| | All trades | Long trades | Short trades |
|---|
| Initial capital | 20000.00 | 20000.00 | 20000.00 |
|---|
| Ending capital | 28050.00 | 25395.00 | 22655.00 |
|---|
| Net Profit | 8050.00 | 5395.00 | 2655.00 |
|---|
| Net Profit % | 40.25 % | 26.98 % | 13.28 % |
|---|
| Annual Return % | 43.63 % | 29.13 % | 14.27 % |
|---|
|
| All trades | 172 | 83 (48.26 %) | 89 (51.74 %) |
|---|
| Avg. Profit/Loss | 46.80 | 65.00 | 29.83 |
|---|
| Avg. Bars Held | 67.00 | 58.47 | 74.96 |
|---|
|
| Winners | 82 (47.67 %) | 41 (23.84 %) | 41 (23.84 %) |
|---|
| Total Profit | 29732.50 | 15745.00 | 13987.50 |
|---|
| Avg. Profit | 362.59 | 384.02 | 341.16 |
|---|
| Avg. Bars Held | 84.21 | 74.07 | 94.34 |
|---|
| Max. Consecutive | 5 | 5 | 4 |
|---|
| Largest win | 440.00 | 440.00 | 440.00 |
|---|
| # bars in largest win | 175 | 175 | 45 |
|---|
|
| Losers | 90 (52.33 %) | 42 (24.42 %) | 48 (27.91 %) |
|---|
| Total Loss | -21682.50 | -10350.00 | -11332.50 |
|---|
| Avg. Loss | -240.92 | -246.43 | -236.09 |
|---|
| Avg. Bars Held | 51.32 | 43.24 | 58.40 |
|---|
| Max. Consecutive | 4 | 4 | 5 |
|---|
| Largest loss | -260.00 | -260.00 | -260.00 |
|---|
| # bars in largest loss | 32 | 65 | 32 |
|---|
|
| Max. trade drawdown | -675.00 | -675.00 | -575.00 |
|---|
| Max. system drawdown | -1707.50 | -1232.50 | -1920.00 |
|---|
| Recovery Factor | 4.71 | 4.38 | 1.38 |
|---|
| CAR/MaxDD | 6.87 | 5.95 | 1.49 |
|---|
| RAR/MaxDD | 1138.40 | 2242.97 | 441.01 |
|---|
| Profit Factor | 1.37 | 1.52 | 1.23 |
|---|
| Payoff Ratio | 1.51 | 1.56 | 1.45 |
|---|
| Standard Error | 731.95 | 502.19 | 859.80 |
|---|
| Risk-Reward Ratio | 14.82 | 11.80 | 5.72 |
|---|
| Ulcer Index | 2.33 | 1.70 | 4.23 |
|---|
| Ulcer Performance Index | 16.41 | 13.93 | 2.10 |
|---|
| Sharpe Ratio of trades | 11.67 | 13.03 | 10.70 |
|---|
| K-Ratio | 0.0069 | 0.0055 | 0.0027 |
|---|