| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5859 |
3817 |
2042 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
2298 |
1536 |
762 |
|
| Number Losing Trades |
3561 |
2281 |
1280 |
|
| % Profitable |
39.22% |
40.24% |
37.32% |
|
| Avg Trade (win & loss) |
$ 47.15 |
$ 56.48 |
$ 29.70 |
|
| Average Winning Trade |
$ 779.62 |
$ 867.07 |
$ 603.33 |
|
| Average Losing Trade |
-$ 425.54 |
-$ 489.37 |
-$ 311.79 |
|
| Ratio Avg Win / Avg Loss |
1.832079527 |
1.771819859 |
1.93506917 |
|
| Largest Winning Trade |
$10 070.88 |
$9 895.88 |
$10 070.88 |
|
| Largest Losing Trade |
-$10 354.12 |
-$10 354.12 |
-$5 229.12 |
|
| Avg # Bars in All Trades |
34.3 |
42.3 |
19.4 |
|
| Avg # Bars in Winning Trades |
58.6 |
72.7 |
30 |
|
| Avg # Bars in Losing Trades |
18.7 |
21.9 |
13 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
17 |
35.9 |
125.9 |
|
| Avg # Bars Between Winning
Trades |
13 |
31.8 |
116.4 |
|
| Avg # Bars Between Losing
Trades |
12.6 |
31.5 |
121 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 945.72 |
$1 033.38 |
$ 461.41 |
|
| Avg. Trade +1 Std. Deviation |
$ 992.87 |
$1 812.99 |
$ 35.87 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 898.58 |
-$ 253.76 |
-$ 886.94 |
|
| Number of Outliers |
630 |
279 |
351 |
|
| Outlier Profit/Loss |
$337 054.40 |
$827 988.02 |
-$490 933.62 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$10 747.94 |
-$10 352.06 |
|
| Max Value Date |
08/04/2026 |
09/03/2020 |
|
| Avg Value |
$ 686.46 |
-$ 405.10 |
|
| Max Value (%) |
5.51% |
-5.62% |
|
| Max Value (%) Date |
05/12/2008 |
06/03/2020 |
|
| Avg Value (%) |
0.50% |
-0.29% |
|
| 1 Std. Deviation |
$ 949.44 |
$ 450.45 |
|
| Avg. Trade +1 Std. Deviation |
$1 635.90 |
$ 45.35 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 262.98 |
-$ 855.55 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.626749354 |
|
| Confidence Limits |
0.46917695 |
|
| Strategy ME |
$ 47.15 |
|
| Max Consec. Winners |
8 |
|
| Max Consec. Losers |
14 |
|
| Largest Consec. Profit |
$11 216.90 |
|
| Largest Consec. Loss |
-$12 266.06 |
|
| Largest Consec. Profit (%) |
29588.00% |
|
| Largest Consec. Loss (%) |
-706.56% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
826 |
$ 870.15 |
-$ 400.29 |
|
| 2 |
354 |
$ 691.96 |
-$ 361.28 |
|
| 3 |
118 |
$ 766.25 |
-$ 415.03 |
|
| 4 |
53 |
$ 764.45 |
-$ 498.93 |
|
| 5 |
19 |
$ 803.51 |
-$ 376.49 |
|
| 6 |
11 |
$ 647.96 |
-$ 340.48 |
|
| 7 |
3 |
$ 860.76 |
-$ 383.29 |
|
| 8 |
2 |
$ 775.57 |
-$ 254.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
544 |
-$ 382.64 |
$ 836.62 |
|
| 2 |
333 |
-$ 454.83 |
$ 839.99 |
|
| 3 |
188 |
-$ 442.64 |
$ 842.69 |
|
| 4 |
128 |
-$ 459.42 |
$ 919.51 |
|
| 5 |
65 |
-$ 381.24 |
$ 785.50 |
|
| 6 |
55 |
-$ 431.35 |
$ 790.88 |
|
| 7 |
33 |
-$ 473.93 |
$ 983.38 |
|
| 8 |
11 |
-$ 476.28 |
$ 887.93 |
|
| 9 |
7 |
-$ 346.38 |
$ 276.24 |
|
| 10 |
7 |
-$ 296.98 |
$ 367.31 |
|
| 11 |
6 |
-$ 371.92 |
$ 850.05 |
|
| 12 |
4 |
-$ 224.17 |
$ 80.26 |
|
| 13 |
2 |
-$ 729.12 |
$ 58.38 |
|
| 14 |
2 |
-$ 174.21 |
$ 295.88 |
|
|
| 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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