Just a diary of an AFL of Banknifty 5 min, 10, 15 min
- Thread starter munde_77
- Start date
RMO
20/12/13 TO 19/1/14
Statistics | Charts | Trades | Formula | Settings | Symbols
Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 343705.00 381395.00 362310.00
Net Profit -56295.00 -18605.00 -37690.00
Net Profit % -14.07 % -4.65 % -9.42 %
Exposure % 52.91 % 17.88 % 35.03 %
Net Risk Adjusted Return % -26.60 % -26.01 % -26.90 %
Annual Return % -83.24 % -42.92 % -68.81 %
Risk Adjusted Return % -157.31 % -240.05 % -196.45 %
Total transaction costs 0.00 0.00 0.00
--------------------------------------------------------------------------------
All trades 63 31 (49.21 %) 32 (50.79 %)
Avg. Profit/Loss -893.57 -600.16 -1177.81
Avg. Profit/Loss % -0.11 % -0.09 % -0.13 %
Avg. Bars Held 24.02 17.90 29.94
--------------------------------------------------------------------------------
Winners 12 (19.05 %) 5 (7.94 %) 7 (11.11 %)
Total Profit 24490.00 5235.00 19255.00
Avg. Profit 2040.83 1047.00 2750.71
Avg. Profit % 0.32 % 0.17 % 0.43 %
Avg. Bars Held 60.17 55.00 63.86
Max. Consecutive 2 1 2
Largest win 14020.00 2490.00 14020.00
# bars in largest win 110 36 110
--------------------------------------------------------------------------------
Losers 51 (80.95 %) 26 (41.27 %) 25 (39.68 %)
Total Loss -80785.00 -23840.00 -56945.00
Avg. Loss -1584.02 -916.92 -2277.80
Avg. Loss % -0.21 % -0.14 % -0.29 %
Avg. Bars Held 15.51 10.77 20.44
Max. Consecutive 13 6 13
Largest loss -23300.00 -3445.00 -23300.00
# bars in largest loss 156 7 156
--------------------------------------------------------------------------------
Max. trade drawdown -28260.00 -8825.00 -28260.00
Max. trade % drawdown -2.28 % -1.41 % -2.28 %
Max. system drawdown -56615.00 -19435.00 -38000.00
Max. system % drawdown -14.14 % -4.85 % -9.49 %
Recovery Factor -0.99 -0.96 -0.99
CAR/MaxDD -5.89 -8.85 -7.25
RAR/MaxDD -11.12 -49.51 -20.70
Profit Factor 0.30 0.22 0.34
Payoff Ratio 1.29 1.14 1.21
Standard Error 6329.90 1589.45 6107.71
Risk-Reward Ratio -61.50 -148.56 -25.08
Ulcer Index 9.86 2.89 7.39
Ulcer Performance Index -8.99 -16.74 -10.04
Sharpe Ratio of trades -7.37 -18.55 -5.70
K-Ratio -0.0379 -0.0915 -0.0154
Statistics | Charts | Trades | Formula | Settings | Symbols
Trades
Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
NIFTY-I Short 12-20-2013 11:09:59
6190.5 12-24-2013 11:34:59
6307 1.88% -23300.00
-1.88% 200 1238100.00 -23300.00 156 -149.36 -2.32%
0.07% 0/0
NIFTY-I Long 12-24-2013 11:34:59
6307 12-24-2013 12:24:59
6303.8 -0.05% -320.00
-0.05% 100 630700.00 -23620.00 11 -29.09 -0.08%
0.07% 0/0
NIFTY-I Short 12-24-2013 12:24:59
6303.8 12-26-2013 10:24:59
6288.3 -0.25% 1550.00
0.25% 100 630379.98 -22070.00 52 29.81 -0.04%
0.52% 0/0
NIFTY-I Long 12-26-2013 10:24:59
6288.3 12-26-2013 11:49:59
6284.35 -0.06% -790.00
-0.06% 200 1257659.96 -22860.00 18 -43.89 -0.06%
0.10% 0/0
NIFTY-I Short 12-26-2013 11:49:59
6284.35 12-26-2013 12:39:59
6287.8 0.05% -690.00
-0.05% 200 1256870.02 -23550.00 11 -62.73 -0.06%
0.02% 0/0
NIFTY-I Long 12-26-2013 12:39:59
6287.8 12-26-2013 13:24:59
6286.05 -0.03% -175.00
-0.03% 100 628779.98 -23725.00 10 -17.50 -0.06%
0.06% 0/0
NIFTY-I Short 12-26-2013 13:24:59
6286.05 12-26-2013 13:34:59
6289.9 0.06% -385.00
-0.06% 100 628604.98 -24110.00 3 -128.33 -0.06%
0.08% 0/0
NIFTY-I Long 12-26-2013 13:34:59
6289.9 12-26-2013 14:04:59
6280.65 -0.15% -925.00
-0.15% 100 628989.99 -25035.00 7 -132.14 -0.15%
0.14% 0/0
NIFTY-I Short 12-26-2013 14:04:59
6280.65 12-26-2013 14:59:59
6304.2 0.37% -2355.00
-0.37% 100 628064.99 -27390.00 12 -196.25 -0.37%
0.11% 0/0
NIFTY-I Long 12-26-2013 14:59:59
6304.2 12-26-2013 15:04:59
6276.05 -0.45% -2815.00
-0.45% 100 630420.02 -30205.00 2 -1407.50 -0.45%
0.02% 0/0
NIFTY-I Short 12-26-2013 15:04:59
6276.05 12-27-2013 09:19:59
6346.6 1.12% -7055.00
-1.12% 100 627604.98 -37260.00 8 -881.88 -1.12%
0.16% 0/0
NIFTY-I Long 12-27-2013 09:19:59
6346.6 12-30-2013 10:29:59
6347.7 0.02% 110.00
0.02% 100 634660.01 -37150.00 91 1.21 -0.18%
0.68% 0/0
NIFTY-I Short 12-30-2013 10:29:59
6347.7 12-30-2013 12:04:59
6353.5 0.09% -580.00
-0.09% 100 634770.02 -37730.00 20 -29.00 -0.16%
0.06% 0/0
NIFTY-I Long 12-30-2013 12:04:59
6353.5 12-30-2013 12:39:59
6347.3 -0.10% -620.00
-0.10% 100 635350.00 -38350.00 8 -77.50 -0.10%
0.01% 0/0
NIFTY-I Short 12-30-2013 12:39:59
6347.3 12-31-2013 09:24:59
6354.7 0.12% -740.00
-0.12% 100 634729.98 -39090.00 38 -19.47 -0.52%
0.40% 0/0
NIFTY-I Long 12-31-2013 09:24:59
6354.7 12-31-2013 11:39:59
6349.1 -0.09% -560.00
-0.09% 100 635470.02 -39650.00 28 -20.00 -0.25%
0.15% 0/0
NIFTY-I Short 12-31-2013 11:39:59
6349.1 12-31-2013 12:24:59
6354.1 0.08% -500.00
-0.08% 100 634910.01 -40150.00 10 -50.00 -0.14%
0.03% 0/0
NIFTY-I Long 12-31-2013 12:24:59
6354.1 12-31-2013 12:29:59
6350.6 -0.06% -350.00
-0.06% 100 635410.01 -40500.00 2 -175.00 -0.06%
0.03% 0/0
NIFTY-I Short 12-31-2013 12:29:59
6350.6 12-31-2013 13:29:59
6352.2 0.03% -160.00
-0.03% 100 635060.01 -40660.00 13 -12.31 -0.06%
