| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1117 |
833 |
284 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
813 |
624 |
189 |
|
| Number Losing Trades |
304 |
209 |
95 |
|
| % Profitable |
72.78% |
74.91% |
66.55% |
|
| Avg Trade (win & loss) |
$ 16.92 |
$ 21.88 |
$ 2.38 |
|
| Average Winning Trade |
$ 68.86 |
$ 70.40 |
$ 63.75 |
|
| Average Losing Trade |
-$ 121.97 |
-$ 123.00 |
-$ 119.70 |
|
| Ratio Avg Win / Avg Loss |
-0.564525886 |
-0.572358667 |
-0.532583175 |
|
| Largest Winning Trade |
$ 446.17 |
$ 446.17 |
$ 414.92 |
|
| Largest Losing Trade |
-$1 065.08 |
-$1 041.33 |
-$1 065.08 |
|
| Avg # Bars in All Trades |
24.6 |
26.8 |
18.2 |
|
| Avg # Bars in Winning Trades |
21 |
24.6 |
9.1 |
|
| Avg # Bars in Losing Trades |
34.3 |
33.4 |
36.3 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
20.6 |
33.4 |
157 |
|
| Avg # Bars Between Winning
Trades |
17.5 |
31.7 |
144.5 |
|
| Avg # Bars Between Losing
Trades |
16 |
31.5 |
150.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 119.34 |
$ 37.00 |
$ 148.97 |
|
| Avg. Trade +1 Std. Deviation |
$ 136.26 |
$ 105.86 |
$ 27.00 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 102.42 |
$ 31.85 |
-$ 270.94 |
|
| Number of Outliers |
94 |
59 |
35 |
|
| Outlier Profit/Loss |
-$5 255.02 |
$9 839.03 |
-$15 094.05 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 562.46 |
-$2 166.29 |
|
| Max Value Date |
10/11/2022 |
27/10/2023 |
|
| Avg Value |
$ 72.77 |
-$ 116.31 |
|
| Max Value (%) |
4.10% |
-21.93% |
|
| Max Value (%) Date |
18/04/2011 |
29/09/2008 |
|
| Avg Value (%) |
0.62% |
-0.97% |
|
| 1 Std. Deviation |
$ 50.27 |
$ 184.28 |
|
| Avg. Trade +1 Std. Deviation |
$ 123.03 |
$ 67.97 |
|
| Avg. Trade - 1 Std. Deviation |
$ 22.50 |
-$ 300.59 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.368008687 |
|
| Confidence Limits |
0.99999992 |
|
| Strategy ME |
$ 16.92 |
|
| Max Consec. Winners |
33 |
|
| Max Consec. Losers |
7 |
|
| Largest Consec. Profit |
$3 076.11 |
|
| Largest Consec. Loss |
-$1 394.15 |
|
| Largest Consec. Profit (%) |
691.13% |
|
| Largest Consec. Loss (%) |
-508.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
51 |
$ 57.17 |
-$ 108.22 |
|
| 2 |
38 |
$ 63.34 |
-$ 111.20 |
|
| 3 |
24 |
$ 65.02 |
-$ 133.57 |
|
| 4 |
16 |
$ 69.65 |
-$ 74.46 |
|
| 5 |
11 |
$ 70.76 |
-$ 139.51 |
|
| 6 |
9 |
$ 66.19 |
-$ 143.83 |
|
| 7 |
8 |
$ 63.85 |
-$ 209.77 |
|
| 8 |
3 |
$ 93.25 |
-$ 178.41 |
|
| 9 |
6 |
$ 64.76 |
-$ 306.12 |
|
| 10 |
5 |
$ 66.40 |
-$ 167.08 |
|
| 11 |
1 |
$ 71.28 |
-$ 530.08 |
|
| 12 |
3 |
$ 63.95 |
-$ 102.16 |
|
| 13 |
3 |
$ 68.83 |
-$ 221.33 |
|
| 14 |
2 |
$ 72.96 |
-$ 279.46 |
|
| 15 |
1 |
$ 64.92 |
-$ 221.33 |
|
| 19 |
1 |
$ 72.75 |
-$ 147.58 |
|
| 23 |
1 |
$ 85.68 |
-$ 287.58 |
|
| 24 |
1 |
$ 77.63 |
-$ 222.58 |
|
| 29 |
1 |
$ 66.73 |
-$ 277.58 |
|
| 33 |
1 |
$ 93.22 |
-$ 66.33 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
116 |
-$ 139.15 |
$ 67.11 |
|
| 2 |
44 |
-$ 151.84 |
$ 60.15 |
|
| 3 |
16 |
-$ 70.29 |
$ 55.86 |
|
| 4 |
3 |
-$ 71.64 |
$ 77.42 |
|
| 5 |
3 |
-$ 137.08 |
$ 54.92 |
|
| 6 |
3 |
-$ 62.79 |
$ 56.17 |
|
| 7 |
1 |
-$ 22.22 |
$ 61.17 |
|
|
| 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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