| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
10334 |
5198 |
5136 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
4996 |
2441 |
2555 |
|
| Number Losing Trades |
5338 |
2757 |
2581 |
|
| % Profitable |
48.35% |
46.96% |
49.75% |
|
| Avg Trade (win & loss) |
$ 19.93 |
$ 33.55 |
$ 6.14 |
|
| Average Winning Trade |
$ 528.57 |
$ 730.42 |
$ 335.72 |
|
| Average Losing Trade |
-$ 456.13 |
-$ 583.45 |
-$ 320.13 |
|
| Ratio Avg Win / Avg Loss |
1.158819449 |
1.251908414 |
1.048721542 |
|
| Largest Winning Trade |
$11 483.38 |
$11 483.38 |
$5 820.88 |
|
| Largest Losing Trade |
-$10 791.62 |
-$10 791.62 |
-$10 591.62 |
|
| Avg # Bars in All Trades |
26.2 |
40.5 |
11.8 |
|
| Avg # Bars in Winning Trades |
30.8 |
51.5 |
11.1 |
|
| Avg # Bars in Losing Trades |
22 |
30.8 |
12.5 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
3.3 |
17.2 |
46.6 |
|
| Avg # Bars Between Winning
Trades |
1.2 |
13 |
39.1 |
|
| Avg # Bars Between Losing
Trades |
1.1 |
13.2 |
39.3 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 907.47 |
$ 805.27 |
$ 720.15 |
|
| Avg. Trade +1 Std. Deviation |
$ 927.39 |
$1 333.84 |
$ 264.03 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 887.54 |
-$ 276.70 |
-$1 176.28 |
|
| Number of Outliers |
835 |
444 |
391 |
|
| Outlier Profit/Loss |
$194 422.30 |
$1110 970.72 |
-$916 548.42 |
|
|
| 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 |
$ 482.95 |
-$ 467.64 |
|
| Max Value (%) |
8.10% |
-8.93% |
|
| Max Value (%) Date |
01/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.37% |
-0.36% |
|
| 1 Std. Deviation |
$ 770.05 |
$ 691.33 |
|
| Avg. Trade +1 Std. Deviation |
$1 253.00 |
$ 223.69 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 287.10 |
-$1 158.98 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.731912077 |
|
| Confidence Limits |
0.53577824 |
|
| Strategy ME |
$ 19.93 |
|
| Max Consec. Winners |
12 |
|
| Max Consec. Losers |
13 |
|
| Largest Consec. Profit |
$16 029.40 |
|
| Largest Consec. Loss |
-$21 416.06 |
|
| Largest Consec. Profit (%) |
256.70% |
|
| Largest Consec. Loss (%) |
-27912.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
1349 |
$ 544.24 |
-$ 448.54 |
|
| 2 |
632 |
$ 548.62 |
-$ 476.87 |
|
| 3 |
340 |
$ 499.18 |
-$ 458.13 |
|
| 4 |
149 |
$ 463.25 |
-$ 481.80 |
|
| 5 |
71 |
$ 609.93 |
-$ 668.20 |
|
| 6 |
31 |
$ 506.70 |
-$ 495.25 |
|
| 7 |
9 |
$ 352.03 |
-$ 208.29 |
|
| 8 |
9 |
$ 729.04 |
-$ 561.06 |
|
| 9 |
4 |
$ 554.56 |
-$ 591.62 |
|
| 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 |
1296 |
-$ 489.80 |
$ 509.87 |
|
| 2 |
608 |
-$ 461.42 |
$ 607.33 |
|
| 3 |
318 |
-$ 464.80 |
$ 579.27 |
|
| 4 |
185 |
-$ 400.89 |
$ 476.69 |
|
| 5 |
108 |
-$ 389.63 |
$ 400.63 |
|
| 6 |
44 |
-$ 477.18 |
$ 626.28 |
|
| 7 |
19 |
-$ 410.23 |
$ 630.09 |
|
| 8 |
11 |
-$ 505.97 |
$1 219.74 |
|
| 9 |
7 |
-$ 550.15 |
$1 061.95 |
|
| 10 |
2 |
-$ 189.12 |
$ 395.88 |
|
| 11 |
1 |
-$ 322.30 |
$ 308.38 |
|
| 13 |
1 |
-$1 647.39 |
$2 108.38 |
|
|
| Total Trades |
|
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
| Run-up |
|
|
|
|
|
| Run-up P/L |
|
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|
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|
| Maximum Favorable Excursion |
|
|
|
|
| Maximum Favorable Excursion
(%) |
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