|
All Trades |
|
|
|
|
|
|
|
|
|
Total Net
Profit |
$278,601.46 |
Profit
Factor |
2.01 |
|
Gross Profit |
$554,164.30 |
Gross Loss |
($275,562.85) |
|
|
|
|
|
Roll Over
Credit |
$0.00 |
|
|
|
Open Position
Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total
Net Profit |
$267,887.35 |
Select
Profit Factor |
2.12 |
|
Select Gross
Profit |
$507,180.33 |
Select Gross
Loss |
($239,292.98) |
|
|
|
|
|
Adjusted Total
Net Profit |
$160,977.82 |
Adjusted
Profit Factor |
1.50 |
|
Adjusted Gross
Profit |
$480,110.98 |
Adjusted
Gross Loss |
($319,133.16) |
|
|
|
|
|
Total Number of
Trades |
96 |
Percent
Profitable |
58.33% |
|
Winning Trades |
56 |
Losing
Trades |
40 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net
Profit |
$2,902.10 |
Ratio Avg.
Win:Avg. Loss |
1.44 |
|
Avg. Winning
Trade |
$9,895.79 |
Avg. Losing
Trade |
($6,889.07) |
|
Largest Winning
Trade |
$46,983.98 |
Largest
Losing Trade |
($36,269.87) |
|
Largest Winner
as % of Gross Profit |
8.48% |
Largest
Loser as % of Gross Loss |
13.16% |
|
|
|
|
|
Net Profit as %
of Largest Loss |
768.13% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
738.59% |
Adj. Net
Profit as % of Largest Loss |
443.83% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
6 |
Max.
Consecutive Losing Trades |
4 |
|
Avg. Bars in
Winning Trades |
7.57 |
Avg. Bars in
Losing Trades |
7.47 |
|
Avg. Bars in
Total Trades |
7.53 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
800000 |
Account Size
Required |
$36,269.87 |
|
Total
Commission |
$18,456.053 |
Total
Slippage |
$44,294.526 |
|
|
|
|
|
Return on
Initial Capital |
278.60% |
Annual Rate
of Return |
337.49% |
|
Buy and Hold
Return |
1.33% |
Return on
Account |
768.13% |
|
Avg. Monthly
Return |
$57,858.08 |
Std.
Deviation of Monthly Return |
$25,147.93 |
|
|
|
|
|
Return
Retracement Ratio |
12.68 |
RINA Index |
116.85 |
|
Sharpe Ratio |
n/a |
K-Ratio |
n/a |
|
|
|
|
|
Trading Period |
4 Mths, 22 Dys, 1 Hr, 59 Mins |
Percent of
Time in the Market |
36.23% |
|
Time
in the Market |
1 Mth, 21 Dys, 4 Hrs, 49 Mins |
Longest Flat
Period |
3 Dys, 14 Hrs, 1 Min |
|
|
|
|
|
Max.
Equity Run-up |
$313,662.05 |
|
|
|
Date
of Max. E. Run-up |
06/17/08 09:00 |
Max. E.
Run-up as % of Initial Capital |
313.66% |
|
|
|
|
|
Max. Drawdown (Intra-day Peak to
Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($54,516.38) |
Value |
($36,269.87) |
|
Date |
03/20/08 13:00 |
Date |
03/19/08 16:59 |
|
as % of Initial Capital |
54.52% |
as % of Initial Capital |
36.27% |
|
Net Profit as % of Drawdown |
511.04% |
Net Profit as % of Drawdown |
768.13% |
|
Slct. Net Profit as % of
Drawdown |
491.39% |
Slct. Net Profit as % of Drawdown |
738.59% |
|
Adj. Net Prof as % of Drawdown |
295.28% |
Adj. Net Profit as % of Drawdown |
443.83% |
|
|
|
|
|
Max. Trade Drawdown |
($41,684.35) |
|
|
|
|
|
|
|
Long Trades |
|
|
|
|
|
|
|
|
Total Net Profit |
$210,318.04 |
Profit Factor |
2.18 |
|
Gross Profit |
$388,559.62 |
Gross Loss |
($178,241.58) |
|
|
|
|
|
Roll Over Credit
|
$0.00 |
|
|
|
Open Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$199,603.93 |
Select Profit Factor |
2.41 |
|
Select Gross Profit |
$341,575.64 |
Select Gross Loss |
($141,971.71) |
|
|
|
|
|
Adjusted Total Net Profit |
$108,438.00 |
Adjusted Profit Factor |
1.50 |
|
Adjusted Gross Profit |
$324,680.81 |
Adjusted Gross Loss |
($216,242.82) |
|
|
|
|
|
Total Number of Trades |
59 |
Percent Profitable |
62.71% |
|
Winning Trades |
