| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
10272 |
5167 |
5105 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
4964 |
2430 |
2534 |
|
| Number Losing Trades |
5308 |
2737 |
2571 |
|
| % Profitable |
48.33% |
47.03% |
49.64% |
|
| Avg Trade (win & loss) |
$ 22.34 |
$ 36.04 |
$ 8.48 |
|
| Average Winning Trade |
$ 526.45 |
$ 726.40 |
$ 334.70 |
|
| Average Losing Trade |
-$ 449.09 |
-$ 576.88 |
-$ 313.05 |
|
| Ratio Avg Win / Avg Loss |
1.172248311 |
1.259190796 |
1.069144369 |
|
| 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 |
40.5 |
11.8 |
|
| Avg # Bars in Winning Trades |
30.8 |
51.4 |
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 |
3.2 |
17 |
46.4 |
|
| Avg # Bars Between Winning
Trades |
1.1 |
13 |
39.3 |
|
| Avg # Bars Between Losing
Trades |
1.3 |
13.3 |
39.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 891.32 |
$ 801.30 |
$ 690.74 |
|
| Avg. Trade +1 Std. Deviation |
$ 913.67 |
$1 327.74 |
$ 241.65 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 868.98 |
-$ 274.85 |
-$1 139.83 |
|
| Number of Outliers |
848 |
446 |
402 |
|
| Outlier Profit/Loss |
$207 443.74 |
$1104 199.98 |
-$896 756.24 |
|
|
| 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 |
$ 481.17 |
-$ 463.31 |
|
| Max Value (%) |
8.26% |
-9.30% |
|
| Max Value (%) Date |
01/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.38% |
-0.37% |
|
| 1 Std. Deviation |
$ 767.28 |
$ 671.71 |
|
| Avg. Trade +1 Std. Deviation |
$1 248.45 |
$ 208.41 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 286.11 |
-$1 135.02 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.795401011 |
|
| Confidence Limits |
0.573620159 |
|
| Strategy ME |
$ 22.34 |
|
| 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 |
1352 |
$ 544.21 |
-$ 446.45 |
|
| 2 |
620 |
$ 540.24 |
-$ 472.93 |
|
| 3 |
335 |
$ 496.91 |
-$ 456.99 |
|
| 4 |
148 |
$ 460.09 |
-$ 415.35 |
|
| 5 |
72 |
$ 619.35 |
-$ 675.65 |
|
| 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 |
1285 |
-$ 480.61 |
$ 507.24 |
|
| 2 |
609 |
-$ 459.64 |
$ 603.56 |
|
| 3 |
316 |
-$ 467.56 |
$ 582.44 |
|
| 4 |
186 |
-$ 391.92 |
$ 478.41 |
|
| 5 |
107 |
-$ 358.02 |
$ 388.75 |
|
| 6 |
43 |
-$ 484.01 |
$ 629.02 |
|
| 7 |
19 |
-$ 410.23 |
$ 630.09 |
|
| 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 |
$2 108.38 |
|
|
| Total Trades |
|
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
| Run-up |
|
|
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|
| Run-up P/L |
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|
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|
| Maximum Favorable Excursion |
|
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|
| Maximum Favorable Excursion
(%) |
|
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