Performance Summary Total Net Profit: Gross Profit: Gross Loss: Profit Factor: Pessimistic RR:
$43,903.15 $72,129.70 ($28,226.55) 2.555 2.123
Max Drawdown: Max Drawdown %: Max Drawdown Date: Longest Drawdown: Recovery Factor:
($3,048.15) 6.10% 7/16/2009 20 days 14.40
Total Trades: Winning Trades: Losing Trades: Even Trades: % Profitable:
309 247 62 0 79.94%
Max Runup: Max Runup %: Max Runup Date: Longest Runup: Equity Peak:
$8,255.20 16.51% 4/30/2009 19 days $44,167.15
Avg. Trade Net Profit: Avg. Winning Trade: Avg. Losing Trade: Payoff Ratio:
$142.08 $292.02 ($455.27) 0.641
Return on Initial Capital: Annual Rate of Return: Avg. Monthly Return: Monthly Std. Dev.: % Profitable Months:
87.81% 149.17% $6,215.36, 12.43% $3,795.84 100.0%
Largest Win: Largest Loss: Max Cons. Winners: Max Cons. Losers:
$1,623.00, 2.25% ($1,823.46), 6.46% 25 4
Sharpe Ratio: Sortino Ratio: Sterling Ratio: MAR Ratio:
5.60 13.19 39.40 24.47
Trading Period:
215 days 4/17/2009-11/18/2009 8 days 300000
Total Commission: Total Slippage:
$0.00 $0.00
Longest Flat Period: Max Shares/Contracts:
Created with PortfolioMerge
Closed Trade Equity Curve
Monthly Net Profit
Accumulative Monthly Net Profit
Monthly Profit Distribution
Drawdown Analysis Largest Drawdowns $ Amount
-$3,048.15 -$1,406.03 -$1,224.80 -$1,155.00 -$1,119.00
Total Drawdowns: Average Amount: Average Length:
Length
19 days 20 days 2 days 2 days 2 days
28 -$733.46 3 days
Closed Trade Drawdowns
Drawdown Depth Distribution
Drawdown Length Distribution
Periodical Returns Annual Returns Year 2009
Net Profit $43,903.15
% Return 87.81%
Profit Factor 2.56
# Trades 309
% Profitable 79.94%
Net Profit $2,858.95 $4,872.68 $2,345.69 $5,425.10 $1,861.51 $10,282.90 $8,146.83 $8,109.49
% Return 5.72% 9.75% 4.69% 10.85% 3.72% 20.57% 16.29% 16.22%
Profit Factor 2.63 1.98 1.41 4.46 1.43 3.61 2.62 10.04
# Trades 26 43 42 27 32 58 52 29
% Profitable 80.77% 74.42% 71.43% 81.48% 75.00% 81.03% 84.62% 93.10%
Monthly Returns Month 11/2009 10/2009 9/2009 8/2009 7/2009 6/2009 5/2009 4/2009