0.09% 0/0
NIFTY-I Long 12-31-2013 13:29:59
6352.2 12-31-2013 13:49:59
6348.8 -0.05% -340.00
-0.05% 100 635220.02 -41000.00 5 -68.00 -0.05%
0.08% 0/0
NIFTY-I Short 12-31-2013 13:49:59
6348.8 12-31-2013 13:59:59
6352.4 0.06% -360.00
-0.06% 100 634879.98 -41360.00 3 -120.00 -0.08%
0.01% 0/0
NIFTY-I Long 12-31-2013 13:59:59
6352.4 12-31-2013 14:24:59
6348.95 -0.05% -345.00
-0.05% 100 635239.99 -41705.00 6 -57.50 -0.05%
0.05% 0/0
NIFTY-I Short 12-31-2013 14:24:59
6348.95 12-31-2013 15:09:59
6356.35 0.12% -740.00
-0.12% 100 634895.02 -42445.00 10 -74.00 -0.12%
0.06% 0/0
NIFTY-I Long 12-31-2013 15:09:59
6356.35 01-01-2014 09:39:59
6351.5 -0.08% -485.00
-0.08% 100 635635.01 -42930.00 10 -48.50 -0.18%
0.21% 0/0
NIFTY-I Short 01-01-2014 09:39:59
6351.5 01-01-2014 10:19:59
6355.95 0.07% -445.00
-0.07% 100 635150.00 -43375.00 9 -49.44 -0.07%
0.02% 0/0
NIFTY-I Long 01-01-2014 10:19:59
6355.95 01-01-2014 13:44:59
6356.3 0.01% 35.00
0.01% 100 635595.02 -43340.00 42 0.83 -0.04%
0.14% 0/0
NIFTY-I Short 01-01-2014 13:44:59
6356.3 01-01-2014 14:49:59
6359.7 0.05% -340.00
-0.05% 100 635629.98 -43680.00 14 -24.29 -0.05%
0.07% 0/0
NIFTY-I Long 01-01-2014 14:49:59
6359.7 01-01-2014 15:09:59
6356 -0.06% -370.00
-0.06% 100 635970.02 -44050.00 5 -74.00 -0.08%
0.06% 0/0
NIFTY-I Short 01-01-2014 15:09:59
6356 01-01-2014 15:24:59
6359.2 0.05% -320.00
-0.05% 100 635600.00 -44370.00 4 -80.00 -0.05%
0.01% 0/0
NIFTY-I Long 01-01-2014 15:24:59
6359.2 01-02-2014 12:04:59
6384.1 0.39% 2490.00
0.39% 100 635920.02 -41880.00 36 69.17 -0.21%
0.78% 0/0
NIFTY-I Short 01-02-2014 12:04:59
6384.1 01-03-2014 14:54:59
6243.9 -2.20% 14020.00
2.20% 100 638410.01 -27860.00 110 127.45 -0.11%
2.87% 0/0
NIFTY-I Long 01-03-2014 14:54:59
6243.9 01-03-2014 14:59:59
6239.9 -0.06% -400.00
-0.06% 100 624389.99 -28260.00 2 -200.00 -0.11%
0.02% 0/0
NIFTY-I Short 01-03-2014 14:59:59
6239.9 01-03-2014 15:14:59
6253.05 0.21% -1315.00
-0.21% 100 623989.99 -29575.00 4 -328.75 -0.21%
0.10% 0/0
NIFTY-I Long 01-03-2014 15:14:59
6253.05 01-06-2014 09:29:59
6218.6 -0.55% -3445.00
-0.55% 100 625304.98 -33020.00 7 -492.14 -0.55%
0.13% 0/0
NIFTY-I Short 01-06-2014 09:29:59
6218.6 01-06-2014 10:09:59
6226.85 0.13% -825.00
-0.13% 100 621860.01 -33845.00 9 -91.67 -0.18%
0.10% 0/0
NIFTY-I Long 01-06-2014 10:09:59
6226.85 01-06-2014 12:09:59
6225.45 -0.02% -140.00
-0.02% 100 622685.01 -33985.00 25 -5.60 -0.07%
0.13% 0/0
NIFTY-I Short 01-06-2014 12:09:59
6225.45 01-06-2014 12:24:59
6237.7 0.20% -1225.00
-0.20% 100 622545.02 -35210.00 4 -306.25 -0.20%
0.00% 0/0
NIFTY-I Long 01-06-2014 12:24:59
6237.7 01-06-2014 13:09:59
6224 -0.22% -1370.00
-0.22% 100 623770.02 -36580.00 10 -137.00 -0.22%
0.00% 0/0
NIFTY-I Short 01-06-2014 13:09:59
6224 01-07-2014 09:19:59
6247.9 0.38% -2390.00
-0.38% 100 622400.00 -38970.00 30 -79.67 -0.39%
0.34% 0/0
NIFTY-I Long 01-07-2014 09:19:59
6247.9 01-07-2014 09:44:59
6228 -0.32% -1990.00
-0.32% 100 624789.99 -40960.00 6 -331.67 -0.32%
0.19% 0/0
NIFTY-I Short 01-07-2014 09:44:59
6228 01-07-2014 11:39:59
6196.95 -0.50% 3105.00
0.50% 100 622800.00 -37855.00 24 129.38 -0.16%
0.89% 0/0
NIFTY-I Long 01-07-2014 11:39:59
6196.95 01-07-2014 11:59:59
6190.05 -0.11% -690.00
-0.11% 100 619695.02 -38545.00 5 -138.00 -0.15%
0.02% 0/0
NIFTY-I Short 01-07-2014 11:59:59
6190.05 01-07-2014 13:54:59
6192.45 0.04% -240.00
-0.04% 100 619004.98 -38785.00 24 -10.00 -0.12%
0.18% 0/0
NIFTY-I Long 01-07-2014 13:54:59
6192.45 01-08-2014 11:54:59
6203.9 0.18% 1145.00
0.18% 100 619245.02 -37640.00 52 22.02 -0.13%
0.56% 0/0
NIFTY-I Short 01-08-2014 11:54:59
6203.9 01-08-2014 14:19:59
6205.55 0.03% -165.00
-0.03% 100 620389.99 -37805.00 30 -5.50 -0.13%
0.30% 0/0
NIFTY-I Long 01-08-2014 14:19:59
6205.55 01-08-2014 15:09:59
6195.55 -0.16% -1000.00
-0.16% 100 620554.98 -38805.00 11 -90.91 -0.18%
0.15% 0/0
NIFTY-I Short 01-08-2014 15:09:59
6195.55 01-09-2014 14:29:59
6194.4 -0.02% 115.00
0.02% 100 619554.98 -38690.00 69 1.67 -0.14%
0.55% 0/0
NIFTY-I Long 01-09-2014 14:29:59
6194.4 01-09-2014 15:09:59
6182.2 -0.20% -1220.00
-0.20% 100 619439.99 -39910.00 9 -135.56 -0.20%
0.11% 0/0
NIFTY-I Short 01-09-2014 15:09:59
6182.2 01-10-2014 10:14:59
6188.65 0.10% -645.00
-0.10% 100 618220.02 -40555.00 18 -35.83 -0.20%
0.42% 0/0
NIFTY-I Long 01-10-2014 10:14:59
6188.65 01-10-2014 15:09:59
6173.25 -0.25% -1540.00
-0.25% 100 618864.99 -42095.00 60 -25.67 -0.25%
1.30% 0/0
NIFTY-I Short 01-10-2014 15:09:59
6173.25 01-13-2014 13:09:59
6253 1.29% -7975.00
-1.29% 100 617325.00 -50070.00 52 -153.37 -1.51%
0.09% 0/0
NIFTY-I Long 01-13-2014 13:09:59
6253 01-14-2014 11:14:59
6267.55 0.23% 1455.00
0.23% 100 625300.00 -48615.00 54 26.94 -0.10%
0.78% 0/0
NIFTY-I Short 01-14-2014 11:14:59
6267.55 01-14-2014 12:59:59
6266.6 -0.02% 95.00
0.02% 100 626754.98 -48520.00 22 4.32 -0.11%
0.18% 0/0
NIFTY-I Long 01-14-2014 12:59:59
6266.6 01-14-2014 13:04:59
6261.6 -0.08% -500.00
-0.08% 100 626660.01 -49020.00 2 -250.00 -0.08%
0.03% 0/0
NIFTY-I Short 01-14-2014 13:04:59
