| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
976 |
976 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
560 |
560 |
0 |
|
| Number Losing Trades |
416 |
416 |
0 |
|
| % Profitable |
57.38% |
57.38% |
0.00% |
|
| Avg Trade (win & loss) |
$ 248.07 |
$ 248.07 |
n/a |
|
| Average Winning Trade |
$1 532.22 |
$1 532.22 |
n/a |
|
| Average Losing Trade |
-$1 480.59 |
-$1 480.59 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.034869105 |
1.034869105 |
n/a |
|
| Largest Winning Trade |
$9 433.38 |
$9 433.38 |
n/a |
|
| Largest Losing Trade |
-$10 604.12 |
-$10 604.12 |
n/a |
|
| Avg # Bars in All Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Winning Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Losing Trades |
4 |
4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.4 |
4.4 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 177.40 |
$1 451.33 |
$1 755.19 |
|
| Avg. Trade +1 Std. Deviation |
$2 425.47 |
$2 983.55 |
$ 274.60 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 929.33 |
$ 80.89 |
-$3 235.78 |
|
| Number of Outliers |
138 |
84 |
54 |
|
| Outlier Profit/Loss |
$84 131.44 |
$370 266.42 |
-$286 134.98 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$9 435.44 |
-$15 327.06 |
|
| Max Value Date |
06/11/2024 |
24/01/2022 |
|
| Avg Value |
$1 323.74 |
-$1 456.28 |
|
| Max Value (%) |
8.05% |
-9.60% |
|
| Max Value (%) Date |
21/11/2008 |
08/10/2008 |
|
| Avg Value (%) |
0.96% |
-1.01% |
|
| 1 Std. Deviation |
$1 371.99 |
$1 901.97 |
|
| Avg. Trade +1 Std. Deviation |
$2 695.73 |
$ 445.68 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 48.25 |
-$3 358.25 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.793787889 |
|
| Confidence Limits |
0.572681508 |
|
| Strategy ME |
$ 248.07 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
6 |
|
| Largest Consec. Profit |
$30 212.92 |
|
| Largest Consec. Loss |
-$18 812.22 |
|
| Largest Consec. Profit (%) |
375.46% |
|
| Largest Consec. Loss (%) |
-95412.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
106 |
$1 666.63 |
-$1 627.55 |
|
| 2 |
66 |
$1 719.55 |
-$1 197.87 |
|
| 3 |
31 |
$1 556.36 |
-$1 606.94 |
|
| 4 |
21 |
$1 250.64 |
-$1 116.02 |
|
| 5 |
8 |
$1 557.13 |
-$2 021.31 |
|
| 6 |
4 |
$1 575.57 |
-$ 788.50 |
|
| 7 |
2 |
$1 695.88 |
-$1 710.37 |
|
| 8 |
2 |
$1 048.22 |
-$ 335.37 |
|
| 9 |
3 |
$1 835.69 |
-$ 462.45 |
|
| 11 |
1 |
$ 754.97 |
-$ 304.12 |
|
| 13 |
1 |
$ 470.88 |
-$ 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
140 |
-$1 713.85 |
$1 886.42 |
|
| 2 |
63 |
-$1 396.98 |
$1 476.63 |
|
| 3 |
25 |
-$1 285.29 |
$1 946.88 |
|
| 4 |
12 |
-$ 985.11 |
$1 467.76 |
|
| 5 |
3 |
-$1 709.95 |
$1 304.21 |
|
| 6 |
2 |
-$2 553.08 |
$3 802.13 |
|
|
| 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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|