Total Trade Analysis
All Trades Long Trades Short Trades
Total # of Trades 1008 1008 0
Total # of Open Trades 1 1 0
Number Winning Trades 566 566 0
Number Losing Trades 442 442 0
% Profitable 56.15% 56.15% 0.00%
Avg Trade (win & loss) $ 21.66 $ 21.66 n/a
Average Winning Trade $ 159.84 $ 159.84 n/a
Average Losing Trade -$ 155.30 -$ 155.30 n/a
Ratio Avg Win / Avg Loss 1.029265992 1.029265992 n/a
Largest Winning Trade $1 066.17 $1 066.17 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 4.2 4.2 n/a
Avg # Bars Between Losing Trades 4.2 4.2 n/a
Avg # Bars Between Even Trades n/a n/a n/a
Outliers
Total Positive Negative
1 Std. Deviation of Avg. Trade $ 232.07 $ 154.02 $ 191.56
Avg. Trade +1 Std. Deviation $ 253.73 $ 313.86 $ 36.27
Avg. Trade - 1 Std. Deviation -$ 210.41 $ 5.83 -$ 346.86
Number of Outliers 136 82 54
Outlier Profit/Loss $7 185.37 $38 575.94 -$31 390.57
Run-up/Drawdown
Run-up Drawdown
Max Value $1 067.46 -$3 226.29
Max Value Date 08/04/2026 07/04/2025
Avg Value $ 135.33 -$ 156.63
Max Value (%) 7.27% -11.01%
Max Value (%) Date 21/11/2008 03/04/2025
Avg Value (%) 0.90% -0.99%
1 Std. Deviation $ 143.89 $ 222.86
Avg. Trade +1 Std. Deviation $ 279.22 $ 66.23
Avg. Trade - 1 Std. Deviation -$ 8.56 -$ 379.50
Trade Series Analysis
Z-score 0.456089708
Confidence Limits 0.35167495
Strategy ME $ 21.66
Max Consec. Winners 12
Max Consec. Losers 6
Largest Consec. Profit $3 077.10
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
1 106 $ 172.95 -$ 179.27
2 71 $ 175.02 -$ 125.03
3 32 $ 151.01 -$ 158.17
4 25 $ 126.88 -$ 112.63
5 7 $ 269.99 -$ 208.12
6 3 $ 112.56 -$ 35.91
7 3 $ 128.97 -$ 136.75
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
1 140 -$ 176.44 $ 194.90
2 62 -$ 148.84 $ 159.30
3 29 -$ 128.21 $ 188.15
4 16 -$ 135.04 $ 130.15
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 (%)