6261.6 01-14-2014 14:39:59
6262.75 0.02% -115.00
-0.02% 100 626160.01 -49135.00 20 -5.75 -0.10%
0.29% 0/0
NIFTY-I Long 01-14-2014 14:39:59
6262.75 01-14-2014 15:09:59
6252 -0.17% -1075.00
-0.17% 100 626275.00 -50210.00 7 -153.57 -0.17%
0.17% 0/0
NIFTY-I Short 01-14-2014 15:09:59
6252 01-14-2014 15:34:59
6262.05 0.16% -1005.00
-0.16% 100 625200.00 -51215.00 6 -167.50 -0.19%
0.09% 0/0
NIFTY-I Short 01-16-2014 12:24:59
6314.6 01-20-2014 10:29:59
6311.3 -0.05% 330.00
0.05% 100 631460.01 -50885.00 130 2.54 -0.38%
1.07% 0/0
NIFTY-I Long 01-20-2014 10:29:59
6311.3 01-20-2014 11:19:59
6304.4 -0.11% -690.00
-0.11% 100 631129.98 -51575.00 11 -62.73 -0.11%
0.11% 0/0
NIFTY-I Short 01-20-2014 11:19:59
6304.4 01-20-2014 14:34:59
6304 -0.01% 40.00
0.01% 100 630439.99 -51535.00 40 1.00 -0.09%
0.26% 0/0
NIFTY-I Long 01-20-2014 14:34:59
6304 01-20-2014 14:44:59
6294.5 -0.15% -950.00
-0.15% 100 630400.00 -52485.00 3 -316.67 -0.15%
0.11% 0/0
NIFTY-I Short 01-20-2014 14:44:59
6294.5 01-20-2014 14:54:59
6325.25 0.49% -3075.00
-0.49% 100 629450.00 -55560.00 3 -1025.00 -0.49%
0.02% 0/0
NIFTY-I Open Long 01-20-2014 14:54:59
6325.25 01-20-2014 15:34:59
6317.9 -0.12% -735.00
-0.12% 100 632525.00 -56295.00 10 -73.50 -0.43%
0.11% 0/0
20/12/13 TO 19/1/14
Statistics | Charts | Trades | Formula | Settings | Symbols
Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 343705.00 381395.00 362310.00
Net Profit -56295.00 -18605.00 -37690.00
Net Profit % -14.07 % -4.65 % -9.42 %
Exposure % 52.91 % 17.88 % 35.03 %
Net Risk Adjusted Return % -26.60 % -26.01 % -26.90 %
Annual Return % -83.24 % -42.92 % -68.81 %
Risk Adjusted Return % -157.31 % -240.05 % -196.45 %
Total transaction costs 0.00 0.00 0.00
--------------------------------------------------------------------------------
All trades 63 31 (49.21 %) 32 (50.79 %)
Avg. Profit/Loss -893.57 -600.16 -1177.81
Avg. Profit/Loss % -0.11 % -0.09 % -0.13 %
Avg. Bars Held 24.02 17.90 29.94
--------------------------------------------------------------------------------
Winners 12 (19.05 %) 5 (7.94 %) 7 (11.11 %)
Total Profit 24490.00 5235.00 19255.00
Avg. Profit 2040.83 1047.00 2750.71
Avg. Profit % 0.32 % 0.17 % 0.43 %
Avg. Bars Held 60.17 55.00 63.86
Max. Consecutive 2 1 2
Largest win 14020.00 2490.00 14020.00
# bars in largest win 110 36 110
--------------------------------------------------------------------------------
Losers 51 (80.95 %) 26 (41.27 %) 25 (39.68 %)
Total Loss -80785.00 -23840.00 -56945.00
Avg. Loss -1584.02 -916.92 -2277.80
Avg. Loss % -0.21 % -0.14 % -0.29 %
Avg. Bars Held 15.51 10.77 20.44
Max. Consecutive 13 6 13
Largest loss -23300.00 -3445.00 -23300.00
# bars in largest loss 156 7 156
--------------------------------------------------------------------------------
Max. trade drawdown -28260.00 -8825.00 -28260.00
Max. trade % drawdown -2.28 % -1.41 % -2.28 %
Max. system drawdown -56615.00 -19435.00 -38000.00
Max. system % drawdown -14.14 % -4.85 % -9.49 %
Recovery Factor -0.99 -0.96 -0.99
CAR/MaxDD -5.89 -8.85 -7.25
RAR/MaxDD -11.12 -49.51 -20.70
Profit Factor 0.30 0.22 0.34
Payoff Ratio 1.29 1.14 1.21
Standard Error 6329.90 1589.45 6107.71
Risk-Reward Ratio -61.50 -148.56 -25.08
Ulcer Index 9.86 2.89 7.39
Ulcer Performance Index -8.99 -16.74 -10.04
Sharpe Ratio of trades -7.37 -18.55 -5.70
K-Ratio -0.0379 -0.0915 -0.0154
Statistics | Charts | Trades | Formula | Settings | Symbols
Trades
Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
NIFTY-I Short 12-20-2013 11:09:59
6190.5 12-24-2013 11:34:59
6307 1.88% -23300.00
-1.88% 200 1238100.00 -23300.00 156 -149.36 -2.32%
0.07% 0/0
NIFTY-I Long 12-24-2013 11:34:59
6307 12-24-2013 12:24:59
6303.8 -0.05% -320.00
-0.05% 100 630700.00 -23620.00 11 -29.09 -0.08%
0.07% 0/0
NIFTY-I Short 12-24-2013 12:24:59
6303.8 12-26-2013 10:24:59
6288.3 -0.25% 1550.00
0.25% 100 630379.98 -22070.00 52 29.81 -0.04%
0.52% 0/0
NIFTY-I Long 12-26-2013 10:24:59
6288.3 12-26-2013 11:49:59
6284.35 -0.06% -790.00
-0.06% 200 1257659.96 -22860.00 18 -43.89 -0.06%
0.10% 0/0
NIFTY-I Short 12-26-2013 11:49:59
6284.35 12-26-2013 12:39:59
6287.8 0.05% -690.00
-0.05% 200 1256870.02 -23550.00 11 -62.73 -0.06%
0.02% 0/0
NIFTY-I Long 12-26-2013 12:39:59
6287.8 12-26-2013 13:24:59
6286.05 -0.03% -175.00
-0.03% 100 628779.98 -23725.00 10 -17.50 -0.06%
0.06% 0/0
NIFTY-I Short 12-26-2013 13:24:59
6286.05 12-26-2013 13:34:59
6289.9 0.06% -385.00
-0.06% 100 628604.98 -24110.00 3 -128.33 -0.06%
0.08% 0/0
NIFTY-I Long 12-26-2013 13:34:59
6289.9 12-26-2013 14:04:59
6280.65 -0.15% -925.00
-0.15% 100 628989.99 -25035.00 7 -132.14 -0.15%
0.14% 0/0
NIFTY-I Short 12-26-2013 14:04:59
6280.65 12-26-2013 14:59:59
6304.2 0.37% -2355.00
-0.37% 100 628064.99 -27390.00 12 -196.25 -0.37%
0.11% 0/0
NIFTY-I Long 12-26-2013 14:59:59
6304.2 12-26-2013 15:04:59
6276.05 -0.45% -2815.00
-0.45% 100 630420.02 -30205.00 2 -1407.50 -0.45%
0.02% 0/0
NIFTY-I Short 12-26-2013 15:04:59
6276.05 12-27-2013 09:19:59
6346.6 1.12% -7055.00
