Strategy Performance Summary Collapse
  All Trades
 Long Trades
 Short Trades
Net Profit $89168 $0 $89168
Gross Profit $141010 $0 $141010
Gross Loss ($51842) $0 ($51842)
Adjusted Net Profit $42637,0851 $0 $42637,0851
Adjusted Gross Profit $112808 $0 $112808
Adjusted Gross Loss ($70170,9149) $0 ($70170,9149)
Select Net Profit $98842 $0 $98842
Select Gross Profit $141010 $0 $141010
Select Gross Loss ($42168) $0 ($42168)
Account Size Required $26072 n/a $26072
Return on Account 342,0068% n/a 342,0068%
Avg Monthly Return $14861,3333 $14861,3333 $14861,3333
Monthly Return StdDev $15129,5661 $15129,5661 $15129,5661
Return on Initial Capital 297,2267% 0% 297,2267%
Max Strategy Drawdown ($23346) n/a ($23346)
Max Strategy Drawdown (%) (27,8187%) n/a (27,8187%)
Max Close To Close Drawdown ($18072) n/a ($18072)
Max Close To Close Drawdown (%) (22,6472%) n/a (22,6472%)
Return on Max Str Drawdown 3,8194 n/a 3,8194
Profit Factor 2,72 n/a 2,72
Adjusted Profit Factor 1,6076 n/a 1,6076
Select Profit Factor 3,344 n/a 3,344
Max # Contracts Held 5 0 5
Commission Paid $792 $0 $792
OpenPosition P/L $0 $0 $0
Annual Rate of Return 679,2203% n/a 679,2203%
Monthly Rate of Return 56,6017% n/a 56,6017%
Buy & Hold Return ($3724,6208) n/a ($3724,6208)


Performance Ratios Expand
Upside Potential Ratio n/a
Sharpe Ratio 0,9908
Sortino Ratio 17,1761
Fouse Ratio 0,2841
Calmar Ratio 0
Sterling Ratio 0
Net Prft / Max Strategy Drawdown (381,9412%)


Time Analysis
Trading Period 5 Mths, 9 Dys, 20 Hrs
Time in the Market 2 Mths, 6 Dys, 7 Hrs
Percent in the Market 41,4755%
Longest flat period 7 Dys, 1 Hr
Max Run-up Date 01/11/2007
Max Drawdown Date 18/09/2007
Max Strategy Drawdown Date 14/09/2007 8:00:00
Max Close To Close Drawdown Date 19/09/2007 15:00:00

Note i. To receive an advanced report with additional fields, use the Extend and Collapse buttons. The fields that are part of the advanced view are displayed with a gray background. Using the report settings you can select which fields to display in the simple, and which in the advanced view. Expand the possibilities.
Note ii. You can receive descriptions for most fields in report without using help. Just point at the object and left-click when the pointer changes into a question sign "?".