| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1332 |
1332 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
800 |
800 |
0 |
|
| Number Losing Trades |
532 |
532 |
0 |
|
| % Profitable |
60.06% |
60.06% |
0.00% |
|
| Avg Trade (win & loss) |
$ 21.18 |
$ 21.18 |
n/a |
|
| Average Winning Trade |
$ 116.74 |
$ 116.74 |
n/a |
|
| Average Losing Trade |
-$ 122.51 |
-$ 122.51 |
n/a |
|
| Ratio Avg Win / Avg Loss |
-0.952913678 |
-0.952913678 |
n/a |
|
| Largest Winning Trade |
$ 674.92 |
$ 674.92 |
n/a |
|
| Largest Losing Trade |
-$1 293.83 |
-$1 293.83 |
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 |
$ 180.16 |
$ 120.08 |
$ 158.81 |
|
| Avg. Trade +1 Std. Deviation |
$ 201.35 |
$ 236.81 |
$ 36.30 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 158.98 |
-$ 3.34 |
-$ 281.32 |
|
| Number of Outliers |
154 |
102 |
52 |
|
| Outlier Profit/Loss |
$12 321.43 |
$38 568.09 |
-$26 246.66 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 676.21 |
-$1 563.79 |
|
| Max Value Date |
23/04/2025 |
24/01/2022 |
|
| Avg Value |
$ 104.33 |
-$ 106.82 |
|
| Max Value (%) |
7.13% |
-10.79% |
|
| Max Value (%) Date |
27/10/2008 |
07/10/2008 |
|
| Avg Value (%) |
0.72% |
-0.72% |
|
| 1 Std. Deviation |
$ 116.31 |
$ 165.83 |
|
| Avg. Trade +1 Std. Deviation |
$ 220.64 |
$ 59.01 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 11.98 |
-$ 272.66 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.545012336 |
|
| Confidence Limits |
0.414255438 |
|
| Strategy ME |
$ 21.18 |
|
| Max Consec. Winners |
16 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$3 130.61 |
|
| Largest Consec. Loss |
-$1 582.98 |
|
| Largest Consec. Profit (%) |
1185.31% |
|
| Largest Consec. Loss (%) |
-1313.28% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
124 |
$ 115.28 |
-$ 139.59 |
|
| 2 |
76 |
$ 124.11 |
-$ 116.21 |
|
| 3 |
40 |
$ 119.26 |
-$ 118.05 |
|
| 4 |
34 |
$ 123.81 |
-$ 127.32 |
|
| 5 |
20 |
$ 106.60 |
-$ 113.27 |
|
| 6 |
6 |
$ 174.82 |
-$ 48.83 |
|
| 7 |
3 |
$ 96.94 |
-$ 38.41 |
|
| 8 |
5 |
$ 131.08 |
-$ 79.58 |
|
| 9 |
5 |
$ 52.98 |
-$ 32.83 |
|
| 10 |
1 |
$ 130.55 |
-$ 66.33 |
|
| 16 |
1 |
$ 72.50 |
-$ 107.58 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
185 |
-$ 133.44 |
$ 126.38 |
|
| 2 |
79 |
-$ 113.22 |
$ 119.10 |
|
| 3 |
28 |
-$ 139.22 |
$ 168.31 |
|
| 4 |
15 |
-$ 99.62 |
$ 137.50 |
|
| 5 |
6 |
-$ 66.16 |
$ 92.84 |
|
| 6 |
1 |
-$ 263.83 |
$ 317.42 |
|
| 9 |
1 |
-$ 151.05 |
$ 242.42 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|