Virtual fund summary 4/4-6/5

[klin]

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All Trades Buy && Hold
Starting Capital $100,000.00 $100,000.00
Ending Capital $110,754.30 $78,583.97
Net Profit $10,754.30 $-21,416.03
Net Profit % 10.75% -21.42%
Exposure % 50.95% 99.94%
Risk Adj Return 21.11% -21.43%
All Trades 147 280
Avg Profit/Loss $73.16 $-76.49
Avg Profit/Loss % 1.66% -22.04%
Avg Bars Held 3.65 44.00
Winning Trades 108 (73.47%) 39 (13.93%)
Gross Profit $38,839.05 $1,927.31
Avg Profit $359.62 $49.42
Avg Profit % 7.49% 13.85%
Avg Bars Held 1.76 44.00
Max Consecutive 31 2
Losing Trades 39 (26.53%) 241 (86.07%)
Gross Loss $-28,084.74 $-23,343.33
Avg Loss $-720.12 $-96.86
Avg Loss % -14.50% -27.85%
Avg Bars Held 8.87 44.00
Max Consecutive 3 23
Wealth-Lab Score 18.83 -26.27
Max DrawDown -10.77% -22.61%
Recovery Factor 0.89 0.94
Profit Factor 1.38 0.08
Payoff Ratio 0.52 0.50
Standard Error $3,028.36 $3,148.13
Risk Reward Ratio 15.71 -32.19
Sharpe Ratio 0.78 -4.28
Ulcer Index 3.10 12.39


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