| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
965 |
965 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
548 |
548 |
0 |
|
| Number Losing Trades |
417 |
417 |
0 |
|
| % Profitable |
56.79% |
56.79% |
0.00% |
|
| Avg Trade (win & loss) |
$ 236.37 |
$ 236.37 |
n/a |
|
| Average Winning Trade |
$1 535.34 |
$1 535.34 |
n/a |
|
| Average Losing Trade |
-$1 470.67 |
-$1 470.67 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.043976595 |
1.043976595 |
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 |
$2 166.93 |
$1 454.04 |
$1 719.70 |
|
| Avg. Trade +1 Std. Deviation |
$2 403.30 |
$2 989.38 |
$ 249.03 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 930.55 |
$ 81.30 |
-$3 190.36 |
|
| Number of Outliers |
133 |
81 |
52 |
|
| Outlier Profit/Loss |
$86 089.54 |
$360 441.28 |
-$274 351.74 |
|
|
| 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 |
$1 310.96 |
-$1 448.20 |
|
| Max Value (%) |
8.38% |
-9.93% |
|
| Max Value (%) Date |
21/11/2008 |
08/10/2008 |
|
| Avg Value (%) |
0.99% |
-1.04% |
|
| 1 Std. Deviation |
$1 362.86 |
$1 882.05 |
|
| Avg. Trade +1 Std. Deviation |
$2 673.83 |
$ 433.85 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 51.90 |
-$3 330.26 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.846035767 |
|
| Confidence Limits |
0.602467593 |
|
| Strategy ME |
$ 236.37 |
|
| 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 |
107 |
$1 631.98 |
-$1 587.18 |
|
| 2 |
64 |
$1 771.56 |
-$1 218.96 |
|
| 3 |
33 |
$1 637.42 |
-$1 859.04 |
|
| 4 |
20 |
$1 192.44 |
-$ 924.12 |
|
| 5 |
7 |
$1 638.02 |
-$1 521.98 |
|
| 6 |
3 |
$1 147.27 |
-$ 337.45 |
|
| 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 |
141 |
-$1 683.02 |
$1 903.80 |
|
| 2 |
60 |
-$1 356.52 |
$1 435.46 |
|
| 3 |
24 |
-$1 378.43 |
$1 872.96 |
|
| 4 |
13 |
-$1 079.84 |
$1 844.92 |
|
| 5 |
4 |
-$1 344.12 |
$1 405.26 |
|
| 6 |
2 |
-$2 574.95 |
$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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