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Statistics
 All tradesLong tradesShort trades
Initial capital250000.00250000.00250000.00
Ending capital435856.18412440.95273415.23
Net Profit185856.18162440.9523415.23
Net Profit %74.34% 64.98% 9.37%
Exposure %30.82% 15.45% 15.37%
Net Risk Adjusted Return %241.23% 420.69% 60.93%
Annual Return %59.09% 51.91% 7.76%
Risk Adjusted Return %191.72% 336.12% 50.51%
Total transaction costs238239.76127877.72110362.04

All trades46292315 (50.01 %)2314 (49.99 %)
 Avg. Profit/Loss40.1570.1710.12
 Avg. Profit/Loss %0.03% 0.06% 0.01%
 Avg. Bars Held12.1712.1812.17

Winners2590 (55.95 %)1246 (26.92 %)1344 (29.03 %)
 Total Profit1022079.98528510.71493569.28
 Avg. Profit394.63424.17367.24
 Avg. Profit %0.32% 0.34% 0.30%
 Avg. Bars Held10.9913.009.12
 Max. Consecutive101114
 Largest win7764.947764.946777.71
 # bars in largest win181812

Losers2039 (44.05 %)1069 (23.09 %)970 (20.95 %)
 Total Loss-836223.81-366069.76-470154.05
 Avg. Loss-410.11-342.44-484.69
 Avg. Loss %-0.33% -0.28% -0.39%
 Avg. Bars Held13.6811.2216.38
 Max. Consecutive51310
 Largest loss-7901.71-4792.99-7901.71
# bars in largest loss181218

Max. trade drawdown-7901.71-4792.99-7901.71
Max. trade % drawdown-6.78-3.93-6.78
Max. system drawdown-6620.08-14033.75-37085.46
Max. system % drawdown-1.95% -4.25% -12.65%
Recovery Factor28.0711.580.63
CAR/MaxDD30.3112.220.61
RAR/MaxDD98.3679.103.99
Profit Factor1.221.441.05
Payoff Ratio0.961.240.76
Standard Error7277.029996.918017.81
Risk-Reward Ratio23.1114.313.13
Ulcer Index0.421.086.14
Ulcer Performance Index129.0542.960.39
Sharpe Ratio of trades3.887.260.88
K-Ratio0.030.020.00

This is Out-of-Sample (OoS) summary report. Built-in metrics properly represent all out-of-sample steps. Custom metrics are composed using user-definable method: 1 first step value, 2 last step value, 3 sum, 4 average, 5 minimum, 6 maximum.