-1.12% 100 627604.98 -37260.00 8 -881.88 -1.12%
0.16% 0/0
NIFTY-I Long 12-27-2013 09:19:59
6346.6 12-30-2013 10:29:59
6347.7 0.02% 110.00
0.02% 100 634660.01 -37150.00 91 1.21 -0.18%
0.68% 0/0
NIFTY-I Short 12-30-2013 10:29:59
6347.7 12-30-2013 12:04:59
6353.5 0.09% -580.00
-0.09% 100 634770.02 -37730.00 20 -29.00 -0.16%
0.06% 0/0
NIFTY-I Long 12-30-2013 12:04:59
6353.5 12-30-2013 12:39:59
6347.3 -0.10% -620.00
-0.10% 100 635350.00 -38350.00 8 -77.50 -0.10%
0.01% 0/0
NIFTY-I Short 12-30-2013 12:39:59
6347.3 12-31-2013 09:24:59
6354.7 0.12% -740.00
-0.12% 100 634729.98 -39090.00 38 -19.47 -0.52%
0.40% 0/0
NIFTY-I Long 12-31-2013 09:24:59
6354.7 12-31-2013 11:39:59
6349.1 -0.09% -560.00
-0.09% 100 635470.02 -39650.00 28 -20.00 -0.25%
0.15% 0/0
NIFTY-I Short 12-31-2013 11:39:59
6349.1 12-31-2013 12:24:59
6354.1 0.08% -500.00
-0.08% 100 634910.01 -40150.00 10 -50.00 -0.14%
0.03% 0/0
NIFTY-I Long 12-31-2013 12:24:59
6354.1 12-31-2013 12:29:59
6350.6 -0.06% -350.00
-0.06% 100 635410.01 -40500.00 2 -175.00 -0.06%
0.03% 0/0
NIFTY-I Short 12-31-2013 12:29:59
6350.6 12-31-2013 13:29:59
6352.2 0.03% -160.00
-0.03% 100 635060.01 -40660.00 13 -12.31 -0.06%
0.09% 0/0
NIFTY-I Long 12-31-2013 13:29:59
6352.2 12-31-2013 13:49:59
6348.8 -0.05% -340.00
-0.05% 100 635220.02 -41000.00 5 -68.00 -0.05%
0.08% 0/0
NIFTY-I Short 12-31-2013 13:49:59
6348.8 12-31-2013 13:59:59
6352.4 0.06% -360.00
-0.06% 100 634879.98 -41360.00 3 -120.00 -0.08%
0.01% 0/0
NIFTY-I Long 12-31-2013 13:59:59
6352.4 12-31-2013 14:24:59
6348.95 -0.05% -345.00
-0.05% 100 635239.99 -41705.00 6 -57.50 -0.05%
0.05% 0/0
NIFTY-I Short 12-31-2013 14:24:59
6348.95 12-31-2013 15:09:59
6356.35 0.12% -740.00
-0.12% 100 634895.02 -42445.00 10 -74.00 -0.12%
0.06% 0/0
NIFTY-I Long 12-31-2013 15:09:59
6356.35 01-01-2014 09:39:59
6351.5 -0.08% -485.00
-0.08% 100 635635.01 -42930.00 10 -48.50 -0.18%
0.21% 0/0
NIFTY-I Short 01-01-2014 09:39:59
6351.5 01-01-2014 10:19:59
6355.95 0.07% -445.00
-0.07% 100 635150.00 -43375.00 9 -49.44 -0.07%
0.02% 0/0
NIFTY-I Long 01-01-2014 10:19:59
6355.95 01-01-2014 13:44:59
6356.3 0.01% 35.00
0.01% 100 635595.02 -43340.00 42 0.83 -0.04%
0.14% 0/0
NIFTY-I Short 01-01-2014 13:44:59
6356.3 01-01-2014 14:49:59
6359.7 0.05% -340.00
-0.05% 100 635629.98 -43680.00 14 -24.29 -0.05%
0.07% 0/0
NIFTY-I Long 01-01-2014 14:49:59
6359.7 01-01-2014 15:09:59
6356 -0.06% -370.00
-0.06% 100 635970.02 -44050.00 5 -74.00 -0.08%
0.06% 0/0
NIFTY-I Short 01-01-2014 15:09:59
6356 01-01-2014 15:24:59
6359.2 0.05% -320.00
-0.05% 100 635600.00 -44370.00 4 -80.00 -0.05%
0.01% 0/0
NIFTY-I Long 01-01-2014 15:24:59
6359.2 01-02-2014 12:04:59
6384.1 0.39% 2490.00
0.39% 100 635920.02 -41880.00 36 69.17 -0.21%
0.78% 0/0
NIFTY-I Short 01-02-2014 12:04:59
6384.1 01-03-2014 14:54:59
6243.9 -2.20% 14020.00
2.20% 100 638410.01 -27860.00 110 127.45 -0.11%
2.87% 0/0
NIFTY-I Long 01-03-2014 14:54:59
6243.9 01-03-2014 14:59:59
6239.9 -0.06% -400.00
-0.06% 100 624389.99 -28260.00 2 -200.00 -0.11%
0.02% 0/0
NIFTY-I Short 01-03-2014 14:59:59
6239.9 01-03-2014 15:14:59
6253.05 0.21% -1315.00
-0.21% 100 623989.99 -29575.00 4 -328.75 -0.21%
0.10% 0/0
NIFTY-I Long 01-03-2014 15:14:59
6253.05 01-06-2014 09:29:59
6218.6 -0.55% -3445.00
-0.55% 100 625304.98 -33020.00 7 -492.14 -0.55%
0.13% 0/0
NIFTY-I Short 01-06-2014 09:29:59
6218.6 01-06-2014 10:09:59
6226.85 0.13% -825.00
-0.13% 100 621860.01 -33845.00 9 -91.67 -0.18%
0.10% 0/0
NIFTY-I Long 01-06-2014 10:09:59
6226.85 01-06-2014 12:09:59
6225.45 -0.02% -140.00
-0.02% 100 622685.01 -33985.00 25 -5.60 -0.07%
0.13% 0/0
NIFTY-I Short 01-06-2014 12:09:59
6225.45 01-06-2014 12:24:59
6237.7 0.20% -1225.00
-0.20% 100 622545.02 -35210.00 4 -306.25 -0.20%
0.00% 0/0
NIFTY-I Long 01-06-2014 12:24:59
6237.7 01-06-2014 13:09:59
6224 -0.22% -1370.00
-0.22% 100 623770.02 -36580.00 10 -137.00 -0.22%
0.00% 0/0
NIFTY-I Short 01-06-2014 13:09:59
6224 01-07-2014 09:19:59
6247.9 0.38% -2390.00
-0.38% 100 622400.00 -38970.00 30 -79.67 -0.39%
0.34% 0/0
NIFTY-I Long 01-07-2014 09:19:59
6247.9 01-07-2014 09:44:59
6228 -0.32% -1990.00
-0.32% 100 624789.99 -40960.00 6 -331.67 -0.32%
0.19% 0/0
NIFTY-I Short 01-07-2014 09:44:59
6228 01-07-2014 11:39:59
6196.95 -0.50% 3105.00
0.50% 100 622800.00 -37855.00 24 129.38 -0.16%
0.89% 0/0
NIFTY-I Long 01-07-2014 11:39:59
6196.95 01-07-2014 11:59:59
6190.05 -0.11% -690.00
-0.11% 100 619695.02 -38545.00 5 -138.00 -0.15%
0.02% 0/0
NIFTY-I Short 01-07-2014 11:59:59
6190.05 01-07-2014 13:54:59
6192.45 0.04% -240.00
-0.04% 100 619004.98 -38785.00 24 -10.00 -0.12%
0.18% 0/0
NIFTY-I Long 01-07-2014 13:54:59
6192.45 01-08-2014 11:54:59
6203.9 0.18% 1145.00
0.18% 100 619245.02 -37640.00 52 22.02 -0.13%
0.56% 0/0
NIFTY-I Short 01-08-2014 11:54:59
6203.9 01-08-2014 14:19:59
6205.55 0.03% -165.00
-0.03% 100 620389.99 -37805.00 30 -5.50 -0.13%
0.30% 0/0
NIFTY-I Long 01-08-2014 14:19:59
6205.55 01-08-2014 15:09:59
6195.55 -0.16% -1000.00
-0.16% 100 620554.98 -38805.00 11 -90.91 -0.18%
0.15% 0/0
NIFTY-I Short 01-08-2014 15:09:59
