| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 44404.73 | 56401.92 | 8053.04 |
|---|
| Net Profit | 24404.73 | 36401.92 | -11946.96 |
|---|
| Net Profit % | 122.02 % | 182.01 % | -59.73 % |
|---|
| Exposure % | 48.12 % | 33.67 % | 14.45 % |
|---|
| Net Risk Adjusted Return % | 253.57 % | 540.59 % | -413.30 % |
|---|
| Annual Return % | 2267.56 % | 6014.67 % | -97.29 % |
|---|
| Risk Adjusted Return % | 4712.13 % | 17864.40 % | -673.15 % |
|---|
|
| All trades | 21 | 11 (52.38 %) | 10 (47.62 %) |
|---|
| Avg. Profit/Loss | 1160.00 | 3303.64 | -1198.00 |
|---|
| Avg. Profit/Loss % | 9.93 % | 22.93 % | -4.37 % |
|---|
| Avg. Bars Held | 25.81 | 34.27 | 16.50 |
|---|
|
| Winners | 13 (61.90 %) | 9 (42.86 %) | 4 (19.05 %) |
|---|
| Total Profit | 48800.00 | 42220.00 | 6580.00 |
|---|
| Avg. Profit | 3753.85 | 4691.11 | 1645.00 |
|---|
| Avg. Profit % | 25.27 % | 30.89 % | 12.62 % |
|---|
| Avg. Bars Held | 34.69 | 39.89 | 23.00 |
|---|
| Max. Consecutive | 7 | 5 | 3 |
|---|
| Largest win | 12540.00 | 12540.00 | 3150.00 |
|---|
| # bars in largest win | 56 | 56 | 21 |
|---|
|
| Losers | 8 (38.10 %) | 2 (9.52 %) | 6 (28.57 %) |
|---|
| Total Loss | -24440.00 | -5880.00 | -18560.00 |
|---|
| Avg. Loss | -3055.00 | -2940.00 | -3093.33 |
|---|
| Avg. Loss % | -15.00 % | -12.92 % | -15.69 % |
|---|
| Avg. Bars Held | 11.38 | 9.00 | 12.17 |
|---|
| Max. Consecutive | 3 | 1 | 3 |
|---|
| Largest loss | -6110.00 | -3220.00 | -6110.00 |
|---|
| # bars in largest loss | 12 | 10 | 12 |
|---|
|
| Max. trade drawdown | -7050.00 | -6720.00 | -7050.00 |
|---|
| Max. trade % drawdown | -37.47 % | -37.47 % | -28.29 % |
|---|
| Max. system drawdown | -18657.66 | -11860.29 | -20559.74 |
|---|
| Max. system % drawdown | -35.11 % | -25.25 % | -71.86 % |
|---|
| Recovery Factor | 1.31 | 3.07 | -0.58 |
|---|
| CAR/MaxDD | 64.58 | 238.21 | -1.35 |
|---|
| RAR/MaxDD | 134.21 | 707.52 | -9.37 |
|---|
| Profit Factor | 2.00 | 7.18 | 0.35 |
|---|
| Payoff Ratio | 1.23 | 1.60 | 0.53 |
|---|
| Standard Error | 5087.43 | 3386.43 | 3159.36 |
|---|
| Risk-Reward Ratio | 22.10 | 38.76 | -5.90 |
|---|
| Ulcer Index | 16.00 | 9.33 | 27.26 |
|---|
| Ulcer Performance Index | 141.41 | 643.83 | -3.77 |
|---|
| Sharpe Ratio of trades | 3.44 | 6.66 | -3.11 |
|---|
| K-Ratio | 0.07 | 0.12 | -0.02 |
|---|