37 |
Losing Trades |
22 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net Profit |
$3,564.71 |
Ratio Avg. Win:Avg. Loss |
1.30 |
|
Avg. Winning Trade |
$10,501.61 |
Avg. Losing Trade |
($8,101.89) |
|
Largest Winning Trade |
$46,983.98 |
Largest Losing Trade |
($36,269.87) |
|
Largest Winner as % of Gross
Profit |
12.09% |
Largest Loser as % of Gross Loss |
20.35% |
|
|
|
|
|
Max. Consecutive Winning Trades |
6 |
Max. Consecutive Losing Trades |
4 |
|
Avg. Bars in Winning Trades |
8.11 |
Avg. Bars in Losing Trades |
8.59 |
|
Avg. Bars in Total Trades |
8.29 |
|
|
|
|
|
|
|
Max. Shares/Contracts Held |
800000 |
Account Size Required |
$36,269.87 |
|
Total Commission |
$11,371.900 |
Total Slippage |
$27,292.560 |
|
|
|
|
|
Net Profit as % of Largest Loss |
579.87% |
|
|
|
Slct. Net Profit as % of Largest
Loss |
550.33% |
Adj. Net Profit as % of Largest Loss |
298.98% |
|
|
|
|
|
Max. Drawdown (Intra-day Peak to
Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($54,516.38) |
Value |
($36,269.87) |
|
as % of Initial Capital |
54.52% |
as % of Initial Capital |
36.27% |
|
Net Profit as % of Drawdown |
385.79% |
Net Profit as % of Drawdown |
579.87% |
|
Slct. Net Profit as % of
Drawdown |
366.14% |
Slct. Net Profit as % of Drawdown |
550.33% |
|
Adj. Net Prof as % of Drawdown |
198.91% |
Adj. Net Profit as % of Drawdown |
550.33% |
|
|
|
|
|
Max. Trade Drawdown |
($41,684.35) |
|
|
|
|
|
|
|
Short Trades |
|
|
|
|
|
|
|
|
Total Net Profit |
$68,283.42 |
Profit Factor |
1.70 |
|
Gross Profit |
$165,604.68 |
Gross Loss |
($97,321.26) |
|
|
|
|
|
Roll Over Credit
|
$0.00 |
|
|
|
Open Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$68,283.42 |
Select Profit Factor |
1.70 |
|
Select Gross Profit |
$165,604.68 |
Select Gross Loss |
($97,321.26) |
|
|
|
|
|
Adjusted Total Net Profit |
$7,352.26 |
Adjusted Profit Factor |
1.06 |
|
Adjusted Gross Profit |
$127,612.36 |
Adjusted Gross Loss |
($120,260.11) |
|
|
|
|
|
|
Total Number of Trades |
37 |
Percent Profitable |
51.35% |
|
Winning Trades |
19 |
Losing Trades |
18 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net Proft |
$1,845.50 |
Ratio Avg. Win:Avg. Loss |
1.61 |
|
Avg. Winning Trade |
$8,716.04 |
Avg. Losing Trade |
($5,406.74) |
|
Largest Winning Trade |
$23,732.82 |
Largest Losing Trade |
($14,689.50) |
|
Largest Winner as % of Gross
Profit |
14.33% |
Largest Loser as % of Gross Loss |
20.35% |
|
|
|
|
|
Max. Consecutive Winning Trades |
4 |
Max. Consecutive Losing Trades |
4 |
|
Avg. Bars in Winning Trades |
6.53 |
Avg. Bars in Losing Trades |
6.11 |
|
Avg. Bars in Total Trades |
6.32 |
|
|
|
|
|
|
|
Max. Shares/Contracts Held |
800000 |
Account Size Required |
$25,170.57 |
|
Total Slippage |
$17,001.966 |
Total Commission |
$7,084.152 |
|
|
|
|
|
Net Profit as % of Largest Loss |
464.85% |
|
|
|
Slct. Net Profit as % of Largest
Loss |
464.85% |
Adj. Net Profit as % of Largest Loss |
50.05% |
|
|
|
|
|
Max. Drawdown (Intra-day Peak to
Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($38,347.05) |
Value |
($25,170.57) |
|
as % of Initial Capital |
38.35% |
as % of Initial Capital |
25.17% |
|
Net Profit as % of Drawdown |
178.07% |
Net Profit as % of Drawdown |
271.28% |
|
Slct. Net Profit as % of
Drawdown |
178.07% |
Slct. Net Profit as % of Drawdown |
271.28% |
|
Adj. Net Prof as % of Drawdown |
19.17% |
Adj. Net Prof as % of Drawdown |
29.21% |
|
|
|
|
|
Max. Trade Drawdown |
($17,307.02) |
|
