|
All
Trades |
|
|
|
|
|
|
|
|
|
Total Net Profit |
$231,656.00 |
Profit Factor |
2.48 |
|
Gross Profit |
$388,552.00 |
Gross Loss |
($156,896.00) |
| |
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$2,072.00 |
|
|
| |
|
|
|
|
Select Total Net Profit |
$231,656.00 |
Select Profit Factor |
2.48 |
|
Select Gross Profit |
$388,552.00 |
Select Gross Loss |
($156,896.00) |
| |
|
|
|
|
Adjusted Total Net Profit |
$158,387.82 |
Adjusted Profit Factor |
1.87 |
|
Adjusted Gross Profit |
$341,433.15 |
Adjusted Gross Loss |
($183,045.33) |
| |
|
|
|
|
Total Number of Trades |
104 |
Percent Profitable |
65.38% |
|
Winning Trades |
68 |
Losing Trades |
36 |
|
Even
Trades |
0 |
|
|
| |
|
|
|
|
Avg.
Trade Net Profit |
$2,227.46 |
Ratio Avg. Win:Avg. Loss |
1.31 |
|
Avg.
Winning Trade |
$5,714.00 |
Avg. Losing Trade |
($4,358.22) |
|
Largest Winning Trade |
$16,552.00 |
Largest Losing Trade |
($13,288.00) |
|
Largest Winner as % of Gross Profit |
4.26% |
Largest Loser as % of Gross Loss |
8.47% |
| |
|
|
|
|
Net
Profit as % of Largest Loss |
1743.35% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
1743.35% |
Adj. Net Profit as % of Largest Loss |
1191.96% |
| |
|
|
|
|
Max.
Consecutive Winning Trades |
8 |
Max. Consecutive Losing Trades |
4 |
|
Avg.
Bars in Winning Trades |
8.12 |
Avg. Bars in Losing Trades |
8.53 |
|
Avg.
Bars in Total Trades |
8.26 |
|
|
| |
|
|
|
|
Max.
Shares/Contracts Held |
800000 |
Account Size Required |
$16,704.00 |
|
Total Commission |
$0.00000 |
Total Slippage |
$33,280.00000 |
| |
|
|
|
|
Return on Initial Capital |
231.66% |
Annual Rate of Return |
292.10% |
|
Buy
and Hold Return |
1.11% |
Return on Account |
1386.83% |
|
Avg.
Monthly Return |
$47,636.80 |
Std. Deviation of Monthly Return |
$16,934.78 |
| |
|
|
|
|
Return Retracement Ratio |
11.44 |
RINA Index |
142.49 |
|
Sharpe Ratio |
n/a |
K-Ratio |
n/a |
| |
|
|
|
|
Trading Period |
4 Mths, 27 Dys, 22
Hrs |
Percent of Time in the Market |
42.26% |
|
Time
in the Market |
2 Mths, 2 Dys, 8
Hrs, 30 Mins |
Longest Flat Period |
2 Dys, 16 Hrs, 1 Min |
| |
|
|
|
|
Max.
Equity Run-up |
$245,344.00 |
|
|
|
Date
of Max. E. Run-up |
06/23/08 13:00 |
Max. E. Run-up as % of Initial Capital |
245.34% |
| |
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to
Trade Close) |
|
Value |
($28,464.00) |
Value |
($16,704.00) |
|
Date |
03/18/08 15:00 |
Date |
04/28/08 16:59 |
|
as %
of Initial Capital |
28.46% |
as % of Initial Capital |
16.70% |
|
Net
Profit as % of Drawdown |
813.86% |
Net Profit as % of Drawdown |
1386.83% |
|
Slct.
Net Profit as % of Drawdown |
813.86% |
Slct. Net Profit as % of Drawdown |
1386.83% |
|
Adj.
Net Prof as % of Drawdown |
556.45% |
Adj. Net Profit as % of Drawdown |
948.20% |
| |
|
|
|
|
Max.
Trade Drawdown |
($24,456.00) |
|
|
| |
|
|
|
|
Long
Trades |
|
|
|
| |
|
|
|
|
Total Net Profit |
$165,520.00 |
Profit Factor |
4.15 |
|
Gross Profit |
$218,008.00 |
Gross Loss |
($52,488.00) |
| |
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
| |
|
|
|
|
Select Total Net Profit |
$165,520.00 |
Select Profit Factor |
4.15 |
|
Select Gross Profit |
$218,008.00 |
Select Gross Loss |
($52,488.00) |
| |
|
|
|
|
Adjusted Total Net Profit |
$116,063.33 |
Adjusted Profit Factor |
2.77 |
|
Adjusted Gross Profit |
$181,673.33 |
Adjusted Gross Loss |
($65,610.00) |
| |
|
|
|
|
Total Number of Trades |
52 |
Percent Profitable |
69.23% |
|
Winning Trades |
36 |
Losing Trades |
16 |
|
Even
Trades |
0 |
|
|
| |
|
|
|
|
Avg.
