| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2518 |
1259 |
1259 |
|
| Total # of Open Trades |
1 |
0 |
1 |
|
| Number Winning Trades |
1360 |
744 |
616 |
|
| Number Losing Trades |
1158 |
515 |
643 |
|
| % Profitable |
54.01% |
59.09% |
48.93% |
|
| Avg Trade (win & loss) |
$ 12.42 |
$ 23.98 |
$ 0.85 |
|
| Average Winning Trade |
$ 128.20 |
$ 122.67 |
$ 134.89 |
|
| Average Losing Trade |
-$ 123.57 |
-$ 118.59 |
-$ 127.55 |
|
| Ratio Avg Win / Avg Loss |
1.037496491 |
1.034374286 |
1.057471609 |
|
| Largest Winning Trade |
$2 949.92 |
$1 474.92 |
$2 949.92 |
|
| Largest Losing Trade |
-$2 335.08 |
-$2 335.08 |
-$1 551.33 |
|
| Avg # Bars in All Trades |
41.6 |
37.2 |
46.1 |
|
| Avg # Bars in Winning Trades |
36.7 |
34.3 |
39.7 |
|
| Avg # Bars in Losing Trades |
47.4 |
41.4 |
52.2 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
45.1 |
36.2 |
|
| Avg # Bars Between Winning
Trades |
0 |
46.1 |
36.6 |
|
| Avg # Bars Between Losing
Trades |
0 |
45.4 |
36.4 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 231.55 |
$ 187.88 |
$ 202.27 |
|
| Avg. Trade +1 Std. Deviation |
$ 243.97 |
$ 316.08 |
$ 78.70 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 219.14 |
-$ 59.68 |
-$ 325.84 |
|
| Number of Outliers |
224 |
120 |
104 |
|
| Outlier Profit/Loss |
$4 270.83 |
$67 932.90 |
-$63 662.07 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$4 037.46 |
-$3 120.04 |
|
| Max Value Date |
07/04/2025 |
13/03/2025 |
|
| Avg Value |
$ 134.40 |
-$ 128.44 |
|
| Max Value (%) |
13.41% |
-17.94% |
|
| Max Value (%) Date |
01/04/2025 |
30/09/2008 |
|
| Avg Value (%) |
0.87% |
-0.82% |
|
| 1 Std. Deviation |
$ 197.18 |
$ 219.76 |
|
| Avg. Trade +1 Std. Deviation |
$ 331.58 |
$ 91.32 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 62.77 |
-$ 348.21 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-1.861608985 |
|
| Confidence Limits |
0.937341944 |
|
| Strategy ME |
$ 12.42 |
|
| Max Consec. Winners |
11 |
|
| Max Consec. Losers |
12 |
|
| Largest Consec. Profit |
$4 137.26 |
|
| Largest Consec. Loss |
-$3 378.99 |
|
| Largest Consec. Profit (%) |
867.00% |
|
| Largest Consec. Loss (%) |
-1566.60% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
273 |
$ 109.11 |
-$ 123.18 |
|
| 2 |
147 |
$ 144.40 |
-$ 139.53 |
|
| 3 |
80 |
$ 119.93 |
-$ 125.80 |
|
| 4 |
35 |
$ 140.42 |
-$ 147.19 |
|
| 5 |
30 |
$ 115.58 |
-$ 107.71 |
|
| 6 |
19 |
$ 134.22 |
-$ 169.88 |
|
| 7 |
10 |
$ 142.58 |
-$ 230.08 |
|
| 8 |
4 |
$ 87.89 |
-$ 104.46 |
|
| 9 |
4 |
$ 158.60 |
-$ 390.39 |
|
| 11 |
1 |
$ 230.15 |
-$ 317.58 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
316 |
-$ 139.66 |
$ 126.23 |
|
| 2 |
152 |
-$ 127.64 |
$ 135.72 |
|
| 3 |
76 |
-$ 115.20 |
$ 107.17 |
|
| 4 |
23 |
-$ 141.93 |
$ 103.24 |
|
| 5 |
15 |
-$ 97.30 |
$ 129.67 |
|
| 6 |
9 |
-$ 141.17 |
$ 125.06 |
|
| 7 |
8 |
-$ 78.87 |
$ 67.11 |
|
| 10 |
1 |
-$ 35.96 |
$ 77.42 |
|
| 11 |
1 |
-$ 36.22 |
$ 2.42 |
|
| 12 |
1 |
-$ 61.75 |
$ 113.67 |
|
|
| 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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