| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2510 |
2510 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1185 |
1185 |
0 |
|
| Number Losing Trades |
1325 |
1325 |
0 |
|
| % Profitable |
47.21% |
47.21% |
0.00% |
|
| Avg Trade (win & loss) |
$ 5.87 |
$ 5.87 |
n/a |
|
| Average Winning Trade |
$ 91.82 |
$ 91.82 |
n/a |
|
| Average Losing Trade |
-$ 71.00 |
-$ 71.00 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.293246882 |
1.293246882 |
n/a |
|
| Largest Winning Trade |
$ 721.17 |
$ 721.17 |
n/a |
|
| Largest Losing Trade |
-$ 763.83 |
-$ 763.83 |
n/a |
|
| Avg # Bars in All Trades |
4.5 |
4.5 |
n/a |
|
| Avg # Bars in Winning Trades |
4.7 |
4.7 |
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 |
16.5 |
16.5 |
n/a |
|
| Avg # Bars Between Winning
Trades |
25.5 |
25.5 |
n/a |
|
| Avg # Bars Between Losing
Trades |
24.2 |
24.2 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 102.97 |
$ 57.37 |
$ 68.00 |
|
| Avg. Trade +1 Std. Deviation |
$ 108.84 |
$ 149.18 |
-$ 2.99 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 97.10 |
$ 34.45 |
-$ 139.00 |
|
| Number of Outliers |
199 |
62 |
137 |
|
| Outlier Profit/Loss |
-$16 322.17 |
$14 752.54 |
-$31 074.71 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 722.46 |
-$1 167.54 |
|
| Max Value Date |
09/11/2020 |
07/04/2025 |
|
| Avg Value |
$ 57.31 |
-$ 69.15 |
|
| Max Value (%) |
3.44% |
-4.39% |
|
| Max Value (%) Date |
06/11/2020 |
04/04/2025 |
|
| Avg Value (%) |
0.39% |
-0.43% |
|
| 1 Std. Deviation |
$ 57.26 |
$ 75.87 |
|
| Avg. Trade +1 Std. Deviation |
$ 114.56 |
$ 6.72 |
|
| Avg. Trade - 1 Std. Deviation |
$ 0.05 |
-$ 145.02 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.256513793 |
|
| Confidence Limits |
0.202446321 |
|
| Strategy ME |
$ 5.87 |
|
| Max Consec. Winners |
10 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$1 494.20 |
|
| Largest Consec. Loss |
-$1 101.65 |
|
| Largest Consec. Profit (%) |
320.66% |
|
| Largest Consec. Loss (%) |
-31399.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
329 |
$ 96.01 |
-$ 71.67 |
|
| 2 |
172 |
$ 90.56 |
-$ 70.26 |
|
| 3 |
64 |
$ 86.96 |
-$ 81.08 |
|
| 4 |
32 |
$ 96.09 |
-$ 70.98 |
|
| 5 |
15 |
$ 86.44 |
-$ 60.16 |
|
| 6 |
10 |
$ 79.05 |
-$ 45.58 |
|
| 7 |
4 |
$ 80.37 |
-$ 35.08 |
|
| 9 |
1 |
$ 120.20 |
-$ 85.08 |
|
| 10 |
2 |
$ 125.48 |
-$ 89.46 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
294 |
-$ 75.50 |
$ 99.31 |
|
| 2 |
170 |
-$ 68.10 |
$ 96.92 |
|
| 3 |
71 |
-$ 74.33 |
$ 107.28 |
|
| 4 |
43 |
-$ 77.81 |
$ 90.09 |
|
| 5 |
23 |
-$ 60.84 |
$ 93.24 |
|
| 6 |
16 |
-$ 71.17 |
$ 108.36 |
|
| 7 |
3 |
-$ 57.82 |
$ 107.42 |
|
| 8 |
7 |
-$ 61.60 |
$ 96.71 |
|
| 9 |
2 |
-$ 56.19 |
$ 107.42 |
|
|
| 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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