| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
11367 |
5683 |
5684 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
5514 |
2684 |
2830 |
|
| Number Losing Trades |
5853 |
2999 |
2854 |
|
| % Profitable |
48.51% |
47.23% |
49.79% |
|
| Avg Trade (win & loss) |
$ 24.48 |
$ 46.31 |
$ 2.66 |
|
| Average Winning Trade |
$ 580.31 |
$ 816.93 |
$ 355.90 |
|
| Average Losing Trade |
-$ 499.16 |
-$ 643.37 |
-$ 347.62 |
|
| Ratio Avg Win / Avg Loss |
1.162581814 |
1.269766899 |
1.023824272 |
|
| Largest Winning Trade |
$13 933.38 |
$13 933.38 |
$4 895.88 |
|
| Largest Losing Trade |
-$13 391.62 |
-$13 391.62 |
-$6 154.12 |
|
| Avg # Bars in All Trades |
26.7 |
41.7 |
11.8 |
|
| Avg # Bars in Winning Trades |
31.5 |
53.1 |
11.1 |
|
| Avg # Bars in Losing Trades |
22.2 |
31.5 |
12.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
10.8 |
40.7 |
|
| Avg # Bars Between Winning
Trades |
0 |
10.8 |
37 |
|
| Avg # Bars Between Losing
Trades |
0 |
10.9 |
37.1 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 031.04 |
$ 935.62 |
$ 821.39 |
|
| Avg. Trade +1 Std. Deviation |
$1 055.52 |
$1 515.93 |
$ 322.24 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 006.56 |
-$ 355.31 |
-$1 320.55 |
|
| Number of Outliers |
880 |
465 |
415 |
|
| Outlier Profit/Loss |
$227 924.40 |
$1359 596.70 |
-$1131 672.30 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$16 072.94 |
-$14 802.06 |
|
| Max Value Date |
09/04/2020 |
04/03/2025 |
|
| Avg Value |
$ 537.46 |
-$ 512.81 |
|
| Max Value (%) |
10.14% |
-9.30% |
|
| Max Value (%) Date |
01/04/2020 |
09/10/2008 |
|
| Avg Value (%) |
0.39% |
-0.38% |
|
| 1 Std. Deviation |
$ 923.91 |
$ 811.78 |
|
| Avg. Trade +1 Std. Deviation |
$1 461.37 |
$ 298.98 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 386.44 |
-$1 324.59 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.601878465 |
|
| Confidence Limits |
0.452745453 |
|
| Strategy ME |
$ 24.48 |
|
| Max Consec. Winners |
12 |
|
| Max Consec. Losers |
11 |
|
| Largest Consec. Profit |
$22 112.78 |
|
| Largest Consec. Loss |
-$27 612.08 |
|
| Largest Consec. Profit (%) |
72926.00% |
|
| Largest Consec. Loss (%) |
-300.37% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
1488 |
$ 582.15 |
-$ 502.33 |
|
| 2 |
678 |
$ 586.77 |
-$ 498.91 |
|
| 3 |
375 |
$ 557.54 |
-$ 483.35 |
|
| 4 |
166 |
$ 570.24 |
-$ 388.46 |
|
| 5 |
82 |
$ 611.95 |
-$ 657.17 |
|
| 6 |
38 |
$ 740.40 |
-$ 582.74 |
|
| 7 |
11 |
$ 342.15 |
-$ 245.03 |
|
| 8 |
8 |
$ 546.08 |
-$ 210.37 |
|
| 9 |
3 |
$ 548.66 |
-$ 354.12 |
|
| 10 |
4 |
$ 552.44 |
-$ 413.50 |
|
| 11 |
1 |
$ 356.11 |
-$ 229.12 |
|
| 12 |
2 |
$ 426.61 |
-$1 066.62 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
1425 |
-$ 523.86 |
$ 574.50 |
|
| 2 |
669 |
-$ 527.75 |
$ 682.89 |
|
| 3 |
347 |
-$ 478.72 |
$ 583.52 |
|
| 4 |
206 |
-$ 448.80 |
$ 524.40 |
|
| 5 |
115 |
-$ 437.53 |
$ 432.84 |
|
| 6 |
47 |
-$ 440.51 |
$ 676.20 |
|
| 7 |
21 |
-$ 599.87 |
$ 520.28 |
|
| 8 |
11 |
-$ 458.95 |
$1 039.06 |
|
| 9 |
9 |
-$ 865.08 |
$1 043.10 |
|
| 10 |
3 |
-$ 468.29 |
$ 454.21 |
|
| 11 |
2 |
-$ 558.67 |
$ 314.63 |
|
|
| 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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