Bank Nifty Trading

Just Bank Nifty Paper Trading . Target above 100% Per annum :thumb:

01/10/2013 to 31/10/2013 = Net Profit 23.5%


Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 494120.00 527170.00 366950.00
Net Profit 94120.00 127170.00 -33050.00
Net Profit % 23.53 % 31.79 % -8.26 %
Exposure % 35.99 % 23.89 % 12.10 %
Net Risk Adjusted Return % 65.37 % 133.08 % -68.26 %
Annual Return % 1207.87 % 2775.21 % -64.98 %
Risk Adjusted Return % 3355.81 % 11616.95 % -536.84 %

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All trades 15 8 (53.33 %) 7 (46.67 %)
Avg. Profit/Loss 6274.67 15896.25 -4721.43
Avg. Profit/Loss % 0.62 % 1.53 % -0.43 %
Avg. Bars Held 104.87 126.75 79.86

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Winners 9 (60.00 %) 7 (46.67 %) 2 (13.33 %)
Total Profit 157710.00 142120.00 15590.00
Avg. Profit 17523.33 20302.86 7795.00
Avg. Profit % 1.68 % 1.94 % 0.75 %
Avg. Bars Held 135.89 137.86 129.00
Max. Consecutive 3 5 1
Largest win 30500.00 30500.00 7810.00
# bars in largest win 146 146 140

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Losers 6 (40.00 %) 1 (6.67 %) 5 (33.33 %)
Total Loss -63590.00 -14950.00 -48640.00
Avg. Loss -10598.33 -14950.00 -9728.00
Avg. Loss % -0.98 % -1.36 % -0.90 %
Avg. Bars Held 58.33 49.00 60.20
Max. Consecutive 3 1 4
Largest loss -15620.00 -14950.00 -15620.00
# bars in largest loss 33 49 33

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Max. trade drawdown -29990.00 -27250.00 -29990.00
Max. trade % drawdown -2.71 % -2.60 % -2.71 %
Max. system drawdown -74975.00 -45170.00 -59930.00
Max. system % drawdown -14.31 % -8.71 % -14.04 %
Recovery Factor 1.26 2.82 -0.55
CAR/MaxDD 84.41 318.46 -4.63
RAR/MaxDD 234.50 1333.08 -38.24
Profit Factor 2.48 9.51 0.32
Payoff Ratio 1.65 1.36 0.80
Standard Error 19860.44 13316.14 10670.66
Risk-Reward Ratio 50.87 96.43 -25.65
Ulcer Index 4.54 3.26 6.40
Ulcer Performance Index 265.15 848.51 -10.99
Sharpe Ratio of trades 5.20 12.80 -8.77
K-Ratio 0.0303 0.0575 -0.0153

01/11/2013 to 18/11/2013 Net Profit 6.12%


Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 424495.00 392025.00 432470.00
Net Profit 24495.00 -7975.00 32470.00
Net Profit % 6.12 % -1.99 % 8.12 %
Exposure % 39.71 % 15.14 % 24.57 %
Net Risk Adjusted Return % 15.42 % -13.17 % 33.04 %
Annual Return % 258.27 % -35.10 % 434.28 %
Risk Adjusted Return % 650.32 % -231.82 % 1767.41 %

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All trades 8 4 (50.00 %) 4 (50.00 %)
Avg. Profit/Loss 3061.87 -1993.75 8117.50
Avg. Profit/Loss % 0.29 % -0.14 % 0.71 %
Avg. Bars Held 86.13 69.00 103.25

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Winners 3 (37.50 %) 1 (12.50 %) 2 (25.00 %)
Total Profit 84780.00 34850.00 49930.00
Avg. Profit 28260.00 34850.00 24965.00
Avg. Profit % 2.53 % 3.21 % 2.19 %
Avg. Bars Held 132.33 152.00 122.50
Max. Consecutive 1 1 2
Largest win 34850.00 34850.00 32975.00
# bars in largest win 152 152 136

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Losers 5 (62.50 %) 3 (37.50 %) 2 (25.00 %)
Total Loss -60285.00 -42825.00 -17460.00
Avg. Loss -12057.00 -14275.00 -8730.00
Avg. Loss % -1.06 % -1.26 % -0.77 %
Avg. Bars Held 58.40 41.33 84.00
Max. Consecutive 2 3 1
Largest loss -15910.00 -15910.00 -12810.00
# bars in largest loss 56 56 35

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Max. trade drawdown -35245.00 -20845.00 -35245.00
Max. trade % drawdown -3.17 % -1.79 % -3.17 %
Max. system drawdown -45150.00 -53495.00 -35245.00
Max. system % drawdown -10.52 % -13.16 % -7.54 %
Recovery Factor 0.54 -0.15 0.92
CAR/MaxDD 24.56 -2.67 57.63
RAR/MaxDD 61.84 -17.61 234.54
Profit Factor 1.41 0.81 2.86
Payoff Ratio 2.34 2.44 2.86
Standard Error 10883.60 10028.76 12962.08
Risk-Reward Ratio 33.93 -86.22 95.20
Ulcer Index 4.76 8.08 4.01
Ulcer Performance Index 53.08 -5.01 106.83
Sharpe Ratio of trades 1.98 -1.29 5.45
K-Ratio 0.0164 -0.0417 0.0460

Short BNF 11124.4 Sl 11251

now sl 11173

Now long 11175 Sl 11038

now trl Sl 11049

Now sl 11060

Now sl 11065

Again sl hit sar 11055 sl 11246