| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
14427 |
7214 |
7213 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
8332 |
4321 |
4011 |
|
| Number Losing Trades |
6095 |
2893 |
3202 |
|
| % Profitable |
57.75% |
59.90% |
55.61% |
|
| Avg Trade (win & loss) |
$ 24.41 |
$ 41.63 |
$ 7.18 |
|
| Average Winning Trade |
$ 409.85 |
$ 526.67 |
$ 284.00 |
|
| Average Losing Trade |
-$ 502.50 |
-$ 682.82 |
-$ 339.58 |
|
| Ratio Avg Win / Avg Loss |
-0.815622652 |
-0.771319142 |
-0.836322718 |
|
| Largest Winning Trade |
$10 983.38 |
$10 983.38 |
$8 483.38 |
|
| Largest Losing Trade |
-$14 454.12 |
-$14 454.12 |
-$8 141.62 |
|
| Avg # Bars in All Trades |
21.3 |
34.2 |
8.4 |
|
| Avg # Bars in Winning Trades |
19.3 |
31.2 |
6.5 |
|
| Avg # Bars in Losing Trades |
24 |
38.6 |
10.8 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
7.4 |
33.2 |
|
| Avg # Bars Between Winning
Trades |
0 |
7.7 |
35.7 |
|
| Avg # Bars Between Losing
Trades |
0 |
7.5 |
34.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 896.94 |
$ 719.87 |
$ 845.72 |
|
| Avg. Trade +1 Std. Deviation |
$ 921.35 |
$1 129.72 |
$ 343.22 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 872.54 |
-$ 310.02 |
-$1 348.22 |
|
| Number of Outliers |
1170 |
659 |
511 |
|
| Outlier Profit/Loss |
$136 479.60 |
$1494 772.42 |
-$1358 292.82 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 622.94 |
-$17 377.06 |
|
| Max Value Date |
21/05/2025 |
28/02/2020 |
|
| Avg Value |
$ 376.47 |
-$ 492.44 |
|
| Max Value (%) |
8.27% |
-9.29% |
|
| Max Value (%) Date |
02/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.26% |
-0.35% |
|
| 1 Std. Deviation |
$ 718.69 |
$ 847.07 |
|
| Avg. Trade +1 Std. Deviation |
$1 095.15 |
$ 354.63 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 342.22 |
-$1 339.51 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.784149064 |
|
| Confidence Limits |
0.925600707 |
|
| Strategy ME |
$ 24.41 |
|
| Max Consec. Winners |
15 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$21 700.42 |
|
| Largest Consec. Loss |
-$22 828.84 |
|
| Largest Consec. Profit (%) |
104.94% |
|
| Largest Consec. Loss (%) |
-129148.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
1466 |
$ 407.55 |
-$ 491.61 |
|
| 2 |
822 |
$ 411.16 |
-$ 508.17 |
|
| 3 |
475 |
$ 392.34 |
-$ 476.28 |
|
| 4 |
290 |
$ 438.63 |
-$ 511.19 |
|
| 5 |
172 |
$ 369.22 |
-$ 468.07 |
|
| 6 |
106 |
$ 454.72 |
-$ 554.55 |
|
| 7 |
55 |
$ 423.15 |
-$ 665.48 |
|
| 8 |
36 |
$ 415.11 |
-$ 304.81 |
|
| 9 |
21 |
$ 507.98 |
-$ 783.29 |
|
| 10 |
9 |
$ 319.77 |
-$ 311.06 |
|
| 11 |
8 |
$ 335.08 |
-$ 533.81 |
|
| 12 |
5 |
$ 309.84 |
-$ 466.62 |
|
| 13 |
2 |
$ 158.86 |
-$ 560.37 |
|
| 15 |
1 |
$ 490.88 |
-$2 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
2001 |
-$ 499.58 |
$ 416.33 |
|
| 2 |
820 |
-$ 499.33 |
$ 416.15 |
|
| 3 |
350 |
-$ 490.57 |
$ 430.52 |
|
| 4 |
172 |
-$ 478.90 |
$ 403.66 |
|
| 5 |
74 |
-$ 579.15 |
$ 616.15 |
|
| 6 |
25 |
-$ 647.87 |
$ 398.38 |
|
| 7 |
16 |
-$ 527.00 |
$ 600.57 |
|
| 8 |
7 |
-$ 292.51 |
$ 686.95 |
|
| 9 |
2 |
-$ 531.90 |
$ 58.38 |
|
| 10 |
1 |
-$ 312.87 |
$ 170.88 |
|
|
| Total Trades |
|
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
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|
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| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
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|
| Run-up |
|
|
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|
| Run-up P/L |
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|
| Maximum Favorable Excursion |
|
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|
| Maximum Favorable Excursion
(%) |
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