| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2511 |
1255 |
1256 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1108 |
618 |
490 |
|
| Number Losing Trades |
1403 |
637 |
766 |
|
| % Profitable |
44.13% |
49.24% |
39.01% |
|
| Avg Trade (win & loss) |
$ 144.69 |
$ 260.27 |
$ 29.20 |
|
| Average Winning Trade |
$1 506.97 |
$1 650.25 |
$1 326.26 |
|
| Average Losing Trade |
-$ 931.15 |
-$1 088.24 |
-$ 800.51 |
|
| Ratio Avg Win / Avg Loss |
1.618394027 |
1.516431713 |
1.656764667 |
|
| 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 |
40.7 |
24.8 |
|
| Avg # Bars in Winning Trades |
41.3 |
50.2 |
30.1 |
|
| Avg # Bars in Losing Trades |
26 |
31.5 |
21.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
23.8 |
39.7 |
|
| Avg # Bars Between Winning
Trades |
0 |
22.3 |
37.2 |
|
| Avg # Bars Between Losing
Trades |
0 |
22.4 |
39.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 145.83 |
$2 193.44 |
$1 349.00 |
|
| Avg. Trade +1 Std. Deviation |
$2 290.52 |
$3 700.41 |
$ 417.85 |
|
| Avg. Trade - 1 Std. Deviation |
-$2 001.13 |
-$ 686.47 |
-$2 280.15 |
|
| Number of Outliers |
233 |
98 |
135 |
|
| Outlier Profit/Loss |
$118 915.04 |
$690 971.24 |
-$572 056.20 |
|
|
| 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 |
$1 425.41 |
-$1 036.72 |
|
| Max Value (%) |
12.36% |
-12.72% |
|
| Max Value (%) Date |
18/02/2020 |
06/10/2008 |
|
| Avg Value (%) |
0.94% |
-0.68% |
|
| 1 Std. Deviation |
$2 162.33 |
$1 581.14 |
|
| Avg. Trade +1 Std. Deviation |
$3 587.74 |
$ 544.42 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 736.91 |
-$2 617.86 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.146724417 |
|
| Confidence Limits |
0.748504536 |
|
| Strategy ME |
$ 144.69 |
|
| Max Consec. Winners |
9 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$35 487.92 |
|
| 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 |
363 |
$1 481.31 |
-$ 891.55 |
|
| 2 |
150 |
$1 594.26 |
-$ 775.01 |
|
| 3 |
69 |
$1 627.40 |
-$1 188.00 |
|
| 4 |
33 |
$1 363.87 |
-$ 660.94 |
|
| 5 |
12 |
$ 936.71 |
-$ 449.95 |
|
| 6 |
5 |
$1 015.05 |
-$1 084.12 |
|
| 7 |
1 |
$2 097.67 |
-$1 304.12 |
|
| 9 |
1 |
$3 943.10 |
-$3 429.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
286 |
-$ 830.30 |
$1 396.67 |
|
| 2 |
147 |
-$ 903.23 |
$1 606.17 |
|
| 3 |
92 |
-$ 923.87 |
$1 243.16 |
|
| 4 |
54 |
-$1 176.40 |
$1 978.52 |
|
| 5 |
27 |
-$ 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 |
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
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