performance of my system

#1
this is backtest report of my system. i have tested this on nifty jan 2002 to oct 2012, as i have only this much data for backtesting. kindly comment on performance of my system,


Statistics
All trades Long trades Short trades
Initial capital 10000.00 10000.00 10000.00
Ending capital 8910067.99 5784065.83 3136002.17
Net Profit 8900067.99 5774065.83 3126002.17
Net Profit % 89000.68 % 57740.66 % 31260.02 %
Exposure % 98.97 % 64.49 % 34.49 %
Net Risk Adjusted Return % 89923.08 % 89540.02 % 90639.32 %
Annual Return % 87.05 % 79.75 % 69.88 %
Risk Adjusted Return % 87.96 % 123.67 % 202.63 %
________________________________________
All trades 735 368 (50.07 %) 367 (49.93 %)
Avg. Profit/Loss 12108.94 15690.40 8517.72
Avg. Profit/Loss % 0.99 % 1.28 % 0.70 %
Avg. Bars Held 11.76 15.01 8.51
________________________________________
Winners 328 (44.63 %) 169 (22.99 %) 159 (21.63 %)
Total Profit 16171022.57 9000426.21 7170596.36
Avg. Profit 49301.90 53256.96 45098.09
Avg. Profit % 3.38 % 3.79 % 2.93 %
Avg. Bars Held 19.85 27.15 12.10
Max. Consecutive 8 6 6
Largest win 935382.59 935382.59 501025.24
# bars in largest win 96 96 25
________________________________________
Losers 407 (55.37 %) 199 (27.07 %) 208 (28.30 %)
Total Loss -7270954.57 -3226360.38 -4044594.20
Avg. Loss -17864.75 -16212.87 -19445.16
Avg. Loss % -0.93 % -0.85 % -1.01 %
Avg. Bars Held 5.25 4.70 5.77
Max. Consecutive 12 10 11
Largest loss -146396.61 -146396.61 -135298.84
# bars in largest loss 5 5 5
________________________________________
Max. trade drawdown -339007.61 -255936.62 -339007.61
Max. trade % drawdown -8.03 % -8.03 % -7.36 %
Max. system drawdown -863585.69 -819082.93 -579108.00
Max. system % drawdown -11.74 % -23.00 % -37.83 %
Recovery Factor 10.31 7.05 5.40
CAR/MaxDD 7.42 3.47 1.85
RAR/MaxDD 7.49 5.38 5.36
Profit Factor 2.22 2.79 1.77
Payoff Ratio 2.76 3.28 2.32
Standard Error 1312916.18 852696.80 495554.69
Risk-Reward Ratio 0.52 0.52 0.49
Ulcer Index 3.55 4.73 12.67
Ulcer Performance Index 23.01 15.72 5.09
Sharpe Ratio of trades 2.04 1.92 2.14
K-Ratio 0.0184 0.0184 0.0171
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