6195.55 01-09-2014 14:29:59
6194.4 -0.02% 115.00
0.02% 100 619554.98 -38690.00 69 1.67 -0.14%
0.55% 0/0
NIFTY-I Long 01-09-2014 14:29:59
6194.4 01-09-2014 15:09:59
6182.2 -0.20% -1220.00
-0.20% 100 619439.99 -39910.00 9 -135.56 -0.20%
0.11% 0/0
NIFTY-I Short 01-09-2014 15:09:59
6182.2 01-10-2014 10:14:59
6188.65 0.10% -645.00
-0.10% 100 618220.02 -40555.00 18 -35.83 -0.20%
0.42% 0/0
NIFTY-I Long 01-10-2014 10:14:59
6188.65 01-10-2014 15:09:59
6173.25 -0.25% -1540.00
-0.25% 100 618864.99 -42095.00 60 -25.67 -0.25%
1.30% 0/0
NIFTY-I Short 01-10-2014 15:09:59
6173.25 01-13-2014 13:09:59
6253 1.29% -7975.00
-1.29% 100 617325.00 -50070.00 52 -153.37 -1.51%
0.09% 0/0
NIFTY-I Long 01-13-2014 13:09:59
6253 01-14-2014 11:14:59
6267.55 0.23% 1455.00
0.23% 100 625300.00 -48615.00 54 26.94 -0.10%
0.78% 0/0
NIFTY-I Short 01-14-2014 11:14:59
6267.55 01-14-2014 12:59:59
6266.6 -0.02% 95.00
0.02% 100 626754.98 -48520.00 22 4.32 -0.11%
0.18% 0/0
NIFTY-I Long 01-14-2014 12:59:59
6266.6 01-14-2014 13:04:59
6261.6 -0.08% -500.00
-0.08% 100 626660.01 -49020.00 2 -250.00 -0.08%
0.03% 0/0
NIFTY-I Short 01-14-2014 13:04:59
6261.6 01-14-2014 14:39:59
6262.75 0.02% -115.00
-0.02% 100 626160.01 -49135.00 20 -5.75 -0.10%
0.29% 0/0
NIFTY-I Long 01-14-2014 14:39:59
6262.75 01-14-2014 15:09:59
6252 -0.17% -1075.00
-0.17% 100 626275.00 -50210.00 7 -153.57 -0.17%
0.17% 0/0
NIFTY-I Short 01-14-2014 15:09:59
6252 01-14-2014 15:34:59
6262.05 0.16% -1005.00
-0.16% 100 625200.00 -51215.00 6 -167.50 -0.19%
0.09% 0/0
NIFTY-I Short 01-16-2014 12:24:59
6314.6 01-20-2014 10:29:59
6311.3 -0.05% 330.00
0.05% 100 631460.01 -50885.00 130 2.54 -0.38%
1.07% 0/0
NIFTY-I Long 01-20-2014 10:29:59
6311.3 01-20-2014 11:19:59
6304.4 -0.11% -690.00
-0.11% 100 631129.98 -51575.00 11 -62.73 -0.11%
0.11% 0/0
NIFTY-I Short 01-20-2014 11:19:59
6304.4 01-20-2014 14:34:59
6304 -0.01% 40.00
0.01% 100 630439.99 -51535.00 40 1.00 -0.09%
0.26% 0/0
NIFTY-I Long 01-20-2014 14:34:59
6304 01-20-2014 14:44:59
6294.5 -0.15% -950.00
-0.15% 100 630400.00 -52485.00 3 -316.67 -0.15%
0.11% 0/0
NIFTY-I Short 01-20-2014 14:44:59
6294.5 01-20-2014 14:54:59
6325.25 0.49% -3075.00
-0.49% 100 629450.00 -55560.00 3 -1025.00 -0.49%
0.02% 0/0
NIFTY-I Open Long 01-20-2014 14:54:59
6325.25 01-20-2014 15:34:59
6317.9 -0.12% -735.00
-0.12% 100 632525.00 -56295.00 10 -73.50 -0.43%
0.11% 0/0
01/01/2014 to 31/01/2014 RMO
Statistics | Charts | Trades | Formula | Settings | Symbols
Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 570760.00 419960.00 550800.00
Net Profit 170760.00 19960.00 150800.00
Net Profit % 42.69 % 4.99 % 37.70 %
Exposure % 73.03 % 25.87 % 47.16 %
Net Risk Adjusted Return % 58.46 % 19.29 % 79.94 %
Annual Return % 8674.63 % 84.57 % 5505.98 %
Risk Adjusted Return % 11878.33 % 326.91 % 11675.62 %
Total transaction costs 0.00 0.00 0.00
--------------------------------------------------------------------------------
All trades 45 22 (48.89 %) 23 (51.11 %)
Avg. Profit/Loss 3794.67 907.27 6556.52
Avg. Profit/Loss % 0.34 % 0.08 % 0.59 %
Avg. Bars Held 37.58 27.41 47.30
--------------------------------------------------------------------------------
Winners 20 (44.44 %) 9 (20.00 %) 11 (24.44 %)
Total Profit 230775.00 46650.00 184125.00
Avg. Profit 11538.75 5183.33 16738.64
Avg. Profit % 1.04 % 0.47 % 1.51 %
Avg. Bars Held 65.00 56.33 72.09
Max. Consecutive 3 2 3
Largest win 73040.00 13160.00 73040.00
# bars in largest win 212 55 212
--------------------------------------------------------------------------------
Losers 25 (55.56 %) 13 (28.89 %) 12 (26.67 %)
Total Loss -60015.00 -26690.00 -33325.00
Avg. Loss -2400.60 -2053.08 -2777.08
Avg. Loss % -0.22 % -0.19 % -0.25 %
Avg. Bars Held 15.64 7.38 24.58
Max. Consecutive 5 5 3
Largest loss -7645.00 -6965.00 -7645.00
# bars in largest loss 140 14 140
--------------------------------------------------------------------------------
Max. trade drawdown -14530.00 -12820.00 -14530.00
Max. trade % drawdown -1.26 % -1.20 % -1.26 %
Max. system drawdown -31875.00 -20615.00 -31700.00
Max. system % drawdown -6.97 % -4.92 % -6.73 %
Recovery Factor 5.36 0.97 4.76
CAR/MaxDD 1244.06 17.17 818.62
RAR/MaxDD 1703.51 66.38 1735.91
Profit Factor 3.85 1.75 5.53
Payoff Ratio 4.81 2.52 6.03
Standard Error 18389.88 4176.54 19138.95
Risk-Reward Ratio 78.68 59.14 62.69
Ulcer Index 2.47 2.18 2.89
Ulcer Performance Index 3510.90 36.33 1902.65
Sharpe Ratio of trades 6.45 5.06 7.54
K-Ratio 0.0444 0.0334 0.0354
Statistics | Charts | Trades | Formula | Settings | Symbols
Trades
Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
BANKNIFTY-I Short 01-01-2014 09:39:59
11461 01-01-2014 09:49:59
11470.7 0.08% -965.00
-0.08% 100 1146100.00 -965.00 3 -321.67 -0.10%
0.01% 0/0
BANKNIFTY-I Long 01-01-2014 09:49:59
11470.7 01-01-2014 13:49:59
11472 0.01% 140.00
0.01% 100 1147065.04 -825.00 49 2.86 -0.05%
0.29% 0/0
BANKNIFTY-I Short 01-01-2014 13:49:59
11472 01-01-2014 14:54:59
11478 0.05% -595.00
-0.05% 100 1147204.98 -1420.00 14 -42.50 -0.24%
