| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1336 |
1336 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
816 |
816 |
0 |
|
| Number Losing Trades |
520 |
520 |
0 |
|
| % Profitable |
61.08% |
61.08% |
0.00% |
|
| Avg Trade (win & loss) |
$ 226.71 |
$ 226.71 |
n/a |
|
| Average Winning Trade |
$1 159.28 |
$1 159.28 |
n/a |
|
| Average Losing Trade |
-$1 236.72 |
-$1 236.72 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.937388741 |
-0.937388741 |
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 |
$1 769.39 |
$1 170.23 |
$1 545.80 |
|
| Avg. Trade +1 Std. Deviation |
$1 996.10 |
$2 329.52 |
$ 309.09 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 542.68 |
-$ 10.95 |
-$2 782.52 |
|
| Number of Outliers |
161 |
106 |
55 |
|
| Outlier Profit/Loss |
$121 674.18 |
$389 550.78 |
-$267 876.60 |
|
|
| 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 |
$1 046.19 |
-$1 055.95 |
|
| Max Value (%) |
6.81% |
-10.33% |
|
| Max Value (%) Date |
27/10/2008 |
07/10/2008 |
|
| Avg Value (%) |
0.71% |
-0.68% |
|
| 1 Std. Deviation |
$1 148.30 |
$1 615.90 |
|
| Avg. Trade +1 Std. Deviation |
$2 194.49 |
$ 559.95 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 102.12 |
-$2 671.85 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.674073203 |
|
| Confidence Limits |
0.49973572 |
|
| Strategy ME |
$ 226.71 |
|
| Max Consec. Winners |
16 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$31 479.54 |
|
| Largest Consec. Loss |
-$17 999.86 |
|
| 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 |
121 |
$1 153.63 |
-$1 381.19 |
|
| 2 |
73 |
$1 216.68 |
-$1 170.04 |
|
| 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 |
190 |
-$1 258.92 |
$1 229.13 |
|
| 2 |
71 |
-$1 157.02 |
$1 198.70 |
|
| 3 |
28 |
-$1 581.05 |
$1 730.70 |
|
| 4 |
16 |
-$ 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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