| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1261 |
1261 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
911 |
911 |
0 |
|
| Number Losing Trades |
350 |
350 |
0 |
|
| % Profitable |
72.24% |
72.24% |
0.00% |
|
| Avg Trade (win & loss) |
$ 128.24 |
$ 128.24 |
n/a |
|
| Average Winning Trade |
$ 689.07 |
$ 689.07 |
n/a |
|
| Average Losing Trade |
-$1 331.55 |
-$1 331.55 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.517498428 |
-0.517498428 |
n/a |
|
| Largest Winning Trade |
$6 233.38 |
$6 233.38 |
n/a |
|
| Largest Losing Trade |
-$15 229.12 |
-$15 229.12 |
n/a |
|
| Avg # Bars in All Trades |
11.8 |
11.8 |
n/a |
|
| Avg # Bars in Winning Trades |
9 |
9 |
n/a |
|
| Avg # Bars in Losing Trades |
19 |
19 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
29.1 |
29.1 |
n/a |
|
| Avg # Bars Between Winning
Trades |
33.3 |
33.3 |
n/a |
|
| Avg # Bars Between Losing
Trades |
35.8 |
35.8 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 395.24 |
$ 505.14 |
$1 845.19 |
|
| Avg. Trade +1 Std. Deviation |
$1 523.48 |
$1 194.22 |
$ 513.64 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 267.01 |
$ 183.93 |
-$3 176.74 |
|
| Number of Outliers |
79 |
42 |
37 |
|
| Outlier Profit/Loss |
-$125 487.98 |
$82 989.46 |
-$208 477.44 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$6 235.44 |
-$18 252.06 |
|
| Max Value Date |
13/12/2022 |
05/08/2024 |
|
| Avg Value |
$ 599.66 |
-$1 083.74 |
|
| Max Value (%) |
3.81% |
-11.32% |
|
| Max Value (%) Date |
12/03/2020 |
01/10/2008 |
|
| Avg Value (%) |
0.41% |
-0.71% |
|
| 1 Std. Deviation |
$ 486.00 |
$1 758.74 |
|
| Avg. Trade +1 Std. Deviation |
$1 085.66 |
$ 675.01 |
|
| Avg. Trade - 1 Std. Deviation |
$ 113.66 |
-$2 842.48 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.928129323 |
|
| Confidence Limits |
0.646659803 |
|
| Strategy ME |
$ 128.24 |
|
| Max Consec. Winners |
18 |
|
| Max Consec. Losers |
5 |
|
| Largest Consec. Profit |
$17 971.44 |
|
| Largest Consec. Loss |
-$15 229.12 |
|
| Largest Consec. Profit (%) |
113338.00% |
|
| Largest Consec. Loss (%) |
-83.98% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
66 |
$ 679.78 |
-$1 332.85 |
|
| 2 |
51 |
$ 600.05 |
-$1 374.46 |
|
| 3 |
33 |
$ 691.21 |
-$1 754.12 |
|
| 4 |
31 |
$ 688.62 |
-$1 606.94 |
|
| 5 |
20 |
$ 693.26 |
-$1 129.75 |
|
| 6 |
9 |
$ 711.62 |
-$2 181.90 |
|
| 7 |
13 |
$ 650.96 |
-$1 850.27 |
|
| 8 |
5 |
$ 362.76 |
-$ 361.62 |
|
| 9 |
4 |
$ 800.74 |
-$1 032.25 |
|
| 10 |
2 |
$ 631.51 |
-$2 179.12 |
|
| 11 |
3 |
$ 960.65 |
-$1 920.79 |
|
| 12 |
2 |
$ 403.17 |
-$ 235.37 |
|
| 13 |
2 |
$1 116.55 |
-$2 304.12 |
|
| 14 |
1 |
$ 774.45 |
-$ 554.12 |
|
| 15 |
2 |
$ 719.63 |
-$ 16.62 |
|
| 16 |
1 |
$ 690.41 |
-$2 754.12 |
|
| 18 |
2 |
$ 861.51 |
-$ 835.37 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
167 |
-$1 550.08 |
$ 727.54 |
|
| 2 |
59 |
-$1 192.36 |
$ 734.86 |
|
| 3 |
16 |
-$1 066.88 |
$ 722.44 |
|
| 4 |
3 |
-$ 959.33 |
$ 820.88 |
|
| 5 |
1 |
-$ 751.62 |
$ 458.38 |
|
|
| 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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