| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
984 |
984 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
556 |
556 |
0 |
|
| Number Losing Trades |
428 |
428 |
0 |
|
| % Profitable |
56.50% |
56.50% |
0.00% |
|
| Avg Trade (win & loss) |
$ 21.32 |
$ 21.32 |
n/a |
|
| Average Winning Trade |
$ 154.88 |
$ 154.88 |
n/a |
|
| Average Losing Trade |
-$ 152.19 |
-$ 152.19 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.017671749 |
1.017671749 |
n/a |
|
| Largest Winning Trade |
$ 941.17 |
$ 941.17 |
n/a |
|
| Largest Losing Trade |
-$1 217.58 |
-$1 217.58 |
n/a |
|
| Avg # Bars in All Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Winning Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Losing Trades |
4 |
4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 225.23 |
$ 146.36 |
$ 188.50 |
|
| Avg. Trade +1 Std. Deviation |
$ 246.54 |
$ 301.24 |
$ 36.30 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 203.91 |
$ 8.53 |
-$ 340.69 |
|
| Number of Outliers |
136 |
83 |
53 |
|
| Outlier Profit/Loss |
$6 981.62 |
$37 083.36 |
-$30 101.74 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 942.46 |
-$3 226.29 |
|
| Max Value Date |
06/11/2024 |
07/04/2025 |
|
| Avg Value |
$ 132.62 |
-$ 151.64 |
|
| Max Value (%) |
8.04% |
-11.26% |
|
| Max Value (%) Date |
21/11/2008 |
03/04/2025 |
|
| Avg Value (%) |
0.95% |
-1.03% |
|
| 1 Std. Deviation |
$ 138.25 |
$ 217.53 |
|
| Avg. Trade +1 Std. Deviation |
$ 270.87 |
$ 65.89 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 5.63 |
-$ 369.17 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.377993039 |
|
| Confidence Limits |
0.294564625 |
|
| Strategy ME |
$ 21.32 |
|
| Max Consec. Winners |
12 |
|
| Max Consec. Losers |
6 |
|
| Largest Consec. Profit |
$3 001.78 |
|
| Largest Consec. Loss |
-$2 418.91 |
|
| Largest Consec. Profit (%) |
468.35% |
|
| Largest Consec. Loss (%) |
-9758.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
103 |
$ 174.97 |
-$ 177.25 |
|
| 2 |
67 |
$ 171.99 |
-$ 123.36 |
|
| 3 |
33 |
$ 154.93 |
-$ 157.85 |
|
| 4 |
23 |
$ 124.76 |
-$ 103.94 |
|
| 5 |
8 |
$ 185.23 |
-$ 185.39 |
|
| 6 |
3 |
$ 112.56 |
-$ 35.91 |
|
| 7 |
2 |
$ 167.42 |
-$ 173.21 |
|
| 8 |
1 |
$ 66.95 |
-$ 63.83 |
|
| 9 |
4 |
$ 148.11 |
-$ 44.46 |
|
| 12 |
1 |
$ 48.67 |
-$ 0.08 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
135 |
-$ 175.91 |
$ 193.10 |
|
| 2 |
63 |
-$ 155.29 |
$ 159.92 |
|
| 3 |
28 |
-$ 120.93 |
$ 176.35 |
|
| 4 |
14 |
-$ 106.78 |
$ 134.83 |
|
| 5 |
3 |
-$ 173.16 |
$ 128.25 |
|
| 6 |
2 |
-$ 257.48 |
$ 378.05 |
|
|
| 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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|