MCX REPORT OF CURRENT Year 2016


Statistics
 All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital157865.00148704.85109160.15
Net Profit57865.0048704.859160.15
Net Profit %57.87% 48.70% 9.16%
Exposure %99.10% 50.09% 49.01%
Net Risk Adjusted Return %58.39% 97.24% 18.69%
Annual Return %121.13% 99.30% 16.46%
Risk Adjusted Return %122.23% 198.27% 33.57%
Total transaction costs0.000.000.00

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
2016-6.9%26.2%17.9%14.1%-0.4%-0.9%1.1%N/AN/AN/AN/AN/A57.9%
Avg-6.9%26.2%17.9%14.1%-0.4%-0.9%1.1%0.0%0.0%0.0%0.0%0.0% 
All trades472235 (49.79 %)237 (50.21 %)
 Avg. Profit/Loss122.60207.2538.65
 Avg. Profit/Loss %0.14% 0.29% 0.00%
 Avg. Bars Held104.55102.77106.32

Winners186 (39.41 %)100 (21.19 %)86 (18.22 %)
 Total Profit160086.0594867.7065218.35
 Avg. Profit860.68948.68758.35
 Avg. Profit %2.01% 2.12% 1.88%
 Avg. Bars Held165.01159.32171.63
 Max. Consecutive794
 Largest win11205.0011205.009509.00
 # bars in largest win247247407

Losers286 (60.59 %)135 (28.60 %)151 (31.99 %)
 Total Loss-102221.05-46162.85-56058.20
 Avg. Loss-357.42-341.95-371.25
 Avg. Loss %-1.07% -1.07% -1.07%
 Avg. Bars Held65.2360.8869.13
 Max. Consecutive181111
 Largest loss-7548.00-4290.00-7548.00
# bars in largest loss716871

Max. trade drawdown-12138.00-5382.00-12138.00
Max. trade % drawdown-10.93-4.48-10.93
Max. system drawdown-18781.75-11482.50-17856.40
Max. system % drawdown-17.65% -11.39% -15.22%
Recovery Factor3.084.240.51
CAR/MaxDD6.868.721.08
RAR/MaxDD6.9317.412.21
Profit Factor1.572.061.16
Payoff Ratio2.412.772.04
Standard Error10069.618120.044017.14
Risk-Reward Ratio12.8615.720.44
Ulcer Index5.303.588.75
Ulcer Performance Index21.8326.231.26
Sharpe Ratio of trades0.671.46-0.17
K-Ratio0.020.030.00