| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 18160.17 | 18222.53 | 19987.86 |
|---|
| Net Profit | -1839.83 | -1777.47 | -12.14 |
|---|
| Net Profit % | -9.20 % | -8.89 % | -0.06 % |
|---|
| Exposure % | 46.83 % | 35.10 % | 11.73 % |
|---|
| Net Risk Adjusted Return % | -19.64 % | -25.32 % | -0.52 % |
|---|
| Annual Return % | -31.81 % | -30.88 % | -0.24 % |
|---|
| Risk Adjusted Return % | -67.93 % | -87.96 % | -2.05 % |
|---|
|
| All trades | 19 | 10 (52.63 %) | 9 (47.37 %) |
|---|
| Avg. Profit/Loss | -97.89 | -180.00 | -6.67 |
|---|
| Avg. Profit/Loss % | 1.07 % | 0.85 % | 1.32 % |
|---|
| Avg. Bars Held | 26.89 | 37.80 | 14.78 |
|---|
|
| Winners | 10 (52.63 %) | 6 (31.58 %) | 4 (21.05 %) |
|---|
| Total Profit | 12290.00 | 8600.00 | 3690.00 |
|---|
| Avg. Profit | 1229.00 | 1433.33 | 922.50 |
|---|
| Avg. Profit % | 19.35 % | 21.71 % | 15.81 % |
|---|
| Avg. Bars Held | 28.70 | 36.67 | 16.75 |
|---|
| Max. Consecutive | 3 | 4 | 2 |
|---|
| Largest win | 3450.00 | 3450.00 | 1740.00 |
|---|
| # bars in largest win | 67 | 67 | 14 |
|---|
|
| Losers | 9 (47.37 %) | 4 (21.05 %) | 5 (26.32 %) |
|---|
| Total Loss | -14150.00 | -10400.00 | -3750.00 |
|---|
| Avg. Loss | -1572.22 | -2600.00 | -750.00 |
|---|
| Avg. Loss % | -19.24 % | -30.44 % | -10.28 % |
|---|
| Avg. Bars Held | 24.89 | 39.50 | 13.20 |
|---|
| Max. Consecutive | 3 | 2 | 3 |
|---|
| Largest loss | -6720.00 | -6720.00 | -1260.00 |
|---|
| # bars in largest loss | 83 | 83 | 8 |
|---|
|
| Max. trade drawdown | -8100.00 | -8100.00 | -1440.00 |
|---|
| Max. trade % drawdown | -80.91 % | -80.91 % | -16.91 % |
|---|
| Max. system drawdown | -10701.42 | -9774.47 | -2791.50 |
|---|
| Max. system % drawdown | -50.52 % | -48.58 % | -12.73 % |
|---|
| Recovery Factor | -0.17 | -0.18 | -0.00 |
|---|
| CAR/MaxDD | -0.63 | -0.64 | -0.02 |
|---|
| RAR/MaxDD | -1.34 | -1.81 | -0.16 |
|---|
| Profit Factor | 0.87 | 0.83 | 0.98 |
|---|
| Payoff Ratio | 0.78 | 0.55 | 1.23 |
|---|
| Standard Error | 2893.54 | 2717.25 | 548.56 |
|---|
| Risk-Reward Ratio | -4.06 | -5.07 | 4.10 |
|---|
| Ulcer Index | 30.41 | 29.67 | 6.41 |
|---|
| Ulcer Performance Index | -1.22 | -1.22 | -0.88 |
|---|
| Sharpe Ratio of trades | 0.33 | 0.16 | 1.00 |
|---|
| K-Ratio | -0.01 | -0.02 | 0.01 |
|---|