Trade Net Profit |
$3,183.08 |
Ratio Avg. Win:Avg. Loss |
1.85 |
|
Avg.
Winning Trade |
$6,055.78 |
Avg. Losing Trade |
($3,280.50) |
|
Largest Winning Trade |
$16,144.00 |
Largest Losing Trade |
($7,056.00) |
|
Largest Winner as % of Gross Profit |
7.41% |
Largest Loser as % of Gross Loss |
13.44% |
| |
|
|
|
|
Max.
Consecutive Winning Trades |
6 |
Max. Consecutive Losing Trades |
2 |
|
Avg.
Bars in Winning Trades |
8.31 |
Avg. Bars in Losing Trades |
8.31 |
|
Avg.
Bars in Total Trades |
8.31 |
|
|
| |
|
|
|
|
Max.
Shares/Contracts Held |
800000 |
Account Size Required |
$10,912.00 |
|
Total Commission |
$0.00000 |
Total Slippage |
$16,640.00000 |
| |
|
|
|
|
Net
Profit as % of Largest Loss |
2345.80% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
2345.80% |
Adj. Net Profit as % of Largest Loss |
1644.89% |
| |
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to
Trade Close) |
|
Value |
($25,040.00) |
Value |
($10,912.00) |
|
as %
of Initial Capital |
25.04% |
as % of Initial Capital |
10.91% |
|
Net
Profit as % of Drawdown |
661.02% |
Net Profit as % of Drawdown |
1516.86% |
|
Slct.
Net Profit as % of Drawdown |
661.02% |
Slct. Net Profit as % of Drawdown |
1516.86% |
|
Adj.
Net Prof as % of Drawdown |
463.51% |
Adj. Net Profit as % of Drawdown |
1516.86% |
| |
|
|
|
|
Max.
Trade Drawdown |
($13,888.00) |
|
|
| |
|
|
|
|
Short Trades |
|
|
|
| |
|
|
|
|
Total Net Profit |
$66,136.00 |
Profit Factor |
1.63 |
|
Gross Profit |
$170,544.00 |
Gross Loss |
($104,408.00) |
| |
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$2,072.00 |
|
|
| |
|
|
|
|
Select Total Net Profit |
$66,136.00 |
Select Profit Factor |
1.63 |
|
Select Gross Profit |
$170,544.00 |
Select Gross Loss |
($104,408.00) |
| |
|
|
|
|
Adjusted Total Net Profit |
$12,641.46 |
Adjusted Profit Factor |
1.10 |
|
Adjusted Gross Profit |
$140,395.80 |
Adjusted Gross Loss |
($127,754.34) |
|
|
|
|
|
|
Total Number of Trades |
52 |
Percent Profitable |
61.54% |
|
Winning Trades |
32 |
Losing Trades |
20 |
|
Even
Trades |
0 |
|
|
| |
|
|
|
|
Avg.
Trade Net Proft |
$1,271.85 |
Ratio Avg. Win:Avg. Loss |
1.02 |
|
Avg.
Winning Trade |
$5,329.50 |
Avg. Losing Trade |
($5,220.40) |
|
Largest Winning Trade |
$16,552.00 |
Largest Losing Trade |
($13,288.00) |
|
Largest Winner as % of Gross Profit |
9.71% |
Largest Loser as % of Gross Loss |
13.44% |
| |
|
|
|
|
Max.
Consecutive Winning Trades |
7 |
Max. Consecutive Losing Trades |
4 |
|
Avg.
Bars in Winning Trades |
7.91 |
Avg. Bars in Losing Trades |
8.70 |
|
Avg.
Bars in Total Trades |
8.21 |
|
|
| |
|
|
|
|
Max.
Shares/Contracts Held |
800000 |
Account Size Required |
$17,352.00 |
|
Total Slippage |
$16,640.00000 |
Total Commission |
$0.00000 |
| |
|
|
|
|
Net
Profit as % of Largest Loss |
497.71% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
497.71% |
Adj. Net Profit as % of Largest Loss |
95.13% |
| |
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to
Trade Close) |
|
Value |
($28,464.00) |
Value |
($17,352.00) |
|
as %
of Initial Capital |
28.46% |
as % of Initial Capital |
17.35% |
|
Net
Profit as % of Drawdown |
232.35% |
Net Profit as % of Drawdown |
381.14% |
|
Slct.
Net Profit as % of Drawdown |
232.35% |
Slct. Net Profit as % of Drawdown |
381.14% |
|
Adj.
Net Prof as % of Drawdown |
44.41% |
Adj. Net Prof as % of Drawdown |
72.85% |
| |
|
|
|
|
Max.
Trade Drawdown |
($24,456.00) |
|
