| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1308 |
1308 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
948 |
948 |
0 |
|
| Number Losing Trades |
360 |
360 |
0 |
|
| % Profitable |
72.48% |
72.48% |
0.00% |
|
| Avg Trade (win & loss) |
$ 12.94 |
$ 12.94 |
n/a |
|
| Average Winning Trade |
$ 69.14 |
$ 69.14 |
n/a |
|
| Average Losing Trade |
-$ 135.07 |
-$ 135.07 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.511902855 |
-0.511902855 |
n/a |
|
| Largest Winning Trade |
$ 621.17 |
$ 621.17 |
n/a |
|
| Largest Losing Trade |
-$1 525.08 |
-$1 525.08 |
n/a |
|
| Avg # Bars in All Trades |
11.5 |
11.5 |
n/a |
|
| Avg # Bars in Winning Trades |
8.7 |
8.7 |
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 |
28.6 |
28.6 |
n/a |
|
| Avg # Bars Between Winning
Trades |
32.7 |
32.7 |
n/a |
|
| Avg # Bars Between Losing
Trades |
35.4 |
35.4 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 140.49 |
$ 51.42 |
$ 185.96 |
|
| Avg. Trade +1 Std. Deviation |
$ 153.43 |
$ 120.56 |
$ 50.89 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 127.56 |
$ 17.73 |
-$ 321.03 |
|
| Number of Outliers |
79 |
42 |
37 |
|
| Outlier Profit/Loss |
-$12 452.57 |
$8 849.14 |
-$21 301.71 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 622.46 |
-$1 826.29 |
|
| Max Value Date |
13/12/2022 |
05/08/2024 |
|
| Avg Value |
$ 60.50 |
-$ 109.98 |
|
| Max Value (%) |
3.73% |
-10.91% |
|
| Max Value (%) Date |
12/03/2020 |
01/10/2008 |
|
| Avg Value (%) |
0.39% |
-0.69% |
|
| 1 Std. Deviation |
$ 49.67 |
$ 176.42 |
|
| Avg. Trade +1 Std. Deviation |
$ 110.17 |
$ 66.44 |
|
| Avg. Trade - 1 Std. Deviation |
$ 10.83 |
-$ 286.40 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.855372994 |
|
| Confidence Limits |
0.607655685 |
|
| Strategy ME |
$ 12.94 |
|
| Max Consec. Winners |
18 |
|
| Max Consec. Losers |
5 |
|
| Largest Consec. Profit |
$1 768.96 |
|
| Largest Consec. Loss |
-$1 525.08 |
|
| 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 |
58 |
$ 63.76 |
-$ 156.16 |
|
| 3 |
35 |
$ 64.66 |
-$ 132.65 |
|
| 4 |
28 |
$ 65.49 |
-$ 169.86 |
|
| 5 |
22 |
$ 68.86 |
-$ 125.48 |
|
| 6 |
10 |
$ 69.21 |
-$ 203.46 |
|
| 7 |
15 |
$ 60.23 |
-$ 162.33 |
|
| 8 |
5 |
$ 64.42 |
-$ 200.58 |
|
| 9 |
5 |
$ 80.98 |
-$ 361.83 |
|
| 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 |
178 |
-$ 163.93 |
$ 70.03 |
|
| 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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