| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1243 |
1243 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
898 |
898 |
0 |
|
| Number Losing Trades |
345 |
345 |
0 |
|
| % Profitable |
72.24% |
72.24% |
0.00% |
|
| Avg Trade (win & loss) |
$ 145.48 |
$ 145.48 |
n/a |
|
| Average Winning Trade |
$ 684.30 |
$ 684.30 |
n/a |
|
| Average Losing Trade |
-$1 257.02 |
-$1 257.02 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.544382347 |
-0.544382347 |
n/a |
|
| Largest Winning Trade |
$6 233.38 |
$6 233.38 |
n/a |
|
| Largest Losing Trade |
-$8 266.62 |
-$8 266.62 |
n/a |
|
| Avg # Bars in All Trades |
11.8 |
11.8 |
n/a |
|
| Avg # Bars in Winning Trades |
9 |
9 |
n/a |
|
| Avg # Bars in Losing Trades |
19 |
19 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
29.3 |
29.3 |
n/a |
|
| Avg # Bars Between Winning
Trades |
33.5 |
33.5 |
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 |
$1 268.26 |
$ 500.61 |
$1 556.69 |
|
| Avg. Trade +1 Std. Deviation |
$1 413.74 |
$1 184.91 |
$ 299.67 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 122.78 |
$ 183.68 |
-$2 813.71 |
|
| Number of Outliers |
80 |
40 |
40 |
|
| Outlier Profit/Loss |
-$116 404.60 |
$78 172.70 |
-$194 577.30 |
|
|
| 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 |
$ 594.27 |
-$1 066.13 |
|
| Max Value (%) |
3.92% |
-11.74% |
|
| Max Value (%) Date |
18/09/2008 |
01/10/2008 |
|
| Avg Value (%) |
0.43% |
-0.73% |
|
| 1 Std. Deviation |
$ 482.10 |
$1 701.22 |
|
| Avg. Trade +1 Std. Deviation |
$1 076.36 |
$ 635.10 |
|
| Avg. Trade - 1 Std. Deviation |
$ 112.17 |
-$2 767.35 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.98988236 |
|
| Confidence Limits |
0.677768601 |
|
| Strategy ME |
$ 145.48 |
|
| Max Consec. Winners |
18 |
|
| Max Consec. Losers |
5 |
|
| Largest Consec. Profit |
$17 971.44 |
|
| Largest Consec. Loss |
-$8 670.74 |
|
| 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 |
65 |
$ 674.92 |
-$1 353.35 |
|
| 2 |
51 |
$ 600.05 |
-$1 374.46 |
|
| 3 |
32 |
$ 681.69 |
-$1 327.43 |
|
| 4 |
30 |
$ 682.44 |
-$1 632.87 |
|
| 5 |
19 |
$ 669.04 |
-$1 069.91 |
|
| 6 |
9 |
$ 711.62 |
-$2 181.90 |
|
| 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 |
164 |
-$1 470.66 |
$ 713.79 |
|
| 2 |
58 |
-$1 086.23 |
$ 730.36 |
|
| 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
(%) |
|
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