| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
14730 |
7365 |
7365 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
8522 |
4422 |
4100 |
|
| Number Losing Trades |
6208 |
2943 |
3265 |
|
| % Profitable |
57.85% |
60.04% |
55.67% |
|
| Avg Trade (win & loss) |
$ 25.21 |
$ 44.98 |
$ 5.44 |
|
| Average Winning Trade |
$ 421.36 |
$ 542.05 |
$ 291.19 |
|
| Average Losing Trade |
-$ 518.60 |
-$ 701.90 |
-$ 353.38 |
|
| Ratio Avg Win / Avg Loss |
-0.812489273 |
-0.772257444 |
-0.824013999 |
|
| Largest Winning Trade |
$10 983.38 |
$10 983.38 |
$8 483.38 |
|
| Largest Losing Trade |
-$14 454.12 |
-$14 454.12 |
-$8 141.62 |
|
| Avg # Bars in All Trades |
21.2 |
34 |
8.4 |
|
| Avg # Bars in Winning Trades |
19.2 |
31 |
6.5 |
|
| Avg # Bars in Losing Trades |
23.9 |
38.5 |
10.8 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
7.4 |
33 |
|
| Avg # Bars Between Winning
Trades |
0 |
7.6 |
35.7 |
|
| Avg # Bars Between Losing
Trades |
0 |
7.5 |
34.9 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 927.54 |
$ 749.80 |
$ 870.93 |
|
| Avg. Trade +1 Std. Deviation |
$ 952.75 |
$1 171.16 |
$ 352.32 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 902.33 |
-$ 328.44 |
-$1 389.53 |
|
| Number of Outliers |
1204 |
668 |
536 |
|
| Outlier Profit/Loss |
$121 264.52 |
$1577 510.34 |
-$1456 245.82 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 622.94 |
-$17 377.06 |
|
| Max Value Date |
21/05/2025 |
28/02/2020 |
|
| Avg Value |
$ 387.18 |
-$ 506.66 |
|
| Max Value (%) |
7.94% |
-8.69% |
|
| Max Value (%) Date |
02/04/2020 |
25/02/2020 |
|
| Avg Value (%) |
0.25% |
-0.33% |
|
| 1 Std. Deviation |
$ 747.00 |
$ 876.04 |
|
| Avg. Trade +1 Std. Deviation |
$1 134.18 |
$ 369.38 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 359.82 |
-$1 382.70 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.702182675 |
|
| Confidence Limits |
0.911278996 |
|
| Strategy ME |
$ 25.21 |
|
| Max Consec. Winners |
15 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$21 700.42 |
|
| Largest Consec. Loss |
-$22 828.84 |
|
| Largest Consec. Profit (%) |
104.94% |
|
| Largest Consec. Loss (%) |
-129148.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
1496 |
$ 432.95 |
-$ 503.21 |
|
| 2 |
836 |
$ 416.04 |
-$ 521.37 |
|
| 3 |
484 |
$ 407.25 |
-$ 513.29 |
|
| 4 |
298 |
$ 447.90 |
-$ 530.34 |
|
| 5 |
177 |
$ 375.87 |
-$ 504.61 |
|
| 6 |
109 |
$ 461.21 |
-$ 567.08 |
|
| 7 |
57 |
$ 428.43 |
-$ 726.05 |
|
| 8 |
38 |
$ 436.55 |
-$ 302.48 |
|
| 9 |
21 |
$ 507.98 |
-$ 783.29 |
|
| 10 |
9 |
$ 319.77 |
-$ 311.06 |
|
| 11 |
8 |
$ 335.08 |
-$ 533.81 |
|
| 12 |
5 |
$ 309.84 |
-$ 466.62 |
|
| 13 |
2 |
$ 158.86 |
-$ 560.37 |
|
| 15 |
1 |
$ 490.88 |
-$2 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
2046 |
-$ 516.91 |
$ 438.24 |
|
| 2 |
843 |
-$ 528.59 |
$ 421.72 |
|
| 3 |
353 |
-$ 497.53 |
$ 436.18 |
|
| 4 |
174 |
-$ 484.87 |
$ 408.02 |
|
| 5 |
75 |
-$ 589.45 |
$ 701.55 |
|
| 6 |
25 |
-$ 647.87 |
$ 398.38 |
|
| 7 |
16 |
-$ 527.00 |
$ 600.57 |
|
| 8 |
7 |
-$ 292.51 |
$ 686.95 |
|
| 9 |
2 |
-$ 531.90 |
$ 58.38 |
|
| 10 |
1 |
-$ 312.87 |
$ 170.88 |
|
|
| Total Trades |
|
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
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|
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|
| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
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|
| Run-up |
|
|
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|
| Run-up P/L |
|
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|
| Maximum Favorable Excursion |
|
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| Maximum Favorable Excursion
(%) |
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