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Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	98064886.79	98064886.79	100000.00
Net Profit	97964886.79	97964886.79	0.00
Net Profit %	97964.89 %	97964.89 %	0.00 %
Exposure %	75.58 %	75.58 %	0.00 %
Net Risk Adjusted Return %	129612.64 %	129612.64 %	N/A
Annual Return %	21.84 %	21.84 %	0.00 %
Risk Adjusted Return %	28.89 %	28.89 %	N/A
Total transaction costs	55998.00	55998.00	0.00
All trades	3111	3111 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	31489.84	31489.84	N/A
Avg. Profit/Loss %	11.32 %	11.32 %	N/A
Avg. Bars Held	89.70	89.70	N/A
Winners	1395 (44.84 %)	1395 (44.84 %)	0 (0.00 %)
Total Profit	160434076.36	160434076.36	0.00
Avg. Profit	115006.51	115006.51	N/A
Avg. Profit %	37.46 %	37.46 %	N/A
Avg. Bars Held	147.64	147.64	N/A
Max. Consecutive	41	41	0
Largest win	5300295.53	5300295.53	0.00
# bars in largest win	177	177	0
Losers	1716 (55.16 %)	1716 (55.16 %)	0 (0.00 %)
Total Loss	-62469189.56	-62469189.56	0.00
Avg. Loss	-36403.96	-36403.96	N/A
Avg. Loss %	-9.92 %	-9.92 %	N/A
Avg. Bars Held	42.59	42.59	N/A
Max. Consecutive	26	26	0
Largest loss	-876946.14	-876946.14	0.00
# bars in largest loss	62	62	0
Max. trade drawdown	-4657301.52	-4657301.52	0.00
Max. trade % drawdown	-77.02 %	-77.02 %	0.00 %
Max. system drawdown	-13109832.51	-13109832.51	0.00
Max. system % drawdown	-34.57 %	-34.57 %	0.00 %
Recovery Factor	7.47	7.47	N/A
CAR/MaxDD	0.63	0.63	N/A
RAR/MaxDD	0.84	0.84	N/A
Profit Factor	2.57	2.57	N/A
Payoff Ratio	3.16	3.16	N/A
Standard Error	12863235.14	12863235.14	0.00
Risk-Reward Ratio	0.15	0.15	N/A
Ulcer Index	7.24	7.24	0.00
Ulcer Performance Index	2.27	2.27	N/A
Sharpe Ratio of trades	0.35	0.35	0.00
K-Ratio	0.0155	0.0155	N/A
Ranker	0.00