| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1321 |
1321 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
809 |
809 |
0 |
|
| Number Losing Trades |
512 |
512 |
0 |
|
| % Profitable |
61.24% |
61.24% |
0.00% |
|
| Avg Trade (win & loss) |
$ 242.40 |
$ 242.40 |
n/a |
|
| Average Winning Trade |
$1 153.62 |
$1 153.62 |
n/a |
|
| Average Losing Trade |
-$1 197.41 |
-$1 197.41 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.96343338 |
-0.96343338 |
n/a |
|
| Largest Winning Trade |
$6 145.88 |
$6 145.88 |
n/a |
|
| Largest Losing Trade |
-$11 316.62 |
-$11 316.62 |
n/a |
|
| Avg # Bars in All Trades |
2.7 |
2.7 |
n/a |
|
| Avg # Bars in Winning Trades |
2.6 |
2.6 |
n/a |
|
| Avg # Bars in Losing Trades |
2.9 |
2.9 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
3.7 |
3.7 |
n/a |
|
| Avg # Bars Between Winning
Trades |
3.5 |
3.5 |
n/a |
|
| Avg # Bars Between Losing
Trades |
3.3 |
3.3 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 740.24 |
$1 168.63 |
$1 507.26 |
|
| Avg. Trade +1 Std. Deviation |
$1 982.63 |
$2 322.25 |
$ 309.86 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 497.84 |
-$ 15.01 |
-$2 704.67 |
|
| Number of Outliers |
155 |
104 |
51 |
|
| Outlier Profit/Loss |
$137 036.40 |
$382 434.02 |
-$245 397.62 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$6 147.94 |
-$15 627.06 |
|
| Max Value Date |
24/03/2020 |
24/01/2022 |
|
| Avg Value |
$1 043.80 |
-$1 031.26 |
|
| Max Value (%) |
7.14% |
-10.77% |
|
| Max Value (%) Date |
27/10/2008 |
07/10/2008 |
|
| Avg Value (%) |
0.73% |
-0.70% |
|
| 1 Std. Deviation |
$1 144.75 |
$1 584.61 |
|
| Avg. Trade +1 Std. Deviation |
$2 188.55 |
$ 553.35 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 100.96 |
-$2 615.87 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.905249842 |
|
| Confidence Limits |
0.634667278 |
|
| Strategy ME |
$ 242.40 |
|
| Max Consec. Winners |
16 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$31 479.54 |
|
| Largest Consec. Loss |
-$15 699.72 |
|
| Largest Consec. Profit (%) |
5838.00% |
|
| Largest Consec. Loss (%) |
-996.33% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
116 |
$1 139.85 |
-$1 287.09 |
|
| 2 |
72 |
$1 196.57 |
-$1 109.68 |
|
| 3 |
39 |
$1 226.33 |
-$1 188.09 |
|
| 4 |
34 |
$1 128.14 |
-$1 303.75 |
|
| 5 |
21 |
$1 034.45 |
-$1 145.79 |
|
| 6 |
7 |
$1 586.06 |
-$ 729.12 |
|
| 7 |
4 |
$ 836.95 |
-$ 610.37 |
|
| 8 |
5 |
$1 332.44 |
-$ 774.12 |
|
| 9 |
5 |
$1 138.66 |
-$ 369.12 |
|
| 10 |
2 |
$ 834.63 |
-$ 391.62 |
|
| 16 |
1 |
$ 746.66 |
-$1 054.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
185 |
-$1 227.97 |
$1 218.27 |
|
| 2 |
71 |
-$1 157.02 |
$1 198.70 |
|
| 3 |
27 |
-$1 417.39 |
$1 755.60 |
|
| 4 |
16 |
-$ 934.20 |
$1 357.60 |
|
| 5 |
5 |
-$ 716.12 |
$ 985.88 |
|
| 6 |
1 |
-$2 616.62 |
$3 195.88 |
|
| 9 |
1 |
-$1 488.84 |
$2 445.88 |
|
|
| 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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