| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2471 |
2471 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1187 |
1187 |
0 |
|
| Number Losing Trades |
1284 |
1284 |
0 |
|
| % Profitable |
48.04% |
48.04% |
0.00% |
|
| Avg Trade (win & loss) |
$ 95.14 |
$ 95.14 |
n/a |
|
| Average Winning Trade |
$1 006.40 |
$1 006.40 |
n/a |
|
| Average Losing Trade |
-$ 747.29 |
-$ 747.29 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.346740565 |
1.346740565 |
n/a |
|
| Largest Winning Trade |
$17 758.38 |
$17 758.38 |
n/a |
|
| Largest Losing Trade |
-$8 229.12 |
-$8 229.12 |
n/a |
|
| Avg # Bars in All Trades |
7.5 |
7.5 |
n/a |
|
| Avg # Bars in Winning Trades |
9.8 |
9.8 |
n/a |
|
| Avg # Bars in Losing Trades |
5.4 |
5.4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
5 |
5 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.9 |
4.9 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.9 |
4.9 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 582.60 |
$1 600.35 |
$ 987.83 |
|
| Avg. Trade +1 Std. Deviation |
$1 677.73 |
$2 606.75 |
$ 240.55 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 487.46 |
-$ 593.95 |
-$1 735.12 |
|
| Number of Outliers |
244 |
109 |
135 |
|
| Outlier Profit/Loss |
$108 644.72 |
$520 675.92 |
-$412 031.20 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$18 860.44 |
-$12 927.06 |
|
| Max Value Date |
15/11/2023 |
05/08/2024 |
|
| Avg Value |
$ 942.25 |
-$ 786.75 |
|
| Max Value (%) |
13.94% |
-6.39% |
|
| Max Value (%) Date |
10/10/2008 |
19/03/2020 |
|
| Avg Value (%) |
0.67% |
-0.55% |
|
| 1 Std. Deviation |
$1 600.20 |
$1 096.95 |
|
| Avg. Trade +1 Std. Deviation |
$2 542.46 |
$ 310.20 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 657.95 |
-$1 883.70 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.20525571 |
|
| Confidence Limits |
0.771895435 |
|
| Strategy ME |
$ 95.14 |
|
| Max Consec. Winners |
14 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$26 929.82 |
|
| Largest Consec. Loss |
-$16 383.10 |
|
| Largest Consec. Profit (%) |
142926.00% |
|
| Largest Consec. Loss (%) |
-197.79% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
335 |
$1 140.73 |
-$ 737.85 |
|
| 2 |
167 |
$ 874.21 |
-$ 853.82 |
|
| 3 |
68 |
$ 971.13 |
-$ 572.69 |
|
| 4 |
29 |
$ 987.91 |
-$ 625.67 |
|
| 5 |
20 |
$1 295.63 |
-$ 538.50 |
|
| 6 |
5 |
$ 504.21 |
-$ 374.12 |
|
| 7 |
4 |
$ 510.61 |
-$ 588.50 |
|
| 8 |
2 |
$ 766.19 |
-$1 079.12 |
|
| 10 |
1 |
$ 958.38 |
-$1 441.62 |
|
| 14 |
1 |
$1 923.56 |
-$2 791.62 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
295 |
-$ 787.51 |
$1 049.86 |
|
| 2 |
171 |
-$ 722.47 |
$ 945.76 |
|
| 3 |
83 |
-$ 819.83 |
$1 080.07 |
|
| 4 |
44 |
-$ 556.18 |
$ 922.02 |
|
| 5 |
22 |
-$1 026.96 |
$2 225.43 |
|
| 6 |
11 |
-$ 585.94 |
$ 684.52 |
|
| 7 |
4 |
-$ 344.75 |
$ 374.01 |
|
| 8 |
1 |
-$1 563.50 |
$ 720.88 |
|
| 10 |
1 |
-$ 429.12 |
$ 295.88 |
|
|
| 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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