| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2488 |
1244 |
1244 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1098 |
614 |
484 |
|
| Number Losing Trades |
1390 |
630 |
760 |
|
| % Profitable |
44.13% |
49.36% |
38.91% |
|
| Avg Trade (win & loss) |
$ 139.07 |
$ 254.32 |
$ 23.82 |
|
| Average Winning Trade |
$1 485.99 |
$1 622.79 |
$1 312.43 |
|
| Average Losing Trade |
-$ 924.89 |
-$1 079.40 |
-$ 796.82 |
|
| Ratio Avg Win / Avg Loss |
1.606657635 |
1.503425071 |
1.647096065 |
|
| Largest Winning Trade |
$25 220.88 |
$25 220.88 |
$22 058.38 |
|
| Largest Losing Trade |
-$12 554.12 |
-$11 104.12 |
-$12 554.12 |
|
| Avg # Bars in All Trades |
32.8 |
40.8 |
24.8 |
|
| Avg # Bars in Winning Trades |
41.4 |
50.2 |
30.1 |
|
| Avg # Bars in Losing Trades |
26 |
31.6 |
21.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
23.8 |
39.8 |
|
| Avg # Bars Between Winning
Trades |
0 |
22.3 |
37.1 |
|
| Avg # Bars Between Losing
Trades |
0 |
22.1 |
39.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 112.19 |
$2 143.60 |
$1 338.66 |
|
| Avg. Trade +1 Std. Deviation |
$2 251.26 |
$3 629.59 |
$ 413.76 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 973.11 |
-$ 657.62 |
-$2 263.55 |
|
| Number of Outliers |
235 |
99 |
136 |
|
| Outlier Profit/Loss |
$109 356.80 |
$676 629.62 |
-$567 272.82 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$27 785.44 |
-$16 764.56 |
|
| Max Value Date |
17/04/2026 |
20/05/2022 |
|
| Avg Value |
$1 406.14 |
-$1 025.86 |
|
| Max Value (%) |
12.56% |
-13.25% |
|
| Max Value (%) Date |
18/02/2020 |
06/10/2008 |
|
| Avg Value (%) |
0.97% |
-0.70% |
|
| 1 Std. Deviation |
$2 126.05 |
$1 573.35 |
|
| Avg. Trade +1 Std. Deviation |
$3 532.19 |
$ 547.49 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 719.90 |
-$2 599.21 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.205102082 |
|
| Confidence Limits |
0.77183614 |
|
| Strategy ME |
$ 139.07 |
|
| Max Consec. Winners |
7 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$30 150.14 |
|
| Largest Consec. Loss |
-$29 516.48 |
|
| Largest Consec. Profit (%) |
7088.00% |
|
| Largest Consec. Loss (%) |
-4567.47% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
359 |
$1 442.40 |
-$ 893.78 |
|
| 2 |
149 |
$1 592.61 |
-$ 780.21 |
|
| 3 |
69 |
$1 627.40 |
-$1 188.00 |
|
| 4 |
33 |
$1 363.87 |
-$ 660.94 |
|
| 5 |
13 |
$1 187.03 |
-$ 415.34 |
|
| 6 |
5 |
$1 015.05 |
-$1 084.12 |
|
| 7 |
1 |
$2 097.67 |
-$1 304.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
285 |
-$ 827.37 |
$1 396.84 |
|
| 2 |
145 |
-$ 909.98 |
$1 608.64 |
|
| 3 |
92 |
-$ 923.87 |
$1 243.16 |
|
| 4 |
52 |
-$1 137.59 |
$1 728.09 |
|
| 5 |
27 |
-$ 885.05 |
$1 222.73 |
|
| 6 |
8 |
-$1 654.38 |
$3 161.51 |
|
| 7 |
10 |
-$ 731.62 |
$1 008.38 |
|
| 8 |
5 |
-$ 530.37 |
$ 280.88 |
|
| 9 |
2 |
-$ 903.43 |
$ 408.38 |
|
| 10 |
2 |
-$ 336.00 |
$ 170.88 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
|
|
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| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
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