0.14% 0/0
BANKNIFTY-I Long 01-01-2014 14:54:59
11478 01-01-2014 15:04:59
11472.7 -0.05% -535.00
-0.05% 100 1147800.00 -1955.00 3 -178.33 -0.05%
0.02% 0/0
BANKNIFTY-I Short 01-01-2014 15:04:59
11472.7 01-01-2014 15:19:59
11482.7 0.09% -1000.00
-0.09% 100 1147265.04 -2955.00 4 -250.00 -0.11%
0.06% 0/0
BANKNIFTY-I Long 01-01-2014 15:19:59
11482.7 01-02-2014 13:34:59
11614.3 1.15% 13160.00
1.15% 100 1148265.04 10205.00 55 239.27 -0.14%
1.70% 0/0
BANKNIFTY-I Short 01-02-2014 13:34:59
11614.3 01-03-2014 14:44:59
11243.5 -3.19% 37080.00
3.19% 100 1161425.00 47285.00 90 412.00 -0.12%
4.42% 0/0
BANKNIFTY-I Long 01-03-2014 14:44:59
11243.5 01-06-2014 09:34:59
11173.8 -0.62% -6965.00
-0.62% 100 1124345.02 40320.00 14 -497.50 -0.71%
0.53% 0/0
BANKNIFTY-I Short 01-06-2014 09:34:59
11173.8 01-06-2014 10:29:59
11157.7 -0.14% 1610.00
0.14% 100 1117379.98 41930.00 12 134.17 -0.17%
0.59% 0/0
BANKNIFTY-I Long 01-06-2014 10:29:59
11157.7 01-06-2014 10:34:59
11132.9 -0.22% -2480.00
-0.22% 100 1115770.02 39450.00 2 -1240.00 -0.22%
0.01% 0/0
BANKNIFTY-I Short 01-06-2014 10:34:59
11132.9 01-06-2014 12:04:59
11141.2 0.07% -830.00
-0.07% 100 1113290.04 38620.00 19 -43.68 -0.23%
0.16% 0/0
BANKNIFTY-I Long 01-06-2014 12:04:59
11141.2 01-06-2014 12:09:59
11133.5 -0.07% -765.00
-0.07% 100 1114120.02 37855.00 2 -382.50 -0.07%
0.06% 0/0
BANKNIFTY-I Short 01-06-2014 12:09:59
11133.5 01-06-2014 12:24:59
11152.1 0.17% -1855.00
-0.17% 100 1113354.98 36000.00 4 -463.75 -0.17%
0.05% 0/0
BANKNIFTY-I Long 01-06-2014 12:24:59
11152.1 01-06-2014 13:09:59
11126.8 -0.23% -2535.00
-0.23% 100 1115209.96 33465.00 10 -253.50 -0.23%
0.07% 0/0
BANKNIFTY-I Short 01-06-2014 13:09:59
11126.8 01-07-2014 11:39:59
11016.3 -0.99% 11040.00
0.99% 100 1112675.00 44505.00 58 190.34 -0.84%
1.58% 0/0
BANKNIFTY-I Long 01-07-2014 11:39:59
11016.3 01-07-2014 11:59:59
11000 -0.15% -1635.00
-0.15% 100 1101634.96 42870.00 5 -327.00 -0.21%
0.05% 0/0
BANKNIFTY-I Short 01-07-2014 11:59:59
11000 01-07-2014 13:59:59
11023.8 0.22% -2380.00
-0.22% 100 1100000.00 40490.00 25 -95.20 -0.22%
0.57% 0/0
BANKNIFTY-I Long 01-07-2014 13:59:59
11023.8 01-08-2014 12:49:59
11105 0.74% 8120.00
0.74% 100 1102379.98 48610.00 62 130.97 -0.23%
1.43% 0/0
BANKNIFTY-I Short 01-08-2014 12:49:59
11105 01-09-2014 14:14:59
11017.8 -0.79% 8725.00
0.79% 100 1110500.00 57335.00 93 93.82 -0.57%
1.39% 0/0
BANKNIFTY-I Long 01-09-2014 14:14:59
11017.8 01-09-2014 15:19:59
11006 -0.11% -1175.00
-0.11% 100 1101775.00 56160.00 14 -83.93 -0.21%
0.47% 0/0
BANKNIFTY-I Short 01-09-2014 15:19:59
11006 01-10-2014 10:34:59
10986.5 -0.18% 1950.00
0.18% 100 1100600.00 58110.00 19 102.63 -0.39%
1.13% 0/0
BANKNIFTY-I Long 01-10-2014 10:34:59
10986.5 01-10-2014 12:24:59
11013.4 0.24% 2690.00
0.24% 100 1098650.00 60800.00 23 116.96 -0.30%
1.18% 0/0
BANKNIFTY-I Short 01-10-2014 12:24:59
11013.4 01-13-2014 09:39:59
10945 -0.62% 6835.00
0.62% 100 1101340.04 67635.00 43 158.95 -0.75%
1.85% 0/0
BANKNIFTY-I Long 01-13-2014 09:39:59
10945 01-13-2014 10:39:59
10938 -0.06% -705.00
-0.06% 100 1094504.98 66930.00 13 -54.23 -0.08%
0.41% 0/0
BANKNIFTY-I Short 01-13-2014 10:39:59
10938 01-13-2014 11:34:59
10963 0.23% -2500.00
-0.23% 100 1093800.00 64430.00 12 -208.33 -0.23%
0.25% 0/0
BANKNIFTY-I Long 01-13-2014 11:34:59
10963 01-13-2014 11:59:59
10942 -0.19% -2095.00
-0.19% 100 1096300.00 62335.00 6 -349.17 -0.21%
0.06% 0/0
BANKNIFTY-I Short 01-13-2014 11:59:59
10942 01-13-2014 13:09:59
10973 0.28% -3090.00
-0.28% 100 1094204.98 59245.00 15 -206.00 -0.28%
0.32% 0/0
BANKNIFTY-I Long 01-13-2014 13:09:59
10973 01-14-2014 11:19:59
11023.6 0.46% 5065.00
0.46% 100 1097295.02 64310.00 54 93.80 -0.23%
1.16% 0/0
BANKNIFTY-I Short 01-14-2014 11:19:59
11023.6 01-15-2014 09:24:59
11065 0.38% -4140.00
-0.38% 100 1102359.96 60170.00 53 -78.11 -0.38%
0.84% 0/0
BANKNIFTY-I Long 01-15-2014 09:24:59
11065 01-16-2014 12:14:59
11132 0.61% 6700.00
0.61% 100 1106500.00 66870.00 110 60.91 -0.41%
1.22% 0/0
BANKNIFTY-I Short 01-16-2014 12:14:59
11132 01-16-2014 13:59:59
11125 -0.06% 695.00
0.06% 100 1113200.00 67565.00 22 31.59 -0.07%
0.51% 0/0
BANKNIFTY-I Long 01-16-2014 13:59:59
11125 01-16-2014 15:09:59
11101 -0.22% -2405.00
-0.22% 100 1112504.98 65160.00 15 -160.33 -0.22%
0.27% 0/0
BANKNIFTY-I Short 01-16-2014 15:09:59
11101 01-20-2014 10:49:59
11018.8 -0.74% 8220.00
0.74% 100 1110100.00 73380.00 99 83.03 -0.22%
2.03% 0/0
BANKNIFTY-I Long 01-20-2014 10:49:59
11018.8 01-20-2014 11:09:59
11015.5 -0.03% -330.00
-0.03% 100 1101879.98 73050.00 5 -66.00 -0.07%
0.15% 0/0
BANKNIFTY-I Short 01-20-2014 11:09:59
11015.5 01-20-2014 14:34:59
11007.5 -0.07% 795.00
0.07% 100 1101550.00 73845.00 42 18.93 -0.17%
0.48% 0/0
BANKNIFTY-I Long 01-20-2014 14:34:59
11007.5 01-20-2014 14:44:59
10977 -0.28% -3050.00
-0.28% 100 1100754.98 70795.00 3 -1016.67 -0.28%
0.11% 0/0
BANKNIFTY-I Short 01-20-2014 14:44:59
10977 01-20-2014 14:59:59
11040.1 0.57% -6305.00
-0.57% 100 1097704.98 64490.00 4 -1576.25 -0.62%
0.05% 0/0
