600.00 |
|---|
| # bars in largest win | 28 | 22 | 28 |
|---|
|
| Losers | 24 (42.11 %) | 11 (19.30 %) | 13 (22.81 %) |
|---|
| Total Loss | -121040.00 | -41140.00 | -79900.00 |
|---|
| Avg. Loss | -5043.33 | -3740.00 | -6146.15 |
|---|
| Avg. Loss % | -25.35 % | -26.10 % | -24.71 % |
|---|
| Avg. Bars Held | 18.25 | 26.73 | 11.08 |
|---|
| Max. Consecutive | 4 | 4 | 4 |
|---|
| Largest loss | -26880.00 | -6640.00 | -26880.00 |
|---|
| # bars in largest loss | 15 | 9 | 15 |
|---|
|
| Max. trade drawdown | -76670.00 | -76670.00 | -30240.00 |
|---|
| Max. trade % drawdown | -66.86 % | -66.86 % | -53.82 % |
|---|
| Max. system drawdown | -93271.14 | -76664.83 | -36659.18 |
|---|
| Max. system % drawdown | -55.66 % | -70.93 % | -62.60 % |
|---|
| Recovery Factor | 1.91 | 1.36 | 2.02 |
|---|
| CAR/MaxDD | 45.51 | 17.72 | 12.89 |
|---|
| RAR/MaxDD | 94.95 | 56.85 | 76.87 |
|---|
| Profit Factor | 2.47 | 3.54 | 1.92 |
|---|
| Payoff Ratio | 1.80 | 2.29 | 1.56 |
|---|
| Standard Error | 31869.92 | 20407.00 | 14765.85 |
|---|
| Risk-Reward Ratio | 7.00 | 6.26 | 6.48 |
|---|
| Ulcer Index | 22.01 | 24.41 | 23.84 |
|---|
| Ulcer Performance Index | 114.85 | 51.25 | 33.61 |
|---|
| Sharpe Ratio of trades | 2.55 | 2.61 | 2.58 |
|---|
| K-Ratio | 0.04 | 0.03 | 0.03 |
|---|