| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5936 |
3869 |
2067 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
2321 |
1552 |
769 |
|
| Number Losing Trades |
3615 |
2317 |
1298 |
|
| % Profitable |
39.10% |
40.11% |
37.20% |
|
| Avg Trade (win & loss) |
$ 46.16 |
$ 55.66 |
$ 28.37 |
|
| Average Winning Trade |
$ 789.00 |
$ 876.74 |
$ 611.94 |
|
| Average Losing Trade |
-$ 430.79 |
-$ 494.33 |
-$ 317.36 |
|
| Ratio Avg Win / Avg Loss |
1.83153899 |
1.773589431 |
1.928210476 |
|
| Largest Winning Trade |
$11 420.88 |
$11 420.88 |
$10 070.88 |
|
| Largest Losing Trade |
-$10 354.12 |
-$10 354.12 |
-$5 229.12 |
|
| Avg # Bars in All Trades |
34.1 |
42 |
19.3 |
|
| Avg # Bars in Winning Trades |
58.2 |
72.2 |
30 |
|
| Avg # Bars in Losing Trades |
18.6 |
21.7 |
13 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
17 |
35.9 |
125.5 |
|
| Avg # Bars Between Winning
Trades |
13 |
31.8 |
117 |
|
| Avg # Bars Between Losing
Trades |
12.6 |
31.4 |
120.3 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 960.01 |
$1 055.94 |
$ 464.53 |
|
| Avg. Trade +1 Std. Deviation |
$1 006.16 |
$1 844.95 |
$ 33.74 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 913.85 |
-$ 266.94 |
-$ 895.31 |
|
| Number of Outliers |
635 |
279 |
356 |
|
| Outlier Profit/Loss |
$338 058.80 |
$841 825.52 |
-$503 766.72 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$11 460.44 |
-$10 352.06 |
|
| Max Value Date |
04/08/2026 |
09/03/2020 |
|
| Avg Value |
$ 693.11 |
-$ 410.41 |
|
| Max Value (%) |
5.27% |
-5.52% |
|
| Max Value (%) Date |
03/10/2008 |
06/03/2020 |
|
| Avg Value (%) |
0.49% |
-0.28% |
|
| 1 Std. Deviation |
$ 963.04 |
$ 455.63 |
|
| Avg. Trade +1 Std. Deviation |
$1 656.16 |
$ 45.22 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 269.93 |
-$ 866.05 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.639412952 |
|
| Confidence Limits |
0.477446172 |
|
| Strategy ME |
$ 46.16 |
|
| Max Consec. Winners |
8 |
|
| Max Consec. Losers |
14 |
|
| Largest Consec. Profit |
$11 420.88 |
|
| 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 |
838 |
$ 888.66 |
-$ 404.82 |
|
| 2 |
357 |
$ 697.14 |
-$ 365.39 |
|
| 3 |
118 |
$ 766.25 |
-$ 415.03 |
|
| 4 |
53 |
$ 764.45 |
-$ 498.93 |
|
| 5 |
20 |
$ 822.51 |
-$ 361.62 |
|
| 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 |
545 |
-$ 382.40 |
$ 837.12 |
|
| 2 |
339 |
-$ 462.49 |
$ 854.10 |
|
| 3 |
192 |
-$ 455.12 |
$ 852.20 |
|
| 4 |
131 |
-$ 467.14 |
$ 993.14 |
|
| 5 |
67 |
-$ 388.00 |
$ 776.85 |
|
| 6 |
55 |
-$ 431.35 |
$ 790.88 |
|
| 7 |
34 |
-$ 472.24 |
$1 025.66 |
|
| 8 |
11 |
-$ 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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