| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 21183.74 | 25136.28 | 16097.14 |
|---|
| Net Profit | 1183.74 | 5136.28 | -3902.86 |
|---|
| Net Profit % | 5.92 % | 25.68 % | -19.51 % |
|---|
| Exposure % | 45.03 % | 30.68 % | 14.35 % |
|---|
| Net Risk Adjusted Return % | 13.14 % | 83.70 % | -136.00 % |
|---|
| Annual Return % | 25.94 % | 150.14 % | -58.14 % |
|---|
| Risk Adjusted Return % | 57.61 % | 489.32 % | -405.17 % |
|---|
|
| All trades | 21 | 11 (52.38 %) | 10 (47.62 %) |
|---|
| Avg. Profit/Loss | 55.24 | 463.64 | -394.00 |
|---|
| Avg. Profit/Loss % | 3.21 % | 8.54 % | -2.65 % |
|---|
| Avg. Bars Held | 24.81 | 31.55 | 17.40 |
|---|
|
| Winners | 10 (47.62 %) | 6 (28.57 %) | 4 (19.05 %) |
|---|
| Total Profit | 20660.00 | 16150.00 | 4510.00 |
|---|
| Avg. Profit | 2066.00 | 2691.67 | 1127.50 |
|---|
| Avg. Profit % | 29.97 % | 38.78 % | 16.75 % |
|---|
| Avg. Bars Held | 27.90 | 32.67 | 20.75 |
|---|
| Max. Consecutive | 3 | 2 | 2 |
|---|
| Largest win | 4200.00 | 4200.00 | 1950.00 |
|---|
| # bars in largest win | 65 | 65 | 26 |
|---|
|
| Losers | 11 (52.38 %) | 5 (23.81 %) | 6 (28.57 %) |
|---|
| Total Loss | -19500.00 | -11050.00 | -8450.00 |
|---|
| Avg. Loss | -1772.73 | -2210.00 | -1408.33 |
|---|
| Avg. Loss % | -21.11 % | -27.74 % | -15.59 % |
|---|
| Avg. Bars Held | 22.00 | 30.20 | 15.17 |
|---|
| Max. Consecutive | 3 | 2 | 2 |
|---|
| Largest loss | -3800.00 | -3800.00 | -2700.00 |
|---|
| # bars in largest loss | 71 | 71 | 8 |
|---|
|
| Max. trade drawdown | -6960.00 | -6960.00 | -2760.00 |
|---|
| Max. trade % drawdown | -67.50 % | -67.50 % | -28.37 % |
|---|
| Max. system drawdown | -12101.66 | -10196.99 | -5236.36 |
|---|
| Max. system % drawdown | -51.06 % | -43.02 % | -26.10 % |
|---|
| Recovery Factor | 0.10 | 0.50 | -0.75 |
|---|
| CAR/MaxDD | 0.51 | 3.49 | -2.23 |
|---|
| RAR/MaxDD | 1.13 | 11.37 | -15.52 |
|---|
| Profit Factor | 1.06 | 1.46 | 0.53 |
|---|
| Payoff Ratio | 1.17 | 1.22 | 0.80 |
|---|
| Standard Error | 2913.02 | 2770.39 | 1138.53 |
|---|
| Risk-Reward Ratio | 8.80 | 7.61 | 4.19 |
|---|
| Ulcer Index | 29.08 | 20.04 | 13.35 |
|---|
| Ulcer Performance Index | 0.71 | 7.22 | -4.76 |
|---|
| Sharpe Ratio of trades | 0.90 | 1.72 | -1.56 |
|---|
| K-Ratio | 0.03 | 0.02 | 0.01 |
|---|