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Overall performance summary
Total net profit: 30961.60 Total commissions paid: 7684.00
Return on account: 49.15 % Open position gain/loss 649.36
Buy&Hold profit: 23915.87 Bars (avg. days) in test: 5354 (390)
Buy&Hold % return: 37.96% System to Buy&Hold index: 29.46%
Annual system % return: 45.37% Annual B&H % return: 35.14%
System drawdown: -1048.44 B&H drawdown: -2028.44
Max. system drawdown: -2302.30 B&H max. drawdown: -12180.58
Max. system % drawdown: -53.21% B&H max. % drawdown: -67.61%
Max. trade drawdown: -1244.94
Max. trade % drawdown: -29.81%
Trade drawdown: -942.32
Total number of trades: 226 Percent profitable: 59.7%
Number winning trades: 135 Number losing trades: 91
Profit of winners: 37543.48 Loss of losers: -7384.24
Total # of bars in winners: 1462 Total # of bars in losers: 547
Commissions paid in winners: 4590.00 Commissions paid in losers: 3094.00
Largest winning trade: 3545.22 Largest losing trade: -662.22
# of bars in largest winner: 13 # bars in largest loser: 8
Commission paid in largest winner: 34.00 Commission paid in largest loser: 34.00
Average winning trade: 278.10 Average losing trade: -81.15
Avg. # of bars in winners: 10.8 Avg. # bars in losers: 6.0
Avg. commission paid in winner: 34.00 Avg. commission paid in loser: 34.00
Max consec. winners: 9 Max consec. losers: 5
Bars out of the market: 3282 Interest earned: 0.00
Exposure: 38.7% Risk adjusted ann. return: 117.24%
Ratio avg win/avg loss: 3.43 Avg. trade (win & loss): 133.45
Profit factor: 5.08
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