| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2466 |
1233 |
1233 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1333 |
728 |
605 |
|
| Number Losing Trades |
1133 |
505 |
628 |
|
| % Profitable |
54.06% |
59.04% |
49.07% |
|
| Avg Trade (win & loss) |
$ 11.40 |
$ 21.65 |
$ 1.16 |
|
| Average Winning Trade |
$ 123.84 |
$ 118.32 |
$ 130.47 |
|
| Average Losing Trade |
-$ 120.88 |
-$ 117.71 |
-$ 123.42 |
|
| Ratio Avg Win / Avg Loss |
1.024490761 |
1.005192371 |
1.057118947 |
|
| 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 |
41.8 |
37.2 |
46.3 |
|
| Avg # Bars in Winning Trades |
36.7 |
34.2 |
39.7 |
|
| Avg # Bars in Losing Trades |
47.7 |
41.6 |
52.6 |
|
| 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 |
45.9 |
36.5 |
|
| Avg # Bars Between Losing
Trades |
0 |
45.3 |
36.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 225.23 |
$ 181.38 |
$ 198.38 |
|
| Avg. Trade +1 Std. Deviation |
$ 236.63 |
$ 305.21 |
$ 77.50 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 213.82 |
-$ 57.54 |
-$ 319.25 |
|
| Number of Outliers |
211 |
111 |
100 |
|
| Outlier Profit/Loss |
$1 114.37 |
$61 293.62 |
-$60 179.25 |
|
|
| 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 |
$ 130.45 |
-$ 125.07 |
|
| Max Value (%) |
13.70% |
-19.35% |
|
| Max Value (%) Date |
01/04/2025 |
30/09/2008 |
|
| Avg Value (%) |
0.92% |
-0.86% |
|
| 1 Std. Deviation |
$ 190.61 |
$ 215.17 |
|
| Avg. Trade +1 Std. Deviation |
$ 321.07 |
$ 90.10 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 60.16 |
-$ 340.24 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.759444116 |
|
| Confidence Limits |
0.921498042 |
|
| Strategy ME |
$ 11.40 |
|
| 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 |
268 |
$ 100.28 |
-$ 121.58 |
|
| 2 |
144 |
$ 142.34 |
-$ 141.10 |
|
| 3 |
78 |
$ 115.51 |
-$ 126.07 |
|
| 4 |
34 |
$ 136.98 |
-$ 149.46 |
|
| 5 |
30 |
$ 115.58 |
-$ 107.71 |
|
| 6 |
18 |
$ 121.99 |
-$ 104.39 |
|
| 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 |
313 |
-$ 139.50 |
$ 124.61 |
|
| 2 |
148 |
-$ 126.31 |
$ 124.90 |
|
| 3 |
74 |
-$ 109.48 |
$ 96.44 |
|
| 4 |
21 |
-$ 128.13 |
$ 108.49 |
|
| 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 (%) |
|
|
|
|
|
|
|