| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
10229 |
5145 |
5084 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
4946 |
2420 |
2526 |
|
| Number Losing Trades |
5283 |
2725 |
2558 |
|
| % Profitable |
48.35% |
47.04% |
49.69% |
|
| Avg Trade (win & loss) |
$ 24.28 |
$ 39.04 |
$ 9.35 |
|
| Average Winning Trade |
$ 522.35 |
$ 719.86 |
$ 333.12 |
|
| Average Losing Trade |
-$ 442.01 |
-$ 565.58 |
-$ 310.37 |
|
| Ratio Avg Win / Avg Loss |
1.18175641 |
1.272789124 |
1.073292289 |
|
| Largest Winning Trade |
$11 483.38 |
$11 483.38 |
$5 820.88 |
|
| Largest Losing Trade |
-$10 791.62 |
-$10 791.62 |
-$6 479.12 |
|
| Avg # Bars in All Trades |
26.2 |
40.4 |
11.8 |
|
| Avg # Bars in Winning Trades |
30.8 |
51.3 |
11.1 |
|
| Avg # Bars in Losing Trades |
21.9 |
30.7 |
12.5 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
3.2 |
17 |
46.2 |
|
| Avg # Bars Between Winning
Trades |
1.1 |
13 |
39.2 |
|
| Avg # Bars Between Losing
Trades |
1.3 |
13.4 |
39.4 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 878.77 |
$ 795.28 |
$ 673.40 |
|
| Avg. Trade +1 Std. Deviation |
$ 903.05 |
$1 317.63 |
$ 231.39 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 854.48 |
-$ 272.94 |
-$1 115.41 |
|
| Number of Outliers |
845 |
445 |
400 |
|
| Outlier Profit/Loss |
$223 943.60 |
$1090 391.60 |
-$866 448.00 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 097.94 |
-$11 789.56 |
|
| Max Value Date |
07/04/2020 |
20/12/2024 |
|
| Avg Value |
$ 476.64 |
-$ 456.61 |
|
| Max Value (%) |
8.39% |
-9.63% |
|
| Max Value (%) Date |
01/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.39% |
-0.37% |
|
| 1 Std. Deviation |
$ 757.68 |
$ 653.67 |
|
| Avg. Trade +1 Std. Deviation |
$1 234.32 |
$ 197.06 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 281.04 |
-$1 110.28 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.862199361 |
|
| Confidence Limits |
0.611422546 |
|
| Strategy ME |
$ 24.28 |
|
| Max Consec. Winners |
12 |
|
| Max Consec. Losers |
13 |
|
| Largest Consec. Profit |
$16 029.40 |
|
| Largest Consec. Loss |
-$21 416.06 |
|
| Largest Consec. Profit (%) |
231.61% |
|
| Largest Consec. Loss (%) |
-27912.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
1348 |
$ 542.93 |
-$ 444.03 |
|
| 2 |
617 |
$ 527.43 |
-$ 458.27 |
|
| 3 |
334 |
$ 496.80 |
-$ 458.46 |
|
| 4 |
148 |
$ 460.09 |
-$ 415.35 |
|
| 5 |
71 |
$ 613.38 |
-$ 678.59 |
|
| 6 |
30 |
$ 514.01 |
-$ 504.12 |
|
| 7 |
9 |
$ 352.03 |
-$ 208.29 |
|
| 8 |
9 |
$ 729.04 |
-$ 561.06 |
|
| 9 |
5 |
$ 516.71 |
-$ 489.12 |
|
| 10 |
2 |
$ 395.26 |
-$ 91.62 |
|
| 11 |
1 |
$ 356.11 |
-$ 229.12 |
|
| 12 |
2 |
$ 442.23 |
-$ 747.87 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
1283 |
-$ 478.25 |
$ 504.72 |
|
| 2 |
607 |
-$ 456.79 |
$ 598.23 |
|
| 3 |
312 |
-$ 446.81 |
$ 586.95 |
|
| 4 |
186 |
-$ 391.92 |
$ 478.41 |
|
| 5 |
107 |
-$ 358.02 |
$ 388.75 |
|
| 6 |
43 |
-$ 484.01 |
$ 629.02 |
|
| 7 |
18 |
-$ 319.20 |
$ 422.27 |
|
| 8 |
10 |
-$ 464.28 |
$ 918.38 |
|
| 9 |
7 |
-$ 550.15 |
$1 061.95 |
|
| 10 |
2 |
-$ 189.12 |
$ 395.88 |
|
| 11 |
1 |
-$ 322.30 |
$ 308.38 |
|
| 13 |
1 |
-$1 647.39 |
$ 0.00 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|