| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4332 |
2166 |
2166 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1828 |
995 |
833 |
|
| Number Losing Trades |
2504 |
1171 |
1333 |
|
| % Profitable |
42.20% |
45.94% |
38.46% |
|
| Avg Trade (win & loss) |
$ 97.87 |
$ 165.36 |
$ 30.38 |
|
| Average Winning Trade |
$1 070.65 |
$1 269.30 |
$ 833.38 |
|
| Average Losing Trade |
-$ 612.29 |
-$ 772.65 |
-$ 471.41 |
|
| Ratio Avg Win / Avg Loss |
1.748615373 |
1.642781549 |
1.767838564 |
|
| Largest Winning Trade |
$23 870.88 |
$23 870.88 |
$9 633.38 |
|
| Largest Losing Trade |
-$27 766.62 |
-$27 766.62 |
-$11 966.62 |
|
| Avg # Bars in All Trades |
69.7 |
109.7 |
29.7 |
|
| Avg # Bars in Winning Trades |
102.8 |
154.2 |
41.4 |
|
| Avg # Bars in Losing Trades |
45.5 |
71.9 |
22.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
28.7 |
108.7 |
|
| Avg # Bars Between Winning
Trades |
0 |
29.7 |
113 |
|
| Avg # Bars Between Losing
Trades |
0 |
30 |
113.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 653.18 |
$1 755.67 |
$1 132.89 |
|
| Avg. Trade +1 Std. Deviation |
$1 751.05 |
$2 826.32 |
$ 520.60 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 555.30 |
-$ 685.01 |
-$1 745.18 |
|
| Number of Outliers |
361 |
175 |
186 |
|
| Outlier Profit/Loss |
$311 562.68 |
$942 166.50 |
-$630 603.82 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$28 197.94 |
-$33 802.06 |
|
| Max Value Date |
17/04/2026 |
18/03/2020 |
|
| Avg Value |
$1 052.64 |
-$ 731.98 |
|
| Max Value (%) |
11.97% |
-18.02% |
|
| Max Value (%) Date |
23/03/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.67% |
-0.48% |
|
| 1 Std. Deviation |
$1 749.57 |
$1 411.20 |
|
| Avg. Trade +1 Std. Deviation |
$2 802.21 |
$ 679.22 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 696.93 |
-$2 143.18 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.786115819 |
|
| Confidence Limits |
0.999999993 |
|
| Strategy ME |
$ 97.87 |
|
| Max Consec. Winners |
14 |
|
| Max Consec. Losers |
16 |
|
| Largest Consec. Profit |
$41 333.52 |
|
| Largest Consec. Loss |
-$31 787.36 |
|
| Largest Consec. Profit (%) |
30838.00% |
|
| Largest Consec. Loss (%) |
-214.22% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
494 |
$1 231.38 |
-$ 781.35 |
|
| 2 |
252 |
$1 018.60 |
-$ 677.68 |
|
| 3 |
124 |
$ 933.41 |
-$ 723.47 |
|
| 4 |
51 |
$1 193.92 |
-$ 633.78 |
|
| 5 |
28 |
$ 901.51 |
-$1 113.94 |
|
| 6 |
5 |
$1 126.30 |
-$ 466.62 |
|
| 7 |
4 |
$ 634.27 |
-$1 501.00 |
|
| 8 |
4 |
$1 049.01 |
-$ 304.12 |
|
| 10 |
1 |
$2 862.13 |
-$1 004.12 |
|
| 14 |
1 |
$ 338.74 |
-$ 154.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
371 |
-$ 779.66 |
$1 118.26 |
|
| 2 |
224 |
-$ 686.18 |
$1 050.96 |
|
| 3 |
143 |
-$ 612.02 |
$1 258.21 |
|
| 4 |
93 |
-$ 548.51 |
$1 069.00 |
|
| 5 |
57 |
-$ 612.63 |
$1 112.33 |
|
| 6 |
25 |
-$ 472.29 |
$ 581.38 |
|
| 7 |
16 |
-$ 770.41 |
$2 027.91 |
|
| 8 |
15 |
-$ 495.16 |
$ 571.71 |
|
| 9 |
7 |
-$ 274.36 |
$ 713.74 |
|
| 10 |
3 |
-$ 379.54 |
$1 095.88 |
|
| 11 |
3 |
-$ 172.30 |
$ 162.55 |
|
| 12 |
4 |
-$ 568.44 |
$ 789.63 |
|
| 13 |
1 |
-$ 157.00 |
$ 8.38 |
|
| 14 |
1 |
-$ 245.19 |
$ 770.88 |
|
| 16 |
1 |
-$ 727.56 |
$ 445.88 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
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| Losing Trades |
|
|
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| Drawdown |
|
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| Drawdown P/L |
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| Maximum Adverse Excursion |
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| 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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