Nifty Paper Trading

[munde_77]

Just Nifty Paper Trading ... target 100% yearly:thumb:

 

[munde_77]

01-10-2013 to 3110-2013 Net Profit 17.5%

Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 200000.00 200000.00 200000.00
Ending capital 235025.00 240605.00 194420.00
Net Profit 35025.00 40605.00 -5580.00
Net Profit % 17.51 % 20.30 % -2.79 %
Exposure % 44.01 % 30.10 % 13.92 %
Net Risk Adjusted Return % 39.79 % 67.46 % -20.04 %
Annual Return % 612.34 % 847.71 % -29.13 %
Risk Adjusted Return % 1391.23 % 2816.71 % -209.26 %

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All trades 11 6 (54.55 %) 5 (45.45 %)
Avg. Profit/Loss 3184.09 6767.50 -1116.00
Avg. Profit/Loss % 0.52 % 1.12 % -0.20 %
Avg. Bars Held 140.27 173.67 100.20

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Winners 6 (54.55 %) 5 (45.45 %) 1 (9.09 %)
Total Profit 48750.00 41205.00 7545.00
Avg. Profit 8125.00 8241.00 7545.00
Avg. Profit % 1.34 % 1.36 % 1.21 %
Avg. Bars Held 191.50 187.60 211.00
Max. Consecutive 3 4 1
Largest win 15450.00 15450.00 7545.00
# bars in largest win 207 207 211

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Losers 5 (45.45 %) 1 (9.09 %) 4 (36.36 %)
Total Loss -13725.00 -600.00 -13125.00
Avg. Loss -2745.00 -600.00 -3281.25
Avg. Loss % -0.46 % -0.10 % -0.55 %
Avg. Bars Held 78.80 104.00 72.50
Max. Consecutive 3 1 4
Largest loss -8450.00 -600.00 -8450.00
# bars in largest loss 32 104 32

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Max. trade drawdown -10250.00 -10250.00 -8450.00
Max. trade % drawdown -1.70 % -1.70 % -1.43 %
Max. system drawdown -20715.00 -11530.00 -19215.00
Max. system % drawdown -9.57 % -5.32 % -9.40 %
Recovery Factor 1.69 3.52 -0.29
CAR/MaxDD 63.96 159.48 -3.10
RAR/MaxDD 145.33 529.91 -22.25
Profit Factor 3.55 68.68 0.57
Payoff Ratio 2.96 13.74 2.30
Standard Error 5324.37 3459.46 4247.29
Risk-Reward Ratio 52.72 106.20 -20.41
Ulcer Index 3.28 2.16 5.92
Ulcer Performance Index 185.31 389.50 -5.83
Sharpe Ratio of trades 5.31 13.36 -3.67
K-Ratio 0.0314 0.0632 -0.0121

 

[munde_77]

01/011/2013 to 18/011/2013 Net Profit -7.64%


Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 200000.00 200000.00 200000.00
Ending capital 184710.00 187445.00 197265.00
Net Profit -15290.00 -12555.00 -2735.00
Net Profit % -7.64 % -6.28 % -1.37 %
Exposure % 43.93 % 14.20 % 29.74 %
Net Risk Adjusted Return % -17.40 % -44.22 % -4.60 %
Annual Return % -81.87 % -75.14 % -25.59 %
Risk Adjusted Return % -186.35 % -529.32 % -86.07 %

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All trades 10 5 (50.00 %) 5 (50.00 %)
Avg. Profit/Loss -1529.00 -2511.00 -547.00
Avg. Profit/Loss % -0.25 % -0.40 % -0.09 %
Avg. Bars Held 69.00 45.40 92.60

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Winners 3 (30.00 %) 1 (10.00 %) 2 (20.00 %)
Total Profit 15355.00 5180.00 10175.00
Avg. Profit 5118.33 5180.00 5087.50
Avg. Profit % 0.82 % 0.84 % 0.81 %
Avg. Bars Held 125.67 77.00 150.00
Max. Consecutive 1 1 2
Largest win 9135.00 5180.00 9135.00
# bars in largest win 140 77 140

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Losers 7 (70.00 %) 4 (40.00 %) 3 (30.00 %)
Total Loss -30645.00 -17735.00 -12910.00
Avg. Loss -4377.86 -4433.75 -4303.33
Avg. Loss % -0.70 % -0.71 % -0.70 %
Avg. Bars Held 44.71 37.50 54.33
Max. Consecutive 4 4 2
Largest loss -8415.00 -6035.00 -8415.00
# bars in largest loss 22 26 22

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Max. trade drawdown -9865.00 -6085.00 -9865.00
Max. trade % drawdown -1.62 % -0.98 % -1.62 %
Max. system drawdown -25540.00 -20285.00 -17890.00
Max. system % drawdown -12.54 % -10.09 % -8.31 %
Recovery Factor -0.60 -0.62 -0.15
CAR/MaxDD -6.53 -7.45 -3.08
RAR/MaxDD -14.86 -52.47 -10.35
Profit Factor 0.50 0.29 0.79
Payoff Ratio 1.17 1.17 1.18
Standard Error 3999.60 1765.60 4129.52
Risk-Reward Ratio -80.31 -254.57 31.06
Ulcer Index 5.87 6.08 3.37
Ulcer Performance Index -14.87 -13.24 -9.19
Sharpe Ratio of trades -5.08 -12.13 -1.75
K-Ratio -0.0389 -0.1232 0.0150

 

[Happy_Singh]

you have posted the performance summary for 2 months but why not post the trades log?
(this goes for both of your threads (NF & BNF)


Happy

 

[munde_77]

Nifty Short 6195.45 Sl 6237.7

 

[munde_77]

now sl 6228

 

[munde_77]

Sar Now long at 6233 Sl 6185

 

[munde_77]

Again sl hit SAR 6181 SL 6243

 

[munde_77]

Today trade in nifty
Initial capital 200000.00 200000.00 200000.00
Ending capital 195255.00 194600.00 200655.00
Net Profit -4745.00 -5400.00 655.00
Net Profit % -2.37 % -2.70 % 0.33 %
Exposure % 34.45 % 6.22 % 28.23 %
Net Risk Adjusted Return % -6.89 % -43.41 % 1.16 %
Initial capital 200000.00 200000.00 200000.00
Ending capital 195255.00 194600.00 200655.00
Net Profit -4745.00 -5400.00 655.00
Net Profit % -2.37 % -2.70 % 0.33 %
Exposure % 34.45 % 6.22 % 28.23 %
Net Risk Adjusted Return % -6.89 % -43.41 % 1.16 %
Annual Return % -100.00 % -100.00 % N/A
Risk Adjusted Return % -290.27 % -1607.85 % N/A

 

[munde_77]

Carrying nifty short from 6181 trl sl 6095 . reoverred yesterday loss