| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 40214.75 | 19336.32 | 40928.11 |
|---|
| Net Profit | 20214.75 | -663.68 | 20928.11 |
|---|
| Net Profit % | 101.07 % | -3.32 % | 104.64 % |
|---|
| Exposure % | 47.09 % | 27.04 % | 20.06 % |
|---|
| Net Risk Adjusted Return % | 214.62 % | -12.27 % | 521.69 % |
|---|
| Annual Return % | 1547.23 % | -12.66 % | 1667.60 % |
|---|
| Risk Adjusted Return % | 3285.43 % | -46.83 % | 8313.97 % |
|---|
|
| All trades | 24 | 12 (50.00 %) | 12 (50.00 %) |
|---|
| Avg. Profit/Loss | 840.83 | -59.17 | 1740.83 |
|---|
| Avg. Profit/Loss % | 10.41 % | 4.90 % | 15.92 % |
|---|
| Avg. Bars Held | 20.04 | 22.92 | 17.17 |
|---|
|
| Winners | 13 (54.17 %) | 6 (25.00 %) | 7 (29.17 %) |
|---|
| Total Profit | 54340.00 | 23120.00 | 31220.00 |
|---|
| Avg. Profit | 4180.00 | 3853.33 | 4460.00 |
|---|
| Avg. Profit % | 36.95 % | 35.63 % | 38.09 % |
|---|
| Avg. Bars Held | 25.38 | 32.00 | 19.71 |
|---|
| Max. Consecutive | 4 | 4 | 5 |
|---|
| Largest win | 17880.00 | 11650.00 | 17880.00 |
|---|
| # bars in largest win | 43 | 50 | 43 |
|---|
|
| Losers | 11 (45.83 %) | 6 (25.00 %) | 5 (20.83 %) |
|---|
| Total Loss | -34160.00 | -23830.00 | -10330.00 |
|---|
| Avg. Loss | -3105.45 | -3971.67 | -2066.00 |
|---|
| Avg. Loss % | -20.96 % | -25.83 % | -15.12 % |
|---|
| Avg. Bars Held | 13.73 | 13.83 | 13.60 |
|---|
| Max. Consecutive | 3 | 4 | 5 |
|---|
| Largest loss | -5810.00 | -5810.00 | -2460.00 |
|---|
| # bars in largest loss | 9 | 9 | 12 |
|---|
|
| Max. trade drawdown | -9360.00 | -9360.00 | -7500.00 |
|---|
| Max. trade % drawdown | -67.36 % | -67.36 % | -34.77 % |
|---|
| Max. system drawdown | -17257.95 | -26618.82 | -13261.31 |
|---|
| Max. system % drawdown | -47.96 % | -64.87 % | -54.07 % |
|---|
| Recovery Factor | 1.17 | -0.02 | 1.58 |
|---|
| CAR/MaxDD | 32.26 | -0.20 | 30.84 |
|---|
| RAR/MaxDD | 68.50 | -0.72 | 153.77 |
|---|
| Profit Factor | 1.59 | 0.97 | 3.02 |
|---|
| Payoff Ratio | 1.35 | 0.97 | 2.16 |
|---|
| Standard Error | 4184.17 | 6224.13 | 5514.38 |
|---|
| Risk-Reward Ratio | 10.62 | 2.54 | 5.22 |
|---|
| Ulcer Index | 15.77 | 24.13 | 24.43 |
|---|
| Ulcer Performance Index | 97.75 | -0.75 | 68.05 |
|---|
| Sharpe Ratio of trades | 2.40 | 1.13 | 3.88 |
|---|
| K-Ratio | 0.03 | 0.01 | 0.02 |
|---|