| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
14586 |
7293 |
7293 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
8433 |
4375 |
4058 |
|
| Number Losing Trades |
6153 |
2918 |
3235 |
|
| % Profitable |
57.82% |
59.99% |
55.64% |
|
| Avg Trade (win & loss) |
$ 26.23 |
$ 45.98 |
$ 6.48 |
|
| Average Winning Trade |
$ 418.04 |
$ 537.95 |
$ 288.76 |
|
| Average Losing Trade |
-$ 510.76 |
-$ 691.64 |
-$ 347.61 |
|
| Ratio Avg Win / Avg Loss |
-0.818459369 |
-0.777786049 |
-0.830707274 |
|
| 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 |
34.1 |
8.4 |
|
| Avg # Bars in Winning Trades |
19.3 |
31.1 |
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 |
33.1 |
|
| Avg # Bars Between Winning
Trades |
0 |
7.6 |
35.7 |
|
| Avg # Bars Between Losing
Trades |
0 |
7.5 |
34.8 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 919.40 |
$ 746.41 |
$ 861.14 |
|
| Avg. Trade +1 Std. Deviation |
$ 945.63 |
$1 164.45 |
$ 350.38 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 893.17 |
-$ 328.37 |
-$1 371.90 |
|
| Number of Outliers |
1182 |
660 |
522 |
|
| Outlier Profit/Loss |
$143 055.16 |
$1550 093.30 |
-$1407 038.14 |
|
|
| 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 |
$ 383.49 |
-$ 500.35 |
|
| Max Value (%) |
8.11% |
-8.91% |
|
| Max Value (%) Date |
02/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.26% |
-0.34% |
|
| 1 Std. Deviation |
$ 742.55 |
$ 863.61 |
|
| Avg. Trade +1 Std. Deviation |
$1 126.04 |
$ 363.26 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 359.06 |
-$1 363.96 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.753591867 |
|
| Confidence Limits |
0.920499679 |
|
| Strategy ME |
$ 26.23 |
|
| 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 |
1480 |
$ 427.53 |
-$ 498.03 |
|
| 2 |
830 |
$ 415.59 |
-$ 512.22 |
|
| 3 |
481 |
$ 403.25 |
-$ 503.21 |
|
| 4 |
293 |
$ 442.14 |
-$ 514.06 |
|
| 5 |
176 |
$ 375.99 |
-$ 507.25 |
|
| 6 |
107 |
$ 459.33 |
-$ 571.41 |
|
| 7 |
56 |
$ 425.76 |
-$ 662.16 |
|
| 8 |
37 |
$ 424.26 |
-$ 299.39 |
|
| 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 |
-$2 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
2024 |
-$ 508.73 |
$ 432.69 |
|
| 2 |
831 |
-$ 514.33 |
$ 421.48 |
|
| 3 |
353 |
-$ 497.53 |
$ 436.18 |
|
| 4 |
173 |
-$ 479.43 |
$ 404.41 |
|
| 5 |
74 |
-$ 579.15 |
$ 616.15 |
|
| 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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|
| 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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