In separate cases, there can be floating point errors in Performance Report.
Annual return -1%
Profit factor 0.00 (PRR 0.00)
Sharpe ratio -1.#J
Kelly criterion -1.#J
R2 coefficient -1.#IO
Ulcer index 1.$%
Prediction error 1%
Confidence level AR DDMax Capital
10% -1% -1$ -1$
20% -1% -1$ -1$
30% -1% -1$ -1$
40% -1% -1$ -1$
50% -1% -1$ -1$
60% -1% -1$ -1$
70% -1% -1$ -1$
80% -1% -1$ -1$
90% -1% -1$ -1$
95% -1% -1$ -1$
100% -1% -1$ -1$
Portfolio analysis OptF ProF Win/Loss Wgt%
AUD/JPY avg .000 0.00 7/27 -1.$
... Draw your attention to the Sharpe ratio, Kelly criterion, R2 coefficient, Ulcer index, and Wgt% fields.