| | All trades | Long trades | Short trades |
|---|
| Initial capital | 5000000.00 | 5000000.00 | 5000000.00 |
|---|
| Ending capital | 1718240329547279900000000.00 | 150298302723970500000000.00 | 1567942026823309500000000.00 |
|---|
| Net Profit | 1718240329547279900000000.00 | 150298302723970500000000.00 | 1567942026823309500000000.00 |
|---|
| Net Profit % | 34364806590945599000.00 % | 3005966054479410200.00 % | 31358840536466190000.00 % |
|---|
| Exposure % | 25.47 % | 12.81 % | 12.66 % |
|---|
| Net Risk Adjusted Return % | 134946241737279410000.00 % | 23472675536059675000.00 % | 247713513778595950000.00 % |
|---|
| Annual Return % | 8780.90 % | 6674.65 % | 8691.03 % |
|---|
| Risk Adjusted Return % | 34481.49 % | 52120.34 % | 68653.26 % |
|---|
|
| All trades | 1529 | 764 (49.97 %) | 765 (50.03 %) |
|---|
| Avg. Profit/Loss | 1123767383614964000000.00 | 196725527125615840000.00 | 2049597420684064600000.00 |
|---|
| Avg. Profit/Loss % | 6951.76 % | 6797.92 % | 7105.40 % |
|---|
| Avg. Bars Held | 17.70 | 17.56 | 17.84 |
|---|
|
| Winners | 1160 (75.87 %) | 591 (38.65 %) | 569 (37.21 %) |
|---|
| Total Profit | 1995478494241923500000000.00 | 244805352227000880000000.00 | 1750673142014922600000000.00 |
|---|
| Avg. Profit | 1720240081243037500000.00 | 414222254191202860000.00 | 3076754203892658500000.00 |
|---|
| Avg. Profit % | 10273.44 % | 9584.57 % | 10988.95 % |
|---|
| Avg. Bars Held | 18.86 | 18.51 | 19.22 |
|---|
| Max. Consecutive | 21 | 25 | 15 |
|---|
| Largest win | 481118053543370950000000.00 | 57688243287974046000000.00 | 481118053543370950000000.00 |
|---|
| # bars in largest win | 52 | 12 | 52 |
|---|
|
| Losers | 369 (24.13 %) | 173 (11.31 %) | 196 (12.82 %) |
|---|
| Total Loss | -277238164694643530000000.00 | -94507049503030331000000.00 | -182731115191613200000000.00 |
|---|
| Avg. Loss | -751322939551879530000.00 | -546283523138903670000.00 | -932301608120475450000.00 |
|---|
| Avg. Loss % | -3490.38 % | -2721.78 % | -4168.79 % |
|---|
| Avg. Bars Held | 14.07 | 14.32 | 13.84 |
|---|
| Max. Consecutive | 6 | 6 | 6 |
|---|
| Largest loss | -158730572041631460000000.00 | -37953522213926941000000.00 | -158730572041631460000000.00 |
|---|
| # bars in largest loss | 14 | 4 | 14 |
|---|
|
| Max. trade drawdown | -233412420131394390000000.00 | -106758196163183030000000.00 | -233412420131394390000000.00 |
|---|
| Max. trade % drawdown | -100.00 % | -100.00 % | -100.00 % |
|---|
| Max. system drawdown | -253158818014118260000000.00 | -167683945591116070000000.00 | -335535970559353230000000.00 |
|---|
| Max. system % drawdown | -52.69 % | -82.19 % | -95.52 % |
|---|
| Recovery Factor | 6.79 | 0.90 | 4.67 |
|---|
| CAR/MaxDD | 166.66 | 81.21 | 90.99 |
|---|
| RAR/MaxDD | 654.43 | 634.14 | 718.72 |
|---|
| Profit Factor | 7.20 | 2.59 | 9.58 |
|---|
| Payoff Ratio | 2.29 | 0.76 | 3.30 |
|---|
| Standard Error | 227308506310213670000000.00 | 23497498952257426000000.00 | 206701518627319380000000.00 |
|---|
| Risk-Reward Ratio | 0.13 | 0.17 | 0.13 |
|---|
| Ulcer Index | 11.03 | 18.74 | 33.43 |
|---|
| Ulcer Performance Index | 795.26 | 355.91 | 259.81 |
|---|
| Sharpe Ratio of trades | 1.06 | 1.32 | 0.92 |
|---|
| K-Ratio | 0.0072 | 0.0092 | 0.0069 |
|---|