| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
11445 |
5722 |
5723 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
5552 |
2703 |
2849 |
|
| Number Losing Trades |
5893 |
3019 |
2874 |
|
| % Profitable |
48.51% |
47.24% |
49.78% |
|
| Avg Trade (win & loss) |
$ 24.88 |
$ 49.04 |
$ 0.71 |
|
| Average Winning Trade |
$ 589.29 |
$ 829.66 |
$ 361.24 |
|
| Average Losing Trade |
-$ 506.88 |
-$ 649.87 |
-$ 356.67 |
|
| Ratio Avg Win / Avg Loss |
1.162584196 |
1.276655545 |
1.012793799 |
|
| Largest Winning Trade |
$13 933.38 |
$13 933.38 |
$4 895.88 |
|
| Largest Losing Trade |
-$13 391.62 |
-$13 391.62 |
-$9 966.62 |
|
| Avg # Bars in All Trades |
26.8 |
41.8 |
11.8 |
|
| Avg # Bars in Winning Trades |
31.6 |
53.2 |
11.1 |
|
| Avg # Bars in Losing Trades |
22.2 |
31.6 |
12.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
10.8 |
40.8 |
|
| Avg # Bars Between Winning
Trades |
0 |
10.8 |
37.1 |
|
| Avg # Bars Between Losing
Trades |
0 |
10.9 |
37.3 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 049.53 |
$ 953.01 |
$ 837.15 |
|
| Avg. Trade +1 Std. Deviation |
$1 074.41 |
$1 542.30 |
$ 330.27 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 024.66 |
-$ 363.72 |
-$1 344.03 |
|
| Number of Outliers |
876 |
460 |
416 |
|
| Outlier Profit/Loss |
$221 990.88 |
$1384 554.80 |
-$1162 563.92 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$16 072.94 |
-$14 802.06 |
|
| Max Value Date |
09/04/2020 |
04/03/2025 |
|
| Avg Value |
$ 545.95 |
-$ 521.86 |
|
| Max Value (%) |
9.94% |
-8.93% |
|
| Max Value (%) Date |
01/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.38% |
-0.37% |
|
| 1 Std. Deviation |
$ 948.81 |
$ 834.05 |
|
| Avg. Trade +1 Std. Deviation |
$1 494.76 |
$ 312.19 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 402.85 |
-$1 355.92 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.619002206 |
|
| Confidence Limits |
0.46408559 |
|
| Strategy ME |
$ 24.88 |
|
| 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 |
1498 |
$ 591.34 |
-$ 510.07 |
|
| 2 |
684 |
$ 605.08 |
-$ 508.74 |
|
| 3 |
378 |
$ 561.28 |
-$ 512.19 |
|
| 4 |
166 |
$ 571.86 |
-$ 414.29 |
|
| 5 |
82 |
$ 610.21 |
-$ 645.89 |
|
| 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 |
-$1 066.62 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
1435 |
-$ 535.57 |
$ 584.41 |
|
| 2 |
673 |
-$ 530.63 |
$ 681.67 |
|
| 3 |
351 |
-$ 488.27 |
$ 601.76 |
|
| 4 |
206 |
-$ 448.80 |
$ 524.40 |
|
| 5 |
117 |
-$ 463.41 |
$ 510.73 |
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|