| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 114476.67 | 81638.62 | 52887.72 |
|---|
| Net Profit | 94476.67 | 61638.62 | 32887.72 |
|---|
| Net Profit % | 472.38 % | 308.19 % | 164.44 % |
|---|
| Exposure % | 50.49 % | 34.25 % | 16.24 % |
|---|
| Net Risk Adjusted Return % | 935.65 % | 899.80 % | 1012.82 % |
|---|
| Annual Return % | 109314.32 % | 28095.22 % | 4842.43 % |
|---|
| Risk Adjusted Return % | 216518.90 % | 82026.43 % | 29825.68 % |
|---|
|
| All trades | 16 | 8 (50.00 %) | 8 (50.00 %) |
|---|
| Avg. Profit/Loss | 5899.38 | 7695.00 | 4103.75 |
|---|
| Avg. Profit/Loss % | 28.07 % | 42.67 % | 13.48 % |
|---|
| Avg. Bars Held | 30.81 | 40.63 | 21.00 |
|---|
|
| Winners | 10 (62.50 %) | 6 (37.50 %) | 4 (25.00 %) |
|---|
| Total Profit | 131970.00 | 72130.00 | 59840.00 |
|---|
| Avg. Profit | 13197.00 | 12021.67 | 14960.00 |
|---|
| Avg. Profit % | 56.39 % | 60.04 % | 50.93 % |
|---|
| Avg. Bars Held | 31.50 | 34.67 | 26.75 |
|---|
| Max. Consecutive | 4 | 4 | 3 |
|---|
| Largest win | 24920.00 | 20400.00 | 24920.00 |
|---|
| # bars in largest win | 28 | 48 | 28 |
|---|
|
| Losers | 6 (37.50 %) | 2 (12.50 %) | 4 (25.00 %) |
|---|
| Total Loss | -37580.00 | -10570.00 | -27010.00 |
|---|
| Avg. Loss | -6263.33 | -5285.00 | -6752.50 |
|---|
| Avg. Loss % | -19.13 % | -9.45 % | -23.97 % |
|---|
| Avg. Bars Held | 29.67 | 58.50 | 15.25 |
|---|
| Max. Consecutive | 2 | 1 | 2 |
|---|
| Largest loss | -12320.00 | -7840.00 | -12320.00 |
|---|
| # bars in largest loss | 11 | 81 | 11 |
|---|
|
| Max. trade drawdown | -52080.00 | -52080.00 | -14400.00 |
|---|
| Max. trade % drawdown | -56.62 % | -56.62 % | -46.41 % |
|---|
| Max. system drawdown | -52070.00 | -52075.37 | -18873.42 |
|---|
| Max. system % drawdown | -34.05 % | -43.30 % | -62.34 % |
|---|
| Recovery Factor | 1.81 | 1.18 | 1.74 |
|---|
| CAR/MaxDD | 3210.26 | 648.87 | 77.68 |
|---|
| RAR/MaxDD | 6358.56 | 1894.45 | 478.42 |
|---|
| Profit Factor | 3.51 | 6.82 | 2.22 |
|---|
| Payoff Ratio | 2.11 | 2.27 | 2.22 |
|---|
| Standard Error | 11063.02 | 9728.24 | 7680.56 |
|---|
| Risk-Reward Ratio | 47.84 | 33.69 | 26.26 |
|---|
| Ulcer Index | 12.69 | 15.02 | 20.74 |
|---|
| Ulcer Performance Index | 8611.68 | 1869.82 | 233.27 |
|---|
| Sharpe Ratio of trades | 4.90 | 6.66 | 3.02 |
|---|
| K-Ratio | 0.15 | 0.11 | 0.08 |
|---|