| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2492 |
1246 |
1246 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1346 |
736 |
610 |
|
| Number Losing Trades |
1146 |
510 |
636 |
|
| % Profitable |
54.01% |
59.07% |
48.96% |
|
| Avg Trade (win & loss) |
$ 11.36 |
$ 22.66 |
$ 0.05 |
|
| Average Winning Trade |
$ 126.29 |
$ 120.71 |
$ 133.01 |
|
| Average Losing Trade |
-$ 123.63 |
-$ 118.83 |
-$ 127.48 |
|
| Ratio Avg Win / Avg Loss |
1.0214824 |
1.015833041 |
1.043398656 |
|
| Largest Winning Trade |
$2 949.92 |
$1 276.17 |
$2 949.92 |
|
| Largest Losing Trade |
-$2 335.08 |
-$2 335.08 |
-$1 551.33 |
|
| Avg # Bars in All Trades |
41.7 |
37.2 |
46.3 |
|
| Avg # Bars in Winning Trades |
36.7 |
34.2 |
39.7 |
|
| Avg # Bars in Losing Trades |
47.6 |
41.5 |
52.5 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
45.3 |
36.1 |
|
| Avg # Bars Between Winning
Trades |
0 |
46 |
36.5 |
|
| Avg # Bars Between Losing
Trades |
0 |
45.4 |
36.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 229.65 |
$ 183.98 |
$ 203.01 |
|
| Avg. Trade +1 Std. Deviation |
$ 241.01 |
$ 310.26 |
$ 79.39 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 218.30 |
-$ 57.69 |
-$ 326.64 |
|
| Number of Outliers |
217 |
116 |
101 |
|
| Outlier Profit/Loss |
$2 175.14 |
$64 795.72 |
-$62 620.58 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$4 037.46 |
-$3 120.04 |
|
| Max Value Date |
07/04/2025 |
13/03/2025 |
|
| Avg Value |
$ 132.52 |
-$ 127.50 |
|
| Max Value (%) |
13.56% |
-18.65% |
|
| Max Value (%) Date |
01/04/2025 |
30/09/2008 |
|
| Avg Value (%) |
0.90% |
-0.84% |
|
| 1 Std. Deviation |
$ 194.29 |
$ 219.66 |
|
| Avg. Trade +1 Std. Deviation |
$ 326.81 |
$ 92.16 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 61.78 |
-$ 347.16 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.793742094 |
|
| Confidence Limits |
0.927145813 |
|
| Strategy ME |
$ 11.36 |
|
| Max Consec. Winners |
11 |
|
| Max Consec. Losers |
12 |
|
| Largest Consec. Profit |
$4 137.26 |
|
| Largest Consec. Loss |
-$3 378.99 |
|
| Largest Consec. Profit (%) |
867.00% |
|
| Largest Consec. Loss (%) |
-1566.60% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
271 |
$ 104.10 |
-$ 123.45 |
|
| 2 |
146 |
$ 145.33 |
-$ 139.89 |
|
| 3 |
78 |
$ 115.51 |
-$ 126.07 |
|
| 4 |
34 |
$ 136.98 |
-$ 149.46 |
|
| 5 |
30 |
$ 115.58 |
-$ 107.71 |
|
| 6 |
19 |
$ 134.22 |
-$ 169.88 |
|
| 7 |
10 |
$ 142.58 |
-$ 230.08 |
|
| 8 |
4 |
$ 87.89 |
-$ 104.46 |
|
| 9 |
4 |
$ 158.60 |
-$ 390.39 |
|
| 11 |
1 |
$ 230.15 |
-$ 317.58 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
315 |
-$ 139.78 |
$ 126.57 |
|
| 2 |
150 |
-$ 130.46 |
$ 126.67 |
|
| 3 |
75 |
-$ 116.10 |
$ 107.25 |
|
| 4 |
22 |
-$ 131.24 |
$ 107.42 |
|
| 5 |
15 |
-$ 97.30 |
$ 129.67 |
|
| 6 |
9 |
-$ 141.17 |
$ 125.06 |
|
| 7 |
8 |
-$ 78.87 |
$ 67.11 |
|
| 10 |
1 |
-$ 35.96 |
$ 77.42 |
|
| 11 |
1 |
-$ 36.22 |
$ 2.42 |
|
| 12 |
1 |
-$ 61.75 |
$ 113.67 |
|
|
| 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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