Performance |
Profit |
18530.5500 Pts |
Performance |
N/A |
Annualized Performance |
N/A |
Buy & Hold Profit |
-14438.9500 Pts |
Buy & Hold Performance |
N/A |
Buy & Hold Annualized Performance |
N/A |
Trade Summary |
Total Trades |
1296 |
Trade Efficiency |
-18.61 % |
Average Profit/Average Loss |
N/A |
Profitable Trades |
Total |
383 |
Long |
195 |
Short |
188 |
|
|
Average Profit |
367.8833 Pts |
Highest Profit |
1847.1000 Pts |
Lowest Profit |
2.1000 Pts |
Most Consecutive |
7 |
Unprofitable Trades |
Total |
913 |
Long |
453 |
Short |
460 |
|
|
Average Loss |
-134.0336 Pts |
Highest Loss |
-1087.9000 Pts |
Lowest Loss |
-2.9000 Pts |
Most Consecutive |
13 |
Maximum Position Excursions |
Long Favorable |
2722.1000 Pts |
Short Favorable |
3202.1000 Pts |
Long Adverse |
-1362.9000 Pts |
Short Adverse |
-1057.9000 Pts |
Trade Efficiency |
Average Entry |
49.62 % |
Average Exit |
31.69 % |
Average Total |
-18.61 % |
|
|
Average Long Entry |
48.74 % |
Average Long Exit |
33.67 % |
Average Long Total |
-17.59 % |
|
|
Average Short Entry |
50.50 % |
Average Short Exit |
29.70 % |
Average Short Total |
-19.64 % | |
Performance Indices |
Buy & Hold Index |
228.34 % |
Profit/Loss Index |
13.15 % |
Reward/Risk Index |
76.75 % |
Accounting |
Initial Equity |
0.0000 Pts |
Trade Profit |
140899.3000 Pts |
Trade Loss |
-122372.7000 Pts |
Commissions |
10234.4500 Pts |
Interest Credited |
0.0000 Pts |
Interest Charged |
0.0000 Pts |
Final Equity |
18530.5500 Pts |
Open Positions |
152.1000 Pts |
Account Variation |
Highest Account Balance |
22702.9500 Pts |
Lowest Account Balance |
-5614.0500 Pts |
Highest Portfolio Value |
2812.1000 Pts |
Highest Open Drawdown |
-5614.0500 Pts |
Highest Closed Drawdown |
-5565.1000 Pts |
Account Events |
Margin Calls |
0 |
Overdrafts |
0 |
Profitable Timing |
Average Trade Length |
62 |
Longest Trade Length |
197 |
Shortest Trade Length |
2 |
Total Trade Length |
23983 |
Unprofitable Timing |
Average Trade Length |
12 |
Longest Trade Length |
76 |
Shortest Trade Length |
2 |
Total Trade Length |
11867 |
Out of Market Timing |
Average |
25 |
Longest |
51 |
Total |
51 |
|