| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1285 |
1285 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
929 |
929 |
0 |
|
| Number Losing Trades |
356 |
356 |
0 |
|
| % Profitable |
72.30% |
72.30% |
0.00% |
|
| Avg Trade (win & loss) |
$ 125.05 |
$ 125.05 |
n/a |
|
| Average Winning Trade |
$ 693.96 |
$ 693.96 |
n/a |
|
| Average Losing Trade |
-$1 359.53 |
-$1 359.53 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.510439096 |
-0.510439096 |
n/a |
|
| Largest Winning Trade |
$6 233.38 |
$6 233.38 |
n/a |
|
| Largest Losing Trade |
-$15 229.12 |
-$15 229.12 |
n/a |
|
| Avg # Bars in All Trades |
11.7 |
11.7 |
n/a |
|
| Avg # Bars in Winning Trades |
8.9 |
8.9 |
n/a |
|
| Avg # Bars in Losing Trades |
19.1 |
19.1 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
28.8 |
28.8 |
n/a |
|
| Avg # Bars Between Winning
Trades |
33 |
33 |
n/a |
|
| Avg # Bars Between Losing
Trades |
35.6 |
35.6 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 415.73 |
$ 507.45 |
$1 875.91 |
|
| Avg. Trade +1 Std. Deviation |
$1 540.79 |
$1 201.41 |
$ 516.39 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 290.68 |
$ 186.50 |
-$3 235.44 |
|
| Number of Outliers |
82 |
43 |
39 |
|
| Outlier Profit/Loss |
-$135 237.84 |
$85 997.84 |
-$221 235.68 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$6 235.44 |
-$18 252.06 |
|
| Max Value Date |
13/12/2022 |
05/08/2024 |
|
| Avg Value |
$ 603.67 |
-$1 103.23 |
|
| Max Value (%) |
3.73% |
-10.89% |
|
| Max Value (%) Date |
12/03/2020 |
01/10/2008 |
|
| Avg Value (%) |
0.40% |
-0.69% |
|
| 1 Std. Deviation |
$ 488.59 |
$1 794.45 |
|
| Avg. Trade +1 Std. Deviation |
$1 092.26 |
$ 691.22 |
|
| Avg. Trade - 1 Std. Deviation |
$ 115.08 |
-$2 897.68 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.783595517 |
|
| Confidence Limits |
0.566722954 |
|
| Strategy ME |
$ 125.05 |
|
| Max Consec. Winners |
18 |
|
| Max Consec. Losers |
5 |
|
| Largest Consec. Profit |
$17 971.44 |
|
| Largest Consec. Loss |
-$15 229.12 |
|
| Largest Consec. Profit (%) |
113338.00% |
|
| Largest Consec. Loss (%) |
-83.98% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
66 |
$ 679.78 |
-$1 455.45 |
|
| 2 |
53 |
$ 623.47 |
-$1 392.80 |
|
| 3 |
34 |
$ 693.67 |
-$1 734.27 |
|
| 4 |
31 |
$ 688.62 |
-$1 606.94 |
|
| 5 |
21 |
$ 700.76 |
-$1 288.05 |
|
| 6 |
10 |
$ 731.71 |
-$2 024.12 |
|
| 7 |
13 |
$ 650.96 |
-$1 850.27 |
|
| 8 |
5 |
$ 362.76 |
-$ 361.62 |
|
| 9 |
4 |
$ 800.74 |
-$1 032.25 |
|
| 10 |
2 |
$ 631.51 |
-$2 179.12 |
|
| 11 |
3 |
$ 960.65 |
-$1 920.79 |
|
| 12 |
2 |
$ 403.17 |
-$ 235.37 |
|
| 13 |
2 |
$1 116.55 |
-$2 304.12 |
|
| 14 |
1 |
$ 774.45 |
-$ 554.12 |
|
| 15 |
2 |
$ 719.63 |
-$ 16.62 |
|
| 16 |
1 |
$ 690.41 |
-$2 754.12 |
|
| 18 |
2 |
$ 861.51 |
-$ 835.37 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
173 |
-$1 600.07 |
$ 726.90 |
|
| 2 |
59 |
-$1 192.36 |
$ 734.86 |
|
| 3 |
16 |
-$1 066.88 |
$ 722.44 |
|
| 4 |
3 |
-$ 959.33 |
$ 820.88 |
|
| 5 |
1 |
-$ 751.62 |
$ 458.38 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|