BANKNIFTY-I Long 01-20-2014 14:59:59
11040.1 01-21-2014 13:44:59
11115.7 0.68% 7555.00
0.68% 100 1104009.96 72045.00 61 123.85 -0.18%
1.33% 0/0
BANKNIFTY-I Short 01-21-2014 13:44:59
11115.7 01-23-2014 12:49:59
11192.1 0.69% -7645.00
-0.69% 100 1111565.04 64400.00 140 -54.61 -1.34%
0.11% 0/0
BANKNIFTY-I Long 01-23-2014 12:49:59
11192.1 01-23-2014 14:04:59
11200.5 0.08% 840.00
0.08% 100 1119209.96 65240.00 16 52.50 -0.08%
0.39% 0/0
BANKNIFTY-I Short 01-23-2014 14:04:59
11200.5 01-28-2014 12:54:59
10470.1 -6.52% 73040.00
6.52% 100 1120050.00 138280.00 212 344.53 -0.39%
7.77% 0/0
BANKNIFTY-I Long 01-28-2014 12:54:59
10470.1 01-28-2014 13:09:59
10450 -0.19% -2015.00
-0.19% 100 1047009.96 136265.00 4 -503.75 -0.29%
0.05% 0/0
BANKNIFTY-I Short 01-28-2014 13:09:59
10450 01-28-2014 13:14:59
10470.2 0.19% -2020.00
-0.19% 100 1044995.02 134245.00 2 -1010.00 -0.19%
0.11% 0/0
BANKNIFTY-I Long 01-28-2014 13:14:59
10470.2 01-29-2014 13:19:59
10494 0.23% 2380.00
0.23% 100 1047015.04 136625.00 77 30.91 -0.21%
1.81% 0/0
BANKNIFTY-I Open Short 01-29-2014 13:19:59
10494 01-30-2014 15:29:59
10152.6 -3.25% 34135.00
3.25% 100 1049395.02 170760.00 103 331.41 -0.57%
3.73% 0/0
Statistics | Charts | Trades | Formula | Settings | Symbols
Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 570760.00 419960.00 550800.00
Net Profit 170760.00 19960.00 150800.00
Net Profit % 42.69 % 4.99 % 37.70 %
Exposure % 73.03 % 25.87 % 47.16 %
Net Risk Adjusted Return % 58.46 % 19.29 % 79.94 %
Annual Return % 8674.63 % 84.57 % 5505.98 %
Risk Adjusted Return % 11878.33 % 326.91 % 11675.62 %
Total transaction costs 0.00 0.00 0.00
--------------------------------------------------------------------------------
All trades 45 22 (48.89 %) 23 (51.11 %)
Avg. Profit/Loss 3794.67 907.27 6556.52
Avg. Profit/Loss % 0.34 % 0.08 % 0.59 %
Avg. Bars Held 37.58 27.41 47.30
--------------------------------------------------------------------------------
Winners 20 (44.44 %) 9 (20.00 %) 11 (24.44 %)
Total Profit 230775.00 46650.00 184125.00
Avg. Profit 11538.75 5183.33 16738.64
Avg. Profit % 1.04 % 0.47 % 1.51 %
Avg. Bars Held 65.00 56.33 72.09
Max. Consecutive 3 2 3
Largest win 73040.00 13160.00 73040.00
# bars in largest win 212 55 212
--------------------------------------------------------------------------------
Losers 25 (55.56 %) 13 (28.89 %) 12 (26.67 %)
Total Loss -60015.00 -26690.00 -33325.00
Avg. Loss -2400.60 -2053.08 -2777.08
Avg. Loss % -0.22 % -0.19 % -0.25 %
Avg. Bars Held 15.64 7.38 24.58
Max. Consecutive 5 5 3
Largest loss -7645.00 -6965.00 -7645.00
# bars in largest loss 140 14 140
--------------------------------------------------------------------------------
Max. trade drawdown -14530.00 -12820.00 -14530.00
Max. trade % drawdown -1.26 % -1.20 % -1.26 %
Max. system drawdown -31875.00 -20615.00 -31700.00
Max. system % drawdown -6.97 % -4.92 % -6.73 %
Recovery Factor 5.36 0.97 4.76
CAR/MaxDD 1244.06 17.17 818.62
RAR/MaxDD 1703.51 66.38 1735.91
Profit Factor 3.85 1.75 5.53
Payoff Ratio 4.81 2.52 6.03
Standard Error 18389.88 4176.54 19138.95
Risk-Reward Ratio 78.68 59.14 62.69
Ulcer Index 2.47 2.18 2.89
Ulcer Performance Index 3510.90 36.33 1902.65
Sharpe Ratio of trades 6.45 5.06 7.54
K-Ratio 0.0444 0.0334 0.0354
Statistics | Charts | Trades | Formula | Settings | Symbols
Trades
Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
BANKNIFTY-I Short 01-01-2014 09:39:59
11461 01-01-2014 09:49:59
11470.7 0.08% -965.00
-0.08% 100 1146100.00 -965.00 3 -321.67 -0.10%
0.01% 0/0
BANKNIFTY-I Long 01-01-2014 09:49:59
11470.7 01-01-2014 13:49:59
11472 0.01% 140.00
0.01% 100 1147065.04 -825.00 49 2.86 -0.05%
0.29% 0/0
BANKNIFTY-I Short 01-01-2014 13:49:59
11472 01-01-2014 14:54:59
11478 0.05% -595.00
-0.05% 100 1147204.98 -1420.00 14 -42.50 -0.24%
0.14% 0/0
BANKNIFTY-I Long 01-01-2014 14:54:59
11478 01-01-2014 15:04:59
11472.7 -0.05% -535.00
-0.05% 100 1147800.00 -1955.00 3 -178.33 -0.05%
0.02% 0/0
BANKNIFTY-I Short 01-01-2014 15:04:59
11472.7 01-01-2014 15:19:59
11482.7 0.09% -1000.00
-0.09% 100 1147265.04 -2955.00 4 -250.00 -0.11%
0.06% 0/0
BANKNIFTY-I Long 01-01-2014 15:19:59
11482.7 01-02-2014 13:34:59
11614.3 1.15% 13160.00
1.15% 100 1148265.04 10205.00 55 239.27 -0.14%
1.70% 0/0
BANKNIFTY-I Short 01-02-2014 13:34:59
11614.3 01-03-2014 14:44:59
11243.5 -3.19% 37080.00
3.19% 100 1161425.00 47285.00 90 412.00 -0.12%
4.42% 0/0
BANKNIFTY-I Long 01-03-2014 14:44:59
11243.5 01-06-2014 09:34:59
11173.8 -0.62% -6965.00
-0.62% 100 1124345.02 40320.00 14 -497.50 -0.71%
0.53% 0/0
BANKNIFTY-I Short 01-06-2014 09:34:59
11173.8 01-06-2014 10:29:59
11157.7 -0.14% 1610.00
0.14% 100 1117379.98 41930.00 12 134.17 -0.17%
0.59% 0/0
BANKNIFTY-I Long 01-06-2014 10:29:59
11157.7 01-06-2014 10:34:59
11132.9 -0.22% -2480.00
-0.22% 100 1115770.02 39450.00 2 -1240.00 -0.22%
0.01% 0/0
BANKNIFTY-I Short 01-06-2014 10:34:59
11132.9 01-06-2014 12:04:59
11141.2 0.07% -830.00
-0.07% 100 1113290.04 38620.00 19 -43.68 -0.23%
0.16% 0/0
