| 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 |
930 |
930 |
0 |
|
| Number Losing Trades |
355 |
355 |
0 |
|
| % Profitable |
72.37% |
72.37% |
0.00% |
|
| Avg Trade (win & loss) |
$ 12.63 |
$ 12.63 |
n/a |
|
| Average Winning Trade |
$ 68.66 |
$ 68.66 |
n/a |
|
| Average Losing Trade |
-$ 134.16 |
-$ 134.16 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.51177763 |
-0.51177763 |
n/a |
|
| Largest Winning Trade |
$ 621.17 |
$ 621.17 |
n/a |
|
| Largest Losing Trade |
-$1 525.08 |
-$1 525.08 |
n/a |
|
| Avg # Bars in All Trades |
11.6 |
11.6 |
n/a |
|
| Avg # Bars in Winning Trades |
8.8 |
8.8 |
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 |
28.9 |
28.9 |
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 |
$ 140.27 |
$ 51.22 |
$ 186.08 |
|
| Avg. Trade +1 Std. Deviation |
$ 152.90 |
$ 119.89 |
$ 51.92 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 127.64 |
$ 17.44 |
-$ 320.24 |
|
| Number of Outliers |
77 |
42 |
35 |
|
| Outlier Profit/Loss |
-$11 841.16 |
$8 670.39 |
-$20 511.55 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 622.46 |
-$1 826.29 |
|
| Max Value Date |
13/12/2022 |
05/08/2024 |
|
| Avg Value |
$ 60.13 |
-$ 108.61 |
|
| Max Value (%) |
3.81% |
-11.34% |
|
| Max Value (%) Date |
12/03/2020 |
01/10/2008 |
|
| Avg Value (%) |
0.41% |
-0.71% |
|
| 1 Std. Deviation |
$ 49.45 |
$ 174.91 |
|
| Avg. Trade +1 Std. Deviation |
$ 109.58 |
$ 66.30 |
|
| Avg. Trade - 1 Std. Deviation |
$ 10.68 |
-$ 283.53 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.932004954 |
|
| Confidence Limits |
0.648666325 |
|
| Strategy ME |
$ 12.63 |
|
| Max Consec. Winners |
18 |
|
| Max Consec. Losers |
5 |
|
| Largest Consec. Profit |
$1 768.96 |
|
| Largest Consec. Loss |
-$1 525.08 |
|
| Largest Consec. Profit (%) |
11117.00% |
|
| Largest Consec. Loss (%) |
-90.91% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
63 |
$ 65.44 |
-$ 138.33 |
|
| 2 |
57 |
$ 62.21 |
-$ 152.27 |
|
| 3 |
34 |
$ 64.48 |
-$ 133.35 |
|
| 4 |
28 |
$ 65.49 |
-$ 169.86 |
|
| 5 |
21 |
$ 68.19 |
-$ 110.14 |
|
| 6 |
10 |
$ 69.21 |
-$ 203.46 |
|
| 7 |
15 |
$ 60.23 |
-$ 162.33 |
|
| 8 |
4 |
$ 56.76 |
-$ 235.08 |
|
| 9 |
5 |
$ 80.98 |
-$ 361.83 |
|
| 11 |
3 |
$ 94.84 |
-$ 194.66 |
|
| 12 |
3 |
$ 41.31 |
-$ 18.41 |
|
| 13 |
2 |
$ 109.49 |
-$ 232.58 |
|
| 14 |
1 |
$ 75.28 |
-$ 57.58 |
|
| 15 |
1 |
$ 104.00 |
-$ 3.83 |
|
| 16 |
2 |
$ 79.06 |
-$ 176.96 |
|
| 18 |
2 |
$ 83.98 |
-$ 85.71 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
173 |
-$ 162.91 |
$ 70.20 |
|
| 2 |
55 |
-$ 112.41 |
$ 74.12 |
|
| 3 |
17 |
-$ 105.08 |
$ 69.18 |
|
| 4 |
4 |
-$ 83.36 |
$ 65.55 |
|
| 5 |
1 |
-$ 77.33 |
$ 43.67 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|