| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4689 |
3310 |
1379 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1938 |
1382 |
556 |
|
| Number Losing Trades |
2751 |
1928 |
823 |
|
| % Profitable |
41.33% |
41.75% |
40.32% |
|
| Avg Trade (win & loss) |
$ 73.33 |
$ 75.20 |
$ 68.85 |
|
| Average Winning Trade |
$ 863.88 |
$ 949.86 |
$ 650.15 |
|
| Average Losing Trade |
-$ 483.58 |
-$ 551.76 |
-$ 323.86 |
|
| Ratio Avg Win / Avg Loss |
1.786409195 |
1.72150875 |
2.007478153 |
|
| 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 |
40.5 |
47.6 |
23.6 |
|
| Avg # Bars in Winning Trades |
67 |
79.9 |
34.9 |
|
| Avg # Bars in Losing Trades |
21.8 |
24.4 |
15.9 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
23.9 |
43.3 |
193 |
|
| Avg # Bars Between Winning
Trades |
18.4 |
38.2 |
175.2 |
|
| Avg # Bars Between Losing
Trades |
18.5 |
38.5 |
177.7 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 042.07 |
$1 078.33 |
$ 530.53 |
|
| Avg. Trade +1 Std. Deviation |
$1 115.40 |
$1 942.20 |
$ 46.94 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 968.74 |
-$ 214.45 |
-$1 014.11 |
|
| Number of Outliers |
465 |
228 |
237 |
|
| Outlier Profit/Loss |
$331 996.70 |
$723 735.64 |
-$391 738.94 |
|
|
| 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 |
$ 791.06 |
-$ 439.01 |
|
| Max Value (%) |
8.10% |
-6.01% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.56% |
-0.30% |
|
| 1 Std. Deviation |
$1 022.38 |
$ 518.02 |
|
| Avg. Trade +1 Std. Deviation |
$1 813.44 |
$ 79.01 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 231.32 |
-$ 957.02 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.978187224 |
|
| Confidence Limits |
0.672018503 |
|
| Strategy ME |
$ 73.33 |
|
| 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 |
675 |
$ 937.29 |
-$ 400.08 |
|
| 2 |
292 |
$ 855.40 |
-$ 490.42 |
|
| 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 |
474 |
-$ 421.29 |
$ 891.87 |
|
| 2 |
290 |
-$ 505.18 |
$ 876.01 |
|
| 3 |
175 |
-$ 501.22 |
$1 074.38 |
|
| 4 |
92 |
-$ 454.63 |
$ 869.52 |
|
| 5 |
50 |
-$ 574.47 |
$1 362.13 |
|
| 6 |
27 |
-$ 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 |
|
|
|
|
| Maximum Adverse Excursion (%) |
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|
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|
| Run-up |
|
|
|
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|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
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|
| Maximum Favorable Excursion
(%) |
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