| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5084 |
3623 |
1461 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
2089 |
1500 |
589 |
|
| Number Losing Trades |
2995 |
2123 |
872 |
|
| % Profitable |
41.09% |
41.40% |
40.31% |
|
| Avg Trade (win & loss) |
$ 67.97 |
$ 69.16 |
$ 65.00 |
|
| Average Winning Trade |
$ 897.18 |
$ 985.91 |
$ 671.20 |
|
| Average Losing Trade |
-$ 510.41 |
-$ 578.57 |
-$ 344.46 |
|
| Ratio Avg Win / Avg Loss |
1.757775946 |
1.704062141 |
1.948561933 |
|
| Largest Winning Trade |
$13 308.38 |
$13 308.38 |
$6 245.88 |
|
| Largest Losing Trade |
-$9 479.12 |
-$9 479.12 |
-$3 741.62 |
|
| Avg # Bars in All Trades |
39.5 |
46.1 |
23.3 |
|
| Avg # Bars in Winning Trades |
65.7 |
78 |
34.4 |
|
| Avg # Bars in Losing Trades |
21.3 |
23.5 |
15.8 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
20 |
37 |
181.1 |
|
| Avg # Bars Between Winning
Trades |
17 |
36 |
170.8 |
|
| Avg # Bars Between Losing
Trades |
17.5 |
36.5 |
176.7 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 071.00 |
$1 103.62 |
$ 532.51 |
|
| Avg. Trade +1 Std. Deviation |
$1 138.97 |
$2 000.80 |
$ 22.11 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 003.03 |
-$ 206.44 |
-$1 042.92 |
|
| Number of Outliers |
530 |
251 |
279 |
|
| Outlier Profit/Loss |
$348 703.90 |
$818 503.38 |
-$469 799.48 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 310.44 |
-$12 777.06 |
|
| Max Value Date |
07/04/2020 |
09/03/2020 |
|
| Avg Value |
$ 831.20 |
-$ 465.26 |
|
| Max Value (%) |
8.10% |
-6.78% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.56% |
-0.31% |
|
| 1 Std. Deviation |
$1 076.60 |
$ 543.70 |
|
| Avg. Trade +1 Std. Deviation |
$1 907.80 |
$ 78.45 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 245.40 |
-$1 008.96 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.07857674 |
|
| Confidence Limits |
0.719223675 |
|
| Strategy ME |
$ 67.97 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
17 |
|
| Largest Consec. Profit |
$15 512.64 |
|
| Largest Consec. Loss |
-$10 999.86 |
|
| Largest Consec. Profit (%) |
57088.00% |
|
| Largest Consec. Loss (%) |
-8518.75% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
736 |
$ 983.84 |
-$ 434.65 |
|
| 2 |
317 |
$ 861.00 |
-$ 515.71 |
|
| 3 |
112 |
$ 887.40 |
-$ 482.80 |
|
| 4 |
57 |
$ 865.84 |
-$ 447.32 |
|
| 5 |
21 |
$ 697.55 |
-$ 366.02 |
|
| 6 |
5 |
$ 636.30 |
-$ 739.12 |
|
| 7 |
1 |
$ 415.52 |
-$ 454.12 |
|
| 13 |
1 |
$1 031.46 |
-$1 154.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
506 |
-$ 455.97 |
$ 953.14 |
|
| 2 |
320 |
-$ 526.83 |
$ 951.35 |
|
| 3 |
191 |
-$ 521.05 |
$1 025.98 |
|
| 4 |
101 |
-$ 514.76 |
$1 020.76 |
|
| 5 |
51 |
-$ 561.33 |
$1 070.14 |
|
| 6 |
31 |
-$ 516.28 |
$ 982.17 |
|
| 7 |
19 |
-$ 469.72 |
$1 393.25 |
|
| 8 |
10 |
-$ 530.84 |
$1 089.63 |
|
| 9 |
8 |
-$ 582.07 |
$1 584.94 |
|
| 10 |
1 |
-$ 587.87 |
$ 345.88 |
|
| 11 |
5 |
-$ 494.35 |
$1 110.88 |
|
| 12 |
4 |
-$ 421.05 |
$ 811.51 |
|
| 16 |
1 |
-$ 348.65 |
$3 095.88 |
|
| 17 |
1 |
-$ 551.18 |
$ 83.38 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
| Drawdown P/L |
|
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| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
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|
| Run-up |
|
|
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|
| Run-up P/L |
|
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|
|
| Maximum Favorable Excursion |
|
|
|
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|
| Maximum Favorable Excursion
(%) |
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