Bank Nifty Trading

[munde_77]

20/12/2013 to 31/12/2013

Initial capital 400000
Ending capital 431470
Net Profit 31470
Net Profit % 7.87

Initial capital 400000

Ending capital 391870

Net Profit -8130

Net Profit % -2.03

 

[munde_77]

20/12/2013 to 20/01/2014



Initial capital 400000

Ending capital 379310

Net Profit -20690

Net Profit % -5.17

 

[munde_77]

1/1 to 31/2014
Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 345630.00 303995.00 441635.00
Net Profit -54370.00 -96005.00 41635.00
Net Profit % -13.59 % -24.00 % 10.41 %
Exposure % 46.55 % 21.96 % 24.59 %
Net Risk Adjusted Return % -29.20 % -109.28 % 42.33 %
Annual Return % -84.10 % -96.84 % 247.74 %
Risk Adjusted Return % -180.66 % -440.93 % 1007.49 %
Total transaction costs 0.00 0.00 0.00

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All trades 20 10 (50.00 %) 10 (50.00 %)
Avg. Profit/Loss -2718.50 -9600.50 4163.50
Avg. Profit/Loss % -0.26 % -0.88 % 0.36 %
Avg. Bars Held 79.80 76.10 83.50

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Winners 7 (35.00 %) 3 (15.00 %) 4 (20.00 %)
Total Profit 121380.00 12480.00 108900.00
Avg. Profit 17340.00 4160.00 27225.00
Avg. Profit % 1.57 % 0.37 % 2.47 %
Avg. Bars Held 133.57 146.67 123.75
Max. Consecutive 4 2 2
Largest win 43085.00 7990.00 43085.00
# bars in largest win 170 233 170

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Losers 13 (65.00 %) 7 (35.00 %) 6 (30.00 %)
Total Loss -175750.00 -108485.00 -67265.00
Avg. Loss -13519.23 -15497.86 -11210.83
Avg. Loss % -1.24 % -1.41 % -1.04 %
Avg. Bars Held 50.85 45.86 56.67
Max. Consecutive 10 5 5
Largest loss -30915.00 -30915.00 -23965.00
# bars in largest loss 3 3 55

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Max. trade drawdown -30915.00 -30915.00 -27365.00
Max. trade % drawdown -2.89 % -2.89 % -2.63 %
Max. system drawdown -140475.00 -109390.00 -58655.00
Max. system % drawdown -31.47 % -26.46 % -13.26 %
Recovery Factor -0.39 -0.88 0.71
CAR/MaxDD -2.67 -3.66 18.68
RAR/MaxDD -5.74 -16.66 75.99
Profit Factor 0.69 0.12 1.62
Payoff Ratio 1.28 0.27 2.43
Standard Error 23117.84 13916.74 17060.28
Risk-Reward Ratio -43.66 -71.07 -1.18
Ulcer Index 20.13 15.49 8.56
Ulcer Performance Index -4.45 -6.60 28.31
Sharpe Ratio of trades -2.62 -13.98 2.73
K-Ratio -0.0247 -0.0401 -0.0007