1980
|
Initial Balance |
100,000.00 |
|
$ Won |
93,358 |
|
Net Win Loss |
86,365.00 |
|
$ Lost |
21,783 |
|
Ending Equity |
186,365.00 |
|
Incentive + Fees |
0 |
|
ROI |
86.36% |
|
Other Credits |
14,790 |
|
Compound Annual ROI |
86.68% |
|
Commission/slippage netted |
0 |
|
Max Drawdown % |
4.05% |
|
Other Debits |
0 |
|
Max Drawdown % Date |
19800815 |
|
|
|
|
Longest Drawdown in years |
27.00% |
|
Long Wins |
10 |
|
Longest Drawdown Start Date |
19800716 |
|
Long Losses |
12 |
|
Longest Drawdown End Date |
19801021 |
|
Short Wins |
21 |
|
MAR Ratio |
21.42 |
|
Short Losses |
14 |
|
Sharpe Ratio |
5.52 |
|
Long $ Won |
23,647 |
|
Return Retracement Ratio |
618.55 |
|
Long $ Lost |
9,706 |
|
Sterling Ratio |
2.54 |
|
Short $ Won |
69,711 |
|
Std. Dev. Daily % Returns |
0.89% |
|
Short $ Lost |
12,077 |
|
Value at Risk (99% confidence) |
1.39% |
|
Largest Winning Trade |
10,231 |
|
Average Expectation Value |
52.54 |
|
Largest Losing Trade |
1,638 |
|
Expectation |
149.88% |
|
Transactions netted at open |
0 |
|
Kelly |
0.42 |
|
Average Winning Trade |
3,012 |
|
Sum of Up % / Sum of Down % |
2 |
|
Average Losing Trade |
838 |
|
Percent New Highs |
30.08% |
|
Max Consecutive Wins |
9 |
|
|
|
Max Consecutive Losses |
4 |
|
|
Trades |
57 |
|
Days Winning |
147 |
|
Trades Rejected |
467 |
|
Days Losing |
109 |
|
Wins |
31 |
|
Average Days in Winning Trade |
28 |
|
Losses |
26 |
|
Average Days in Losing Trade |
11 |
|
Percent Wins |
54.39% |
|
|
|
|
Avg $Win to Avg $Loss |
3.59 |
|
Number of Margin Calls |
0 |
|
|
|
$ Largest Margin Call |
0 |
|
|
Start Date |
19800102 |
|
|
|
|
End Date |
19801231 |
|
Size Adjustments |
0 |
|
Max Items Held |
11 |
|
Size Adjusted Items |
0 |
|
Total Items Traded |
65 |
|
|
|
|
Total Slippage + Commission |
3,250 |
|
Process time (H:M:S) |
0:00:16 |
|
|
|
|
|
|
|
3 Month T-Bill Rate |
11.51 |
|
|
|
|
80% Held In T-Bills nets |
9.208 |
|
|
|