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Total net profit: 14240.39 Total commissions paid: 272.00
Return on account: 8.63 % Open position gain/loss 227.20
Buy&Hold profit: 34923.16 Bars (avg. days) in test: 5535 (155)
Buy&Hold % return: 21.17% System to Buy&Hold index: -59.22%
Annual system % return: 21.52% Annual B&H % return: 57.16%
System drawdown: -2059.69 B&H drawdown: -2175.10
Max. system drawdown: -2242.00 B&H max. drawdown: -4168.55
Max. system % drawdown: -69.72% B&H max. % drawdown: -73.73%
Max. trade drawdown: -2242.00
Max. trade % drawdown: -69.72%
Trade drawdown: -2059.69
Total number of trades: 8 Percent profitable: 100.0%
Number winning trades: 8 Number losing trades: 0
Profit of winners: 13197.19 Loss of losers: 0.00
Total # of bars in winners: 339 Total # of bars in losers: 0
Commissions paid in winners: 272.00 Commissions paid in losers: 0.00
Largest winning trade: 1868.95 Largest losing trade: 0.00
# of bars in largest winner: 25 # bars in largest loser: 0
Commission paid in largest winner: 34.00 Commission paid in largest loser: 0.00
Average winning trade: 1649.65 Average losing trade: N/A
Avg. # of bars in winners: 42.4 Avg. # bars in losers: N/A
Avg. commission paid in winner: 34.00 Avg. commission paid in loser: N/A
Max consec. winners: 1 Max consec. losers: 0
Bars out of the market: 1903 Interest earned: 0.00
Exposure: 65.6% Risk adjusted ann. return: 32.80%
Ratio avg win/avg loss: N/A Avg. trade (win & loss): 1649.65
Profit factor: N/A
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