| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 22778.49 | 23910.72 | 18916.90 |
|---|
| Net Profit | 2778.49 | 3910.72 | -1083.10 |
|---|
| Net Profit % | 13.89 % | 19.55 % | -5.42 % |
|---|
| Exposure % | 44.31 % | 32.48 % | 11.84 % |
|---|
| Net Risk Adjusted Return % | 31.35 % | 60.21 % | -45.75 % |
|---|
| Annual Return % | 69.48 % | 106.33 % | -20.21 % |
|---|
| Risk Adjusted Return % | 156.79 % | 327.40 % | -170.74 % |
|---|
|
| All trades | 18 | 9 (50.00 %) | 9 (50.00 %) |
|---|
| Avg. Profit/Loss | 152.78 | 430.00 | -124.44 |
|---|
| Avg. Profit/Loss % | 3.95 % | 7.84 % | 0.07 % |
|---|
| Avg. Bars Held | 26.83 | 38.33 | 15.33 |
|---|
|
| Winners | 9 (50.00 %) | 5 (27.78 %) | 4 (22.22 %) |
|---|
| Total Profit | 22150.00 | 12990.00 | 9160.00 |
|---|
| Avg. Profit | 2461.11 | 2598.00 | 2290.00 |
|---|
| Avg. Profit % | 29.98 % | 32.10 % | 27.32 % |
|---|
| Avg. Bars Held | 37.78 | 49.00 | 23.75 |
|---|
| Max. Consecutive | 3 | 2 | 2 |
|---|
| Largest win | 5840.00 | 5840.00 | 5240.00 |
|---|
| # bars in largest win | 62 | 62 | 35 |
|---|
|
| Losers | 9 (50.00 %) | 4 (22.22 %) | 5 (27.78 %) |
|---|
| Total Loss | -19400.00 | -9120.00 | -10280.00 |
|---|
| Avg. Loss | -2155.56 | -2280.00 | -2056.00 |
|---|
| Avg. Loss % | -22.07 % | -22.47 % | -21.74 % |
|---|
| Avg. Bars Held | 15.89 | 25.00 | 8.60 |
|---|
| Max. Consecutive | 4 | 2 | 2 |
|---|
| Largest loss | -4750.00 | -4380.00 | -4750.00 |
|---|
| # bars in largest loss | 12 | 67 | 12 |
|---|
|
| Max. trade drawdown | -5880.00 | -5880.00 | -4750.00 |
|---|
| Max. trade % drawdown | -46.17 % | -43.66 % | -46.17 % |
|---|
| Max. system drawdown | -10307.97 | -8223.83 | -6971.15 |
|---|
| Max. system % drawdown | -40.05 % | -28.72 % | -34.85 % |
|---|
| Recovery Factor | 0.27 | 0.48 | -0.16 |
|---|
| CAR/MaxDD | 1.73 | 3.70 | -0.58 |
|---|
| RAR/MaxDD | 3.91 | 11.40 | -4.90 |
|---|
| Profit Factor | 1.14 | 1.42 | 0.89 |
|---|
| Payoff Ratio | 1.14 | 1.14 | 1.11 |
|---|
| Standard Error | 2222.08 | 2287.77 | 1994.52 |
|---|
| Risk-Reward Ratio | 4.82 | 6.10 | -1.52 |
|---|
| Ulcer Index | 19.38 | 12.21 | 17.64 |
|---|
| Ulcer Performance Index | 3.31 | 8.27 | -1.45 |
|---|
| Sharpe Ratio of trades | 1.08 | 1.72 | 0.01 |
|---|
| K-Ratio | 0.02 | 0.02 | -0.00 |
|---|