| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5026 |
3577 |
1449 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
2067 |
1485 |
582 |
|
| Number Losing Trades |
2959 |
2092 |
867 |
|
| % Profitable |
41.13% |
41.52% |
40.17% |
|
| Avg Trade (win & loss) |
$ 67.86 |
$ 72.15 |
$ 57.29 |
|
| Average Winning Trade |
$ 887.56 |
$ 980.44 |
$ 650.56 |
|
| Average Losing Trade |
-$ 504.73 |
-$ 572.61 |
-$ 340.96 |
|
| Ratio Avg Win / Avg Loss |
1.758473438 |
1.712242654 |
1.908048594 |
|
| 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 |
39.8 |
46.5 |
23.3 |
|
| Avg # Bars in Winning Trades |
66.1 |
78.6 |
34.4 |
|
| Avg # Bars in Losing Trades |
21.4 |
23.7 |
15.9 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
19.9 |
36.9 |
181.1 |
|
| Avg # Bars Between Winning
Trades |
17 |
36 |
171.3 |
|
| Avg # Bars Between Losing
Trades |
17.4 |
36.6 |
176.7 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 061.24 |
$1 093.75 |
$ 529.32 |
|
| Avg. Trade +1 Std. Deviation |
$1 129.10 |
$1 981.31 |
$ 24.58 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 993.37 |
-$ 206.19 |
-$1 034.05 |
|
| Number of Outliers |
526 |
250 |
276 |
|
| Outlier Profit/Loss |
$343 882.88 |
$803 632.50 |
-$459 749.62 |
|
|
| 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 |
$ 824.80 |
-$ 459.75 |
|
| Max Value (%) |
8.27% |
-6.90% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.58% |
-0.32% |
|
| 1 Std. Deviation |
$1 069.87 |
$ 538.47 |
|
| Avg. Trade +1 Std. Deviation |
$1 894.67 |
$ 78.71 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 245.06 |
-$ 998.22 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.980417983 |
|
| Confidence Limits |
0.673120397 |
|
| Strategy ME |
$ 67.86 |
|
| 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 |
726 |
$ 968.31 |
-$ 430.34 |
|
| 2 |
311 |
$ 847.85 |
-$ 509.06 |
|
| 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 |
-$1 154.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
499 |
-$ 452.57 |
$ 928.90 |
|
| 2 |
316 |
-$ 516.62 |
$ 949.56 |
|
| 3 |
190 |
-$ 517.23 |
$1 025.29 |
|
| 4 |
100 |
-$ 511.43 |
$ 998.42 |
|
| 5 |
50 |
-$ 557.77 |
$1 083.38 |
|
| 6 |
31 |
-$ 516.28 |
$ 982.17 |
|
| 7 |
19 |
-$ 469.72 |
$1 393.25 |
|
| 8 |
10 |
-$ 530.84 |
$1 089.63 |
|
| 9 |
7 |
-$ 525.95 |
$1 031.59 |
|
| 10 |
1 |
-$ 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 |
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
|
| Maximum Favorable Excursion
(%) |
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