| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2584 |
2584 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1241 |
1241 |
0 |
|
| Number Losing Trades |
1343 |
1343 |
0 |
|
| % Profitable |
48.03% |
48.03% |
0.00% |
|
| Avg Trade (win & loss) |
$ 84.70 |
$ 84.70 |
n/a |
|
| Average Winning Trade |
$ 938.41 |
$ 938.41 |
n/a |
|
| Average Losing Trade |
-$ 704.17 |
-$ 704.17 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.332648086 |
1.332648086 |
n/a |
|
| Largest Winning Trade |
$7 233.38 |
$7 233.38 |
n/a |
|
| Largest Losing Trade |
-$7 616.62 |
-$7 616.62 |
n/a |
|
| Avg # Bars in All Trades |
4.5 |
4.5 |
n/a |
|
| Avg # Bars in Winning Trades |
4.6 |
4.6 |
n/a |
|
| Avg # Bars in Losing Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
16.2 |
16.2 |
n/a |
|
| Avg # Bars Between Winning
Trades |
25 |
25 |
n/a |
|
| Avg # Bars Between Losing
Trades |
24 |
24 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 040.57 |
$ 602.95 |
$ 671.88 |
|
| Avg. Trade +1 Std. Deviation |
$1 125.27 |
$1 541.36 |
-$ 32.28 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 955.87 |
$ 335.45 |
-$1 376.05 |
|
| Number of Outliers |
214 |
69 |
145 |
|
| Outlier Profit/Loss |
-$149 856.68 |
$171 465.72 |
-$321 322.40 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$7 235.44 |
-$8 052.06 |
|
| Max Value Date |
09/11/2020 |
28/02/2020 |
|
| Avg Value |
$ 588.12 |
-$ 686.21 |
|
| Max Value (%) |
3.34% |
-4.22% |
|
| Max Value (%) Date |
06/11/2020 |
27/02/2020 |
|
| Avg Value (%) |
0.37% |
-0.39% |
|
| 1 Std. Deviation |
$ 590.24 |
$ 716.91 |
|
| Avg. Trade +1 Std. Deviation |
$1 178.36 |
$ 30.70 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 2.12 |
-$1 403.12 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.13846595 |
|
| Confidence Limits |
0.110128507 |
|
| Strategy ME |
$ 84.70 |
|
| Max Consec. Winners |
10 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$15 158.80 |
|
| Largest Consec. Loss |
-$10 916.48 |
|
| Largest Consec. Profit (%) |
151.61% |
|
| Largest Consec. Loss (%) |
-307486.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
328 |
$1 004.87 |
-$ 737.76 |
|
| 2 |
187 |
$ 909.82 |
-$ 701.65 |
|
| 3 |
60 |
$ 878.73 |
-$ 760.79 |
|
| 4 |
36 |
$ 969.49 |
-$ 640.23 |
|
| 5 |
17 |
$ 921.32 |
-$ 766.62 |
|
| 6 |
11 |
$ 815.77 |
-$ 482.53 |
|
| 7 |
5 |
$ 806.59 |
-$ 271.62 |
|
| 9 |
1 |
$1 222.27 |
-$ 841.62 |
|
| 10 |
2 |
$1 276.51 |
-$ 872.87 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
305 |
-$ 760.92 |
$1 010.59 |
|
| 2 |
177 |
-$ 709.56 |
$1 028.30 |
|
| 3 |
70 |
-$ 682.33 |
$1 106.95 |
|
| 4 |
46 |
-$ 761.86 |
$ 971.70 |
|
| 5 |
23 |
-$ 586.73 |
$ 954.03 |
|
| 6 |
16 |
-$ 674.17 |
$1 105.26 |
|
| 7 |
3 |
-$ 380.91 |
$ 733.38 |
|
| 8 |
5 |
-$ 726.00 |
$1 095.88 |
|
| 9 |
2 |
-$ 540.23 |
$1 095.88 |
|
|
| 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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