| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2500 |
1250 |
1250 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1380 |
753 |
627 |
|
| Number Losing Trades |
1120 |
497 |
623 |
|
| % Profitable |
55.20% |
60.24% |
50.16% |
|
| Avg Trade (win & loss) |
$ 148.98 |
$ 265.44 |
$ 32.52 |
|
| Average Winning Trade |
$1 243.66 |
$1 207.42 |
$1 287.19 |
|
| Average Losing Trade |
-$1 199.82 |
-$1 161.74 |
-$1 230.20 |
|
| Ratio Avg Win / Avg Loss |
1.036536779 |
1.039317258 |
1.046321076 |
|
| Largest Winning Trade |
$23 795.88 |
$14 770.88 |
$23 795.88 |
|
| Largest Losing Trade |
-$23 329.12 |
-$23 329.12 |
-$15 491.62 |
|
| Avg # Bars in All Trades |
41.6 |
37.2 |
46.1 |
|
| Avg # Bars in Winning Trades |
36.5 |
33.9 |
39.6 |
|
| Avg # Bars in Losing Trades |
48 |
42.2 |
52.6 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
45.1 |
36.2 |
|
| Avg # Bars Between Winning
Trades |
0 |
46 |
36.5 |
|
| Avg # Bars Between Losing
Trades |
0 |
45.5 |
36.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 159.67 |
$1 699.57 |
$1 886.22 |
|
| Avg. Trade +1 Std. Deviation |
$2 308.65 |
$2 943.23 |
$ 686.40 |
|
| Avg. Trade - 1 Std. Deviation |
-$2 010.69 |
-$ 455.91 |
-$3 086.05 |
|
| Number of Outliers |
234 |
128 |
106 |
|
| Outlier Profit/Loss |
$73 235.92 |
$671 897.64 |
-$598 661.72 |
|
|
| 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 |
$1 320.54 |
-$1 235.85 |
|
| Max Value (%) |
12.22% |
-17.92% |
|
| Max Value (%) Date |
20/02/2020 |
30/09/2008 |
|
| Avg Value (%) |
0.87% |
-0.80% |
|
| 1 Std. Deviation |
$1 783.10 |
$2 116.05 |
|
| Avg. Trade +1 Std. Deviation |
$3 103.64 |
$ 880.20 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 462.57 |
-$3 351.90 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.617016718 |
|
| Confidence Limits |
0.894125417 |
|
| Strategy ME |
$ 148.98 |
|
| 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 |
263 |
$1 068.50 |
-$1 248.51 |
|
| 2 |
151 |
$1 329.49 |
-$1 285.74 |
|
| 3 |
78 |
$1 121.25 |
-$1 076.02 |
|
| 4 |
37 |
$1 422.48 |
-$1 499.39 |
|
| 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 |
318 |
-$1 333.80 |
$1 155.59 |
|
| 2 |
155 |
-$1 252.67 |
$1 387.01 |
|
| 3 |
72 |
-$1 034.91 |
$1 006.12 |
|
| 4 |
23 |
-$1 287.00 |
$1 004.03 |
|
| 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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