BANKNIFTY-I Long 01-06-2014 12:04:59
11141.2 01-06-2014 12:09:59
11133.5 -0.07% -765.00
-0.07% 100 1114120.02 37855.00 2 -382.50 -0.07%
0.06% 0/0
BANKNIFTY-I Short 01-06-2014 12:09:59
11133.5 01-06-2014 12:24:59
11152.1 0.17% -1855.00
-0.17% 100 1113354.98 36000.00 4 -463.75 -0.17%
0.05% 0/0
BANKNIFTY-I Long 01-06-2014 12:24:59
11152.1 01-06-2014 13:09:59
11126.8 -0.23% -2535.00
-0.23% 100 1115209.96 33465.00 10 -253.50 -0.23%
0.07% 0/0
BANKNIFTY-I Short 01-06-2014 13:09:59
11126.8 01-07-2014 11:39:59
11016.3 -0.99% 11040.00
0.99% 100 1112675.00 44505.00 58 190.34 -0.84%
1.58% 0/0
BANKNIFTY-I Long 01-07-2014 11:39:59
11016.3 01-07-2014 11:59:59
11000 -0.15% -1635.00
-0.15% 100 1101634.96 42870.00 5 -327.00 -0.21%
0.05% 0/0
BANKNIFTY-I Short 01-07-2014 11:59:59
11000 01-07-2014 13:59:59
11023.8 0.22% -2380.00
-0.22% 100 1100000.00 40490.00 25 -95.20 -0.22%
0.57% 0/0
BANKNIFTY-I Long 01-07-2014 13:59:59
11023.8 01-08-2014 12:49:59
11105 0.74% 8120.00
0.74% 100 1102379.98 48610.00 62 130.97 -0.23%
1.43% 0/0
BANKNIFTY-I Short 01-08-2014 12:49:59
11105 01-09-2014 14:14:59
11017.8 -0.79% 8725.00
0.79% 100 1110500.00 57335.00 93 93.82 -0.57%
1.39% 0/0
BANKNIFTY-I Long 01-09-2014 14:14:59
11017.8 01-09-2014 15:19:59
11006 -0.11% -1175.00
-0.11% 100 1101775.00 56160.00 14 -83.93 -0.21%
0.47% 0/0
BANKNIFTY-I Short 01-09-2014 15:19:59
11006 01-10-2014 10:34:59
10986.5 -0.18% 1950.00
0.18% 100 1100600.00 58110.00 19 102.63 -0.39%
1.13% 0/0
BANKNIFTY-I Long 01-10-2014 10:34:59
10986.5 01-10-2014 12:24:59
11013.4 0.24% 2690.00
0.24% 100 1098650.00 60800.00 23 116.96 -0.30%
1.18% 0/0
BANKNIFTY-I Short 01-10-2014 12:24:59
11013.4 01-13-2014 09:39:59
10945 -0.62% 6835.00
0.62% 100 1101340.04 67635.00 43 158.95 -0.75%
1.85% 0/0
BANKNIFTY-I Long 01-13-2014 09:39:59
10945 01-13-2014 10:39:59
10938 -0.06% -705.00
-0.06% 100 1094504.98 66930.00 13 -54.23 -0.08%
0.41% 0/0
BANKNIFTY-I Short 01-13-2014 10:39:59
10938 01-13-2014 11:34:59
10963 0.23% -2500.00
-0.23% 100 1093800.00 64430.00 12 -208.33 -0.23%
0.25% 0/0
BANKNIFTY-I Long 01-13-2014 11:34:59
10963 01-13-2014 11:59:59
10942 -0.19% -2095.00
-0.19% 100 1096300.00 62335.00 6 -349.17 -0.21%
0.06% 0/0
BANKNIFTY-I Short 01-13-2014 11:59:59
10942 01-13-2014 13:09:59
10973 0.28% -3090.00
-0.28% 100 1094204.98 59245.00 15 -206.00 -0.28%
0.32% 0/0
BANKNIFTY-I Long 01-13-2014 13:09:59
10973 01-14-2014 11:19:59
11023.6 0.46% 5065.00
0.46% 100 1097295.02 64310.00 54 93.80 -0.23%
1.16% 0/0
BANKNIFTY-I Short 01-14-2014 11:19:59
11023.6 01-15-2014 09:24:59
11065 0.38% -4140.00
-0.38% 100 1102359.96 60170.00 53 -78.11 -0.38%
0.84% 0/0
BANKNIFTY-I Long 01-15-2014 09:24:59
11065 01-16-2014 12:14:59
11132 0.61% 6700.00
0.61% 100 1106500.00 66870.00 110 60.91 -0.41%
1.22% 0/0
BANKNIFTY-I Short 01-16-2014 12:14:59
11132 01-16-2014 13:59:59
11125 -0.06% 695.00
0.06% 100 1113200.00 67565.00 22 31.59 -0.07%
0.51% 0/0
BANKNIFTY-I Long 01-16-2014 13:59:59
11125 01-16-2014 15:09:59
11101 -0.22% -2405.00
-0.22% 100 1112504.98 65160.00 15 -160.33 -0.22%
0.27% 0/0
BANKNIFTY-I Short 01-16-2014 15:09:59
11101 01-20-2014 10:49:59
11018.8 -0.74% 8220.00
0.74% 100 1110100.00 73380.00 99 83.03 -0.22%
2.03% 0/0
BANKNIFTY-I Long 01-20-2014 10:49:59
11018.8 01-20-2014 11:09:59
11015.5 -0.03% -330.00
-0.03% 100 1101879.98 73050.00 5 -66.00 -0.07%
0.15% 0/0
BANKNIFTY-I Short 01-20-2014 11:09:59
11015.5 01-20-2014 14:34:59
11007.5 -0.07% 795.00
0.07% 100 1101550.00 73845.00 42 18.93 -0.17%
0.48% 0/0
BANKNIFTY-I Long 01-20-2014 14:34:59
11007.5 01-20-2014 14:44:59
10977 -0.28% -3050.00
-0.28% 100 1100754.98 70795.00 3 -1016.67 -0.28%
0.11% 0/0
BANKNIFTY-I Short 01-20-2014 14:44:59
10977 01-20-2014 14:59:59
11040.1 0.57% -6305.00
-0.57% 100 1097704.98 64490.00 4 -1576.25 -0.62%
0.05% 0/0
BANKNIFTY-I Long 01-20-2014 14:59:59
11040.1 01-21-2014 13:44:59
11115.7 0.68% 7555.00
0.68% 100 1104009.96 72045.00 61 123.85 -0.18%
1.33% 0/0
BANKNIFTY-I Short 01-21-2014 13:44:59
11115.7 01-23-2014 12:49:59
11192.1 0.69% -7645.00
-0.69% 100 1111565.04 64400.00 140 -54.61 -1.34%
0.11% 0/0
BANKNIFTY-I Long 01-23-2014 12:49:59
11192.1 01-23-2014 14:04:59
11200.5 0.08% 840.00
0.08% 100 1119209.96 65240.00 16 52.50 -0.08%
0.39% 0/0
BANKNIFTY-I Short 01-23-2014 14:04:59
11200.5 01-28-2014 12:54:59
10470.1 -6.52% 73040.00
6.52% 100 1120050.00 138280.00 212 344.53 -0.39%
7.77% 0/0
BANKNIFTY-I Long 01-28-2014 12:54:59
10470.1 01-28-2014 13:09:59
10450 -0.19% -2015.00
-0.19% 100 1047009.96 136265.00 4 -503.75 -0.29%
0.05% 0/0
BANKNIFTY-I Short 01-28-2014 13:09:59
10450 01-28-2014 13:14:59
10470.2 0.19% -2020.00
-0.19% 100 1044995.02 134245.00 2 -1010.00 -0.19%
0.11% 0/0
BANKNIFTY-I Long 01-28-2014 13:14:59
10470.2 01-29-2014 13:19:59
10494 0.23% 2380.00
0.23% 100 1047015.04 136625.00 77 30.91 -0.21%
1.81% 0/0
BANKNIFTY-I Open Short 01-29-2014 13:19:59
10494 01-30-2014 15:29:59
10152.6 -3.25% 34135.00
3.25% 100 1049395.02 170760.00 103 331.41 -0.57%
3.73% 0/0
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