| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
936 |
936 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
529 |
529 |
0 |
|
| Number Losing Trades |
407 |
407 |
0 |
|
| % Profitable |
56.52% |
56.52% |
0.00% |
|
| Avg Trade (win & loss) |
$ 233.50 |
$ 233.50 |
n/a |
|
| Average Winning Trade |
$1 508.31 |
$1 508.31 |
n/a |
|
| Average Losing Trade |
-$1 423.44 |
-$1 423.44 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.059623896 |
1.059623896 |
n/a |
|
| Largest Winning Trade |
$9 433.38 |
$9 433.38 |
n/a |
|
| Largest Losing Trade |
-$10 604.12 |
-$10 604.12 |
n/a |
|
| Avg # Bars in All Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Winning Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Losing Trades |
4 |
4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
4.4 |
4.4 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.4 |
4.4 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.4 |
4.4 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 113.53 |
$1 430.99 |
$1 659.68 |
|
| Avg. Trade +1 Std. Deviation |
$2 347.03 |
$2 939.30 |
$ 236.24 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 880.03 |
$ 77.32 |
-$3 083.12 |
|
| Number of Outliers |
127 |
75 |
52 |
|
| Outlier Profit/Loss |
$70 264.26 |
$332 078.50 |
-$261 814.24 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$9 435.44 |
-$15 327.06 |
|
| Max Value Date |
06/11/2024 |
24/01/2022 |
|
| Avg Value |
$1 276.59 |
-$1 412.72 |
|
| Max Value (%) |
9.76% |
-11.26% |
|
| Max Value (%) Date |
21/11/2008 |
08/10/2008 |
|
| Avg Value (%) |
1.08% |
-1.13% |
|
| 1 Std. Deviation |
$1 341.61 |
$1 853.03 |
|
| Avg. Trade +1 Std. Deviation |
$2 618.20 |
$ 440.31 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 65.02 |
-$3 265.74 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.296153941 |
|
| Confidence Limits |
0.23288789 |
|
| Strategy ME |
$ 233.50 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
7 |
|
| Largest Consec. Profit |
$30 212.92 |
|
| Largest Consec. Loss |
-$14 045.74 |
|
| Largest Consec. Profit (%) |
66.80% |
|
| Largest Consec. Loss (%) |
-95412.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
102 |
$1 657.89 |
-$1 609.14 |
|
| 2 |
61 |
$1 723.54 |
-$1 298.79 |
|
| 3 |
31 |
$1 603.41 |
-$1 758.96 |
|
| 4 |
16 |
$1 184.55 |
-$ 763.50 |
|
| 5 |
10 |
$1 378.88 |
-$1 194.12 |
|
| 6 |
3 |
$1 123.66 |
-$ 562.45 |
|
| 7 |
3 |
$1 389.93 |
-$1 345.79 |
|
| 8 |
1 |
$1 405.26 |
-$ 54.12 |
|
| 9 |
3 |
$1 835.69 |
-$ 462.45 |
|
| 11 |
1 |
$ 754.97 |
-$ 304.12 |
|
| 13 |
1 |
$ 470.88 |
-$ 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
130 |
-$1 689.89 |
$1 890.88 |
|
| 2 |
59 |
-$1 254.33 |
$1 296.80 |
|
| 3 |
26 |
-$1 479.92 |
$1 999.25 |
|
| 4 |
12 |
-$1 111.93 |
$1 932.34 |
|
| 5 |
4 |
-$1 344.12 |
$1 405.26 |
|
| 6 |
1 |
-$2 014.54 |
$2 670.88 |
|
| 7 |
1 |
-$ 552.33 |
$ 783.38 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
| Drawdown P/L |
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
|
|
|
|
|
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