| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2474 |
1237 |
1237 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1366 |
745 |
621 |
|
| Number Losing Trades |
1108 |
492 |
616 |
|
| % Profitable |
55.21% |
60.23% |
50.20% |
|
| Avg Trade (win & loss) |
$ 138.36 |
$ 252.26 |
$ 24.47 |
|
| Average Winning Trade |
$1 224.17 |
$1 187.64 |
$1 268.00 |
|
| Average Losing Trade |
-$1 200.28 |
-$1 164.13 |
-$1 229.16 |
|
| Ratio Avg Win / Avg Loss |
1.019903643 |
1.020196695 |
1.031599609 |
|
| Largest Winning Trade |
$23 795.88 |
$12 783.38 |
$23 795.88 |
|
| Largest Losing Trade |
-$23 329.12 |
-$23 329.12 |
-$15 491.62 |
|
| Avg # Bars in All Trades |
41.7 |
37.2 |
46.2 |
|
| Avg # Bars in Winning Trades |
36.4 |
33.8 |
39.6 |
|
| Avg # Bars in Losing Trades |
48.2 |
42.3 |
52.9 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
45.2 |
36.1 |
|
| Avg # Bars Between Winning
Trades |
0 |
46.1 |
36.5 |
|
| Avg # Bars Between Losing
Trades |
0 |
45.6 |
36.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 137.48 |
$1 654.37 |
$1 892.98 |
|
| Avg. Trade +1 Std. Deviation |
$2 275.84 |
$2 878.54 |
$ 692.69 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 999.12 |
-$ 430.19 |
-$3 093.26 |
|
| Number of Outliers |
236 |
131 |
105 |
|
| Outlier Profit/Loss |
$65 477.68 |
$660 297.78 |
-$594 820.10 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$25 435.44 |
-$31 102.06 |
|
| Max Value Date |
28/02/2020 |
13/03/2025 |
|
| Avg Value |
$1 301.19 |
-$1 225.90 |
|
| Max Value (%) |
12.42% |
-18.63% |
|
| Max Value (%) Date |
20/02/2020 |
30/09/2008 |
|
| Avg Value (%) |
0.90% |
-0.82% |
|
| 1 Std. Deviation |
$1 748.46 |
$2 113.90 |
|
| Avg. Trade +1 Std. Deviation |
$3 049.65 |
$ 887.99 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 447.26 |
-$3 339.80 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.547008122 |
|
| Confidence Limits |
0.878138771 |
|
| Strategy ME |
$ 138.36 |
|
| Max Consec. Winners |
11 |
|
| Max Consec. Losers |
11 |
|
| Largest Consec. Profit |
$41 437.64 |
|
| Largest Consec. Loss |
-$24 333.24 |
|
| Largest Consec. Profit (%) |
10838.00% |
|
| Largest Consec. Loss (%) |
-1325.53% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
261 |
$1 016.09 |
-$1 251.53 |
|
| 2 |
150 |
$1 337.63 |
-$1 288.62 |
|
| 3 |
76 |
$1 073.46 |
-$1 074.19 |
|
| 4 |
36 |
$1 389.98 |
-$1 521.83 |
|
| 5 |
30 |
$1 176.63 |
-$1 060.37 |
|
| 6 |
18 |
$1 323.31 |
-$1 745.09 |
|
| 7 |
10 |
$1 433.02 |
-$1 822.87 |
|
| 8 |
5 |
$ 937.44 |
-$ 824.12 |
|
| 9 |
6 |
$1 445.42 |
-$3 833.29 |
|
| 11 |
1 |
$2 323.15 |
-$3 154.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
317 |
-$1 334.92 |
$1 158.46 |
|
| 2 |
153 |
-$1 280.14 |
$1 298.36 |
|
| 3 |
71 |
-$1 043.09 |
$1 005.56 |
|
| 4 |
22 |
-$1 175.71 |
$1 043.61 |
|
| 5 |
14 |
-$1 101.98 |
$ 603.02 |
|
| 6 |
9 |
-$1 418.24 |
$1 301.44 |
|
| 7 |
4 |
-$ 763.05 |
$ 702.13 |
|
| 10 |
1 |
-$ 337.87 |
$ 795.88 |
|
| 11 |
2 |
-$ 496.17 |
$ 602.13 |
|
|
| 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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