| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1266 |
1266 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
914 |
914 |
0 |
|
| Number Losing Trades |
352 |
352 |
0 |
|
| % Profitable |
72.20% |
72.20% |
0.00% |
|
| Avg Trade (win & loss) |
$ 14.01 |
$ 14.01 |
n/a |
|
| Average Winning Trade |
$ 68.08 |
$ 68.08 |
n/a |
|
| Average Losing Trade |
-$ 126.38 |
-$ 126.38 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.538661678 |
-0.538661678 |
n/a |
|
| Largest Winning Trade |
$ 621.17 |
$ 621.17 |
n/a |
|
| Largest Losing Trade |
-$ 830.08 |
-$ 830.08 |
n/a |
|
| Avg # Bars in All Trades |
11.7 |
11.7 |
n/a |
|
| Avg # Bars in Winning Trades |
8.9 |
8.9 |
n/a |
|
| Avg # Bars in Losing Trades |
18.9 |
18.9 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
29 |
29 |
n/a |
|
| Avg # Bars Between Winning
Trades |
33.3 |
33.3 |
n/a |
|
| Avg # Bars Between Losing
Trades |
35.7 |
35.7 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 127.91 |
$ 50.88 |
$ 157.64 |
|
| Avg. Trade +1 Std. Deviation |
$ 141.92 |
$ 118.96 |
$ 31.25 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 113.90 |
$ 17.19 |
-$ 284.02 |
|
| Number of Outliers |
80 |
40 |
40 |
|
| Outlier Profit/Loss |
-$11 556.40 |
$8 193.05 |
-$19 749.45 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 622.46 |
-$1 826.29 |
|
| Max Value Date |
13/12/2022 |
05/08/2024 |
|
| Avg Value |
$ 59.54 |
-$ 107.31 |
|
| Max Value (%) |
3.91% |
-11.76% |
|
| Max Value (%) Date |
18/09/2008 |
01/10/2008 |
|
| Avg Value (%) |
0.42% |
-0.73% |
|
| 1 Std. Deviation |
$ 49.08 |
$ 169.42 |
|
| Avg. Trade +1 Std. Deviation |
$ 108.61 |
$ 62.12 |
|
| Avg. Trade - 1 Std. Deviation |
$ 10.46 |
-$ 276.73 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.963778614 |
|
| Confidence Limits |
0.664843322 |
|
| Strategy ME |
$ 14.01 |
|
| Max Consec. Winners |
18 |
|
| Max Consec. Losers |
5 |
|
| Largest Consec. Profit |
$1 768.96 |
|
| Largest Consec. Loss |
-$ 871.41 |
|
| Largest Consec. Profit (%) |
11117.00% |
|
| Largest Consec. Loss (%) |
-90.91% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
63 |
$ 65.44 |
-$ 138.33 |
|
| 2 |
56 |
$ 61.75 |
-$ 127.76 |
|
| 3 |
34 |
$ 64.48 |
-$ 133.35 |
|
| 4 |
28 |
$ 65.49 |
-$ 169.86 |
|
| 5 |
20 |
$ 65.45 |
-$ 104.27 |
|
| 6 |
10 |
$ 69.21 |
-$ 203.46 |
|
| 7 |
15 |
$ 60.23 |
-$ 162.33 |
|
| 8 |
4 |
$ 56.76 |
-$ 235.08 |
|
| 9 |
4 |
$ 77.91 |
-$ 105.39 |
|
| 11 |
3 |
$ 94.84 |
-$ 194.66 |
|
| 12 |
3 |
$ 41.31 |
-$ 18.41 |
|
| 13 |
2 |
$ 109.49 |
-$ 232.58 |
|
| 14 |
1 |
$ 75.28 |
-$ 57.58 |
|
| 15 |
1 |
$ 104.00 |
-$ 3.83 |
|
| 16 |
2 |
$ 79.06 |
-$ 176.96 |
|
| 18 |
2 |
$ 83.98 |
-$ 85.71 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
170 |
-$ 147.31 |
$ 68.60 |
|
| 2 |
55 |
-$ 112.41 |
$ 74.12 |
|
| 3 |
17 |
-$ 105.08 |
$ 69.18 |
|
| 4 |
4 |
-$ 83.36 |
$ 65.55 |
|
| 5 |
1 |
-$ 77.33 |
$ 43.67 |
|
|
| 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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