| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
11528 |
5764 |
5764 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
5595 |
2722 |
2873 |
|
| Number Losing Trades |
5933 |
3042 |
2891 |
|
| % Profitable |
48.53% |
47.22% |
49.84% |
|
| Avg Trade (win & loss) |
$ 26.24 |
$ 51.46 |
$ 1.01 |
|
| Average Winning Trade |
$ 596.91 |
$ 841.12 |
$ 365.53 |
|
| Average Losing Trade |
-$ 511.92 |
-$ 655.13 |
-$ 361.24 |
|
| Ratio Avg Win / Avg Loss |
1.166013236 |
1.283908012 |
1.011880049 |
|
| Largest Winning Trade |
$14 470.88 |
$14 470.88 |
$4 895.88 |
|
| Largest Losing Trade |
-$13 391.62 |
-$13 391.62 |
-$9 966.62 |
|
| Avg # Bars in All Trades |
26.8 |
41.9 |
11.8 |
|
| Avg # Bars in Winning Trades |
31.7 |
53.4 |
11.1 |
|
| Avg # Bars in Losing Trades |
22.3 |
31.6 |
12.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
10.8 |
40.9 |
|
| Avg # Bars Between Winning
Trades |
0 |
10.9 |
37.3 |
|
| Avg # Bars Between Losing
Trades |
0 |
10.8 |
37.4 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 063.83 |
$ 974.94 |
$ 840.22 |
|
| Avg. Trade +1 Std. Deviation |
$1 090.06 |
$1 571.85 |
$ 328.30 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 037.59 |
-$ 378.03 |
-$1 352.15 |
|
| Number of Outliers |
893 |
461 |
432 |
|
| Outlier Profit/Loss |
$217 758.34 |
$1416 188.18 |
-$1198 429.84 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$16 347.94 |
-$14 802.06 |
|
| Max Value Date |
05/08/2026 |
04/03/2025 |
|
| Avg Value |
$ 552.35 |
-$ 527.41 |
|
| Max Value (%) |
9.74% |
-9.76% |
|
| Max Value (%) Date |
01/04/2020 |
08/10/2008 |
|
| Avg Value (%) |
0.37% |
-0.36% |
|
| 1 Std. Deviation |
$ 965.01 |
$ 842.77 |
|
| Avg. Trade +1 Std. Deviation |
$1 517.36 |
$ 315.36 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 412.66 |
-$1 370.18 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.586456748 |
|
| Confidence Limits |
0.442431869 |
|
| Strategy ME |
$ 26.24 |
|
| Max Consec. Winners |
12 |
|
| Max Consec. Losers |
11 |
|
| Largest Consec. Profit |
$22 112.78 |
|
| Largest Consec. Loss |
-$27 612.08 |
|
| Largest Consec. Profit (%) |
72926.00% |
|
| Largest Consec. Loss (%) |
-300.37% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
1504 |
$ 589.65 |
-$ 511.49 |
|
| 2 |
692 |
$ 626.48 |
-$ 519.96 |
|
| 3 |
382 |
$ 571.63 |
-$ 501.08 |
|
| 4 |
167 |
$ 578.98 |
-$ 418.87 |
|
| 5 |
83 |
$ 607.78 |
-$ 644.48 |
|
| 6 |
38 |
$ 740.40 |
-$ 582.74 |
|
| 7 |
12 |
$ 439.63 |
-$ 285.37 |
|
| 8 |
8 |
$ 546.08 |
-$ 210.37 |
|
| 9 |
3 |
$ 548.66 |
-$ 354.12 |
|
| 10 |
4 |
$ 552.44 |
-$ 413.50 |
|
| 11 |
1 |
$ 356.11 |
-$ 229.12 |
|
| 12 |
2 |
$ 426.61 |
-$1 066.62 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
1443 |
-$ 540.55 |
$ 595.97 |
|
| 2 |
681 |
-$ 531.53 |
$ 690.59 |
|
| 3 |
353 |
-$ 498.93 |
$ 600.13 |
|
| 4 |
206 |
-$ 448.26 |
$ 524.34 |
|
| 5 |
119 |
-$ 481.24 |
$ 525.92 |
|
| 6 |
47 |
-$ 440.51 |
$ 676.20 |
|
| 7 |
21 |
-$ 599.87 |
$ 520.28 |
|
| 8 |
11 |
-$ 458.95 |
$1 039.06 |
|
| 9 |
9 |
-$ 865.08 |
$1 043.10 |
|
| 10 |
3 |
-$ 468.29 |
$ 454.21 |
|
| 11 |
2 |
-$ 558.67 |
$ 314.63 |
|
|
| 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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