| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1347 |
1347 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
807 |
807 |
0 |
|
| Number Losing Trades |
540 |
540 |
0 |
|
| % Profitable |
59.91% |
59.91% |
0.00% |
|
| Avg Trade (win & loss) |
$ 19.64 |
$ 19.64 |
n/a |
|
| Average Winning Trade |
$ 117.28 |
$ 117.28 |
n/a |
|
| Average Losing Trade |
-$ 126.28 |
-$ 126.28 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.928719544 |
-0.928719544 |
n/a |
|
| Largest Winning Trade |
$ 674.92 |
$ 674.92 |
n/a |
|
| Largest Losing Trade |
-$1 293.83 |
-$1 293.83 |
n/a |
|
| Avg # Bars in All Trades |
2.7 |
2.7 |
n/a |
|
| Avg # Bars in Winning Trades |
2.6 |
2.6 |
n/a |
|
| Avg # Bars in Losing Trades |
2.9 |
2.9 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
3.7 |
3.7 |
n/a |
|
| Avg # Bars Between Winning
Trades |
3.5 |
3.5 |
n/a |
|
| Avg # Bars Between Losing
Trades |
3.3 |
3.3 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 182.88 |
$ 120.19 |
$ 162.21 |
|
| Avg. Trade +1 Std. Deviation |
$ 202.52 |
$ 237.47 |
$ 35.93 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 163.24 |
-$ 2.91 |
-$ 288.50 |
|
| Number of Outliers |
151 |
100 |
51 |
|
| Outlier Profit/Loss |
$11 241.67 |
$38 325.75 |
-$27 084.08 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 676.21 |
-$1 563.79 |
|
| Max Value Date |
23/04/2025 |
24/01/2022 |
|
| Avg Value |
$ 104.56 |
-$ 109.25 |
|
| Max Value (%) |
6.79% |
-10.34% |
|
| Max Value (%) Date |
27/10/2008 |
07/10/2008 |
|
| Avg Value (%) |
0.70% |
-0.70% |
|
| 1 Std. Deviation |
$ 116.64 |
$ 168.68 |
|
| Avg. Trade +1 Std. Deviation |
$ 221.19 |
$ 59.44 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 12.08 |
-$ 277.93 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.314246768 |
|
| Confidence Limits |
0.246666775 |
|
| Strategy ME |
$ 19.64 |
|
| Max Consec. Winners |
16 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$3 130.61 |
|
| Largest Consec. Loss |
-$1 802.74 |
|
| Largest Consec. Profit (%) |
1185.31% |
|
| Largest Consec. Loss (%) |
-1313.28% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
129 |
$ 116.45 |
-$ 148.08 |
|
| 2 |
77 |
$ 125.93 |
-$ 121.93 |
|
| 3 |
40 |
$ 119.26 |
-$ 118.05 |
|
| 4 |
34 |
$ 123.81 |
-$ 127.32 |
|
| 5 |
20 |
$ 106.60 |
-$ 113.27 |
|
| 6 |
6 |
$ 174.82 |
-$ 48.83 |
|
| 7 |
3 |
$ 96.94 |
-$ 38.41 |
|
| 8 |
5 |
$ 131.08 |
-$ 79.58 |
|
| 9 |
5 |
$ 52.98 |
-$ 32.83 |
|
| 10 |
1 |
$ 130.55 |
-$ 66.33 |
|
| 16 |
1 |
$ 72.50 |
-$ 107.58 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
190 |
-$ 136.33 |
$ 127.29 |
|
| 2 |
79 |
-$ 113.22 |
$ 119.10 |
|
| 3 |
29 |
-$ 155.14 |
$ 166.13 |
|
| 4 |
15 |
-$ 99.62 |
$ 137.50 |
|
| 5 |
6 |
-$ 66.16 |
$ 92.84 |
|
| 6 |
1 |
-$ 263.83 |
$ 317.42 |
|
| 9 |
1 |
-$ 151.05 |
$ 242.42 |
|
|
| 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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