| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1097 |
815 |
282 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
801 |
610 |
191 |
|
| Number Losing Trades |
296 |
205 |
91 |
|
| % Profitable |
73.02% |
74.85% |
67.73% |
|
| Avg Trade (win & loss) |
$ 185.60 |
$ 231.11 |
$ 54.08 |
|
| Average Winning Trade |
$ 701.64 |
$ 718.20 |
$ 648.76 |
|
| Average Losing Trade |
-$1 210.83 |
-$1 218.27 |
-$1 194.09 |
|
| Ratio Avg Win / Avg Loss |
-0.579466815 |
-0.589522627 |
-0.54330763 |
|
| Largest Winning Trade |
$4 483.38 |
$4 483.38 |
$4 170.88 |
|
| Largest Losing Trade |
-$10 629.12 |
-$10 391.62 |
-$10 629.12 |
|
| Avg # Bars in All Trades |
24.9 |
27.3 |
18.1 |
|
| Avg # Bars in Winning Trades |
21.2 |
25.1 |
9.1 |
|
| Avg # Bars in Losing Trades |
34.8 |
33.8 |
37 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
20.2 |
33.1 |
155 |
|
| Avg # Bars Between Winning
Trades |
17.4 |
31.9 |
143.3 |
|
| Avg # Bars Between Losing
Trades |
16.2 |
31.5 |
146.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 192.74 |
$ 373.01 |
$1 492.79 |
|
| Avg. Trade +1 Std. Deviation |
$1 378.34 |
$1 074.65 |
$ 281.95 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 007.14 |
$ 328.62 |
-$2 703.62 |
|
| Number of Outliers |
89 |
56 |
33 |
|
| Outlier Profit/Loss |
-$49 466.68 |
$94 819.28 |
-$144 285.96 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$5 635.44 |
-$21 652.06 |
|
| Max Value Date |
10/11/2022 |
27/10/2023 |
|
| Avg Value |
$ 733.39 |
-$1 139.28 |
|
| Max Value (%) |
4.39% |
-23.55% |
|
| Max Value (%) Date |
18/04/2011 |
29/09/2008 |
|
| Avg Value (%) |
0.67% |
-1.02% |
|
| 1 Std. Deviation |
$ 501.85 |
$1 814.45 |
|
| Avg. Trade +1 Std. Deviation |
$1 235.24 |
$ 675.17 |
|
| Avg. Trade - 1 Std. Deviation |
$ 231.55 |
-$2 953.72 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.119097809 |
|
| Confidence Limits |
0.999999692 |
|
| Strategy ME |
$ 185.60 |
|
| Max Consec. Winners |
33 |
|
| Max Consec. Losers |
7 |
|
| Largest Consec. Profit |
$31 476.54 |
|
| Largest Consec. Loss |
-$13 833.10 |
|
| Largest Consec. Profit (%) |
1046.98% |
|
| Largest Consec. Loss (%) |
-2912.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
49 |
$ 583.38 |
-$1 091.62 |
|
| 2 |
37 |
$ 646.39 |
-$1 155.81 |
|
| 3 |
24 |
$ 655.78 |
-$1 337.45 |
|
| 4 |
15 |
$ 734.42 |
-$ 749.12 |
|
| 5 |
10 |
$ 749.38 |
-$1 511.62 |
|
| 6 |
10 |
$ 705.67 |
-$1 274.96 |
|
| 7 |
9 |
$ 637.55 |
-$1 918.01 |
|
| 8 |
4 |
$ 847.44 |
-$1 404.12 |
|
| 9 |
6 |
$ 669.26 |
-$3 039.54 |
|
| 10 |
4 |
$ 672.44 |
-$2 066.62 |
|
| 11 |
1 |
$ 734.52 |
-$5 279.12 |
|
| 12 |
3 |
$ 661.16 |
-$ 999.95 |
|
| 13 |
4 |
$ 699.25 |
-$1 963.50 |
|
| 14 |
2 |
$ 751.24 |
-$2 772.87 |
|
| 15 |
1 |
$ 670.88 |
-$2 191.62 |
|
| 19 |
1 |
$ 749.17 |
-$1 454.12 |
|
| 24 |
1 |
$ 797.96 |
-$2 204.12 |
|
| 29 |
1 |
$ 688.98 |
-$2 754.12 |
|
| 33 |
1 |
$ 953.83 |
-$ 641.62 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
113 |
-$1 406.66 |
$ 695.00 |
|
| 2 |
46 |
-$1 467.16 |
$ 612.73 |
|
| 3 |
15 |
-$ 671.90 |
$ 539.21 |
|
| 4 |
3 |
-$ 694.75 |
$ 795.88 |
|
| 5 |
3 |
-$1 349.12 |
$ 570.88 |
|
| 6 |
2 |
-$ 355.16 |
$ 539.63 |
|
| 7 |
1 |
-$ 200.55 |
$ 633.38 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
| Drawdown P/L |
|
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|
| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
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