| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2448 |
1224 |
1224 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1353 |
737 |
616 |
|
| Number Losing Trades |
1095 |
487 |
608 |
|
| % Profitable |
55.27% |
60.21% |
50.33% |
|
| Avg Trade (win & loss) |
$ 138.81 |
$ 242.02 |
$ 35.61 |
|
| Average Winning Trade |
$1 199.42 |
$1 163.57 |
$1 242.31 |
|
| Average Losing Trade |
-$1 171.69 |
-$1 152.61 |
-$1 186.97 |
|
| Ratio Avg Win / Avg Loss |
1.023666649 |
1.009512649 |
1.04661852 |
|
| 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 |
41.8 |
37.3 |
46.3 |
|
| Avg # Bars in Winning Trades |
36.5 |
33.8 |
39.6 |
|
| Avg # Bars in Losing Trades |
48.3 |
42.4 |
53 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
45.3 |
36.2 |
|
| Avg # Bars Between Winning
Trades |
0 |
46 |
36.6 |
|
| Avg # Bars Between Losing
Trades |
0 |
45.5 |
36.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 087.69 |
$1 622.89 |
$1 839.48 |
|
| Avg. Trade +1 Std. Deviation |
$2 226.51 |
$2 822.31 |
$ 667.79 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 948.88 |
-$ 423.48 |
-$3 011.17 |
|
| Number of Outliers |
227 |
125 |
102 |
|
| Outlier Profit/Loss |
$58 114.76 |
$621 547.50 |
-$563 432.74 |
|
|
| 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 |
$1 280.05 |
-$1 201.09 |
|
| Max Value (%) |
12.61% |
-19.33% |
|
| Max Value (%) Date |
20/02/2020 |
30/09/2008 |
|
| Avg Value (%) |
0.92% |
-0.84% |
|
| 1 Std. Deviation |
$1 704.60 |
$2 065.58 |
|
| Avg. Trade +1 Std. Deviation |
$2 984.65 |
$ 864.49 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 424.55 |
-$3 266.67 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.508843682 |
|
| Confidence Limits |
0.868661308 |
|
| Strategy ME |
$ 138.81 |
|
| 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 |
258 |
$ 975.82 |
-$1 232.66 |
|
| 2 |
148 |
$1 306.52 |
-$1 299.39 |
|
| 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 |
17 |
$1 191.22 |
-$1 055.59 |
|
| 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 |
315 |
-$1 331.86 |
$1 138.22 |
|
| 2 |
151 |
-$1 239.55 |
$1 281.17 |
|
| 3 |
70 |
-$ 971.62 |
$ 889.99 |
|
| 4 |
21 |
-$1 139.24 |
$1 051.24 |
|
| 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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