| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4641 |
3272 |
1369 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1918 |
1368 |
550 |
|
| Number Losing Trades |
2723 |
1904 |
819 |
|
| % Profitable |
41.33% |
41.81% |
40.18% |
|
| Avg Trade (win & loss) |
$ 72.22 |
$ 75.67 |
$ 63.98 |
|
| Average Winning Trade |
$ 854.53 |
$ 942.08 |
$ 636.79 |
|
| Average Losing Trade |
-$ 478.82 |
-$ 546.84 |
-$ 320.70 |
|
| Ratio Avg Win / Avg Loss |
1.784662222 |
1.722770973 |
1.985652751 |
|
| Largest Winning Trade |
$13 308.38 |
$13 308.38 |
$7 633.38 |
|
| Largest Losing Trade |
-$11 329.12 |
-$11 329.12 |
-$3 741.62 |
|
| Avg # Bars in All Trades |
40.7 |
47.9 |
23.6 |
|
| Avg # Bars in Winning Trades |
67.4 |
80.4 |
34.9 |
|
| Avg # Bars in Losing Trades |
22 |
24.6 |
15.9 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
23.8 |
43.2 |
192.8 |
|
| Avg # Bars Between Winning
Trades |
18.5 |
38.3 |
175.8 |
|
| Avg # Bars Between Losing
Trades |
18.4 |
38.6 |
175.8 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 034.07 |
$1 070.92 |
$ 529.22 |
|
| Avg. Trade +1 Std. Deviation |
$1 106.29 |
$1 925.45 |
$ 50.40 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 961.85 |
-$ 216.38 |
-$1 008.04 |
|
| Number of Outliers |
449 |
223 |
226 |
|
| Outlier Profit/Loss |
$327 737.62 |
$703 893.74 |
-$376 156.12 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 310.44 |
-$11 327.06 |
|
| Max Value Date |
07/04/2020 |
09/03/2020 |
|
| Avg Value |
$ 784.35 |
-$ 434.56 |
|
| Max Value (%) |
8.27% |
-6.12% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.58% |
-0.31% |
|
| 1 Std. Deviation |
$1 014.80 |
$ 514.15 |
|
| Avg. Trade +1 Std. Deviation |
$1 799.16 |
$ 79.59 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 230.45 |
-$ 948.71 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.811750208 |
|
| Confidence Limits |
0.583065439 |
|
| Strategy ME |
$ 72.22 |
|
| Max Consec. Winners |
7 |
|
| Max Consec. Losers |
16 |
|
| Largest Consec. Profit |
$14 125.14 |
|
| Largest Consec. Loss |
-$11 445.74 |
|
| 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 |
665 |
$ 917.21 |
-$ 395.08 |
|
| 2 |
287 |
$ 848.58 |
-$ 484.04 |
|
| 3 |
104 |
$ 808.58 |
-$ 447.63 |
|
| 4 |
57 |
$ 856.35 |
-$ 425.83 |
|
| 5 |
19 |
$ 610.49 |
-$ 355.44 |
|
| 6 |
5 |
$ 848.38 |
-$ 796.62 |
|
| 7 |
2 |
$ 785.17 |
-$ 804.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
467 |
-$ 417.13 |
$ 865.04 |
|
| 2 |
286 |
-$ 497.52 |
$ 866.64 |
|
| 3 |
174 |
-$ 496.94 |
$1 073.90 |
|
| 4 |
92 |
-$ 456.19 |
$ 861.41 |
|
| 5 |
48 |
-$ 556.62 |
$1 362.29 |
|
| 6 |
27 |
-$ 482.05 |
$ 925.97 |
|
| 7 |
18 |
-$ 496.18 |
$1 459.77 |
|
| 8 |
9 |
-$ 472.35 |
$ 990.32 |
|
| 9 |
7 |
-$ 473.17 |
$1 088.74 |
|
| 10 |
2 |
-$ 641.00 |
$ 283.38 |
|
| 11 |
4 |
-$ 440.77 |
$ 977.13 |
|
| 12 |
3 |
-$ 366.62 |
$ 304.21 |
|
| 15 |
1 |
-$ 544.12 |
$ 83.38 |
|
| 16 |
1 |
-$ 348.65 |
$3 095.88 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
|
| 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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