| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2469 |
1234 |
1235 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1086 |
607 |
479 |
|
| Number Losing Trades |
1383 |
627 |
756 |
|
| % Profitable |
43.99% |
49.19% |
38.79% |
|
| Avg Trade (win & loss) |
$ 123.51 |
$ 226.73 |
$ 20.36 |
|
| Average Winning Trade |
$1 441.81 |
$1 561.94 |
$1 289.56 |
|
| Average Losing Trade |
-$ 911.69 |
-$1 065.88 |
-$ 783.80 |
|
| Ratio Avg Win / Avg Loss |
1.58147309 |
1.465398679 |
1.645274333 |
|
| Largest Winning Trade |
$22 058.38 |
$15 820.88 |
$22 058.38 |
|
| Largest Losing Trade |
-$12 554.12 |
-$11 104.12 |
-$12 554.12 |
|
| Avg # Bars in All Trades |
32.7 |
40.6 |
24.8 |
|
| Avg # Bars in Winning Trades |
41.3 |
50.2 |
30.1 |
|
| Avg # Bars in Losing Trades |
25.9 |
31.4 |
21.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
23.8 |
39.6 |
|
| Avg # Bars Between Winning
Trades |
0 |
22.3 |
37.1 |
|
| Avg # Bars Between Losing
Trades |
0 |
22.1 |
39.3 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 022.39 |
$2 003.12 |
$1 309.90 |
|
| Avg. Trade +1 Std. Deviation |
$2 145.90 |
$3 444.92 |
$ 398.22 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 898.88 |
-$ 561.31 |
-$2 221.59 |
|
| Number of Outliers |
231 |
97 |
134 |
|
| Outlier Profit/Loss |
$85 373.28 |
$634 975.36 |
-$549 602.08 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$25 760.44 |
-$16 764.56 |
|
| Max Value Date |
28/02/2020 |
20/05/2022 |
|
| Avg Value |
$1 370.47 |
-$1 013.33 |
|
| Max Value (%) |
12.75% |
-13.78% |
|
| Max Value (%) Date |
18/02/2020 |
06/10/2008 |
|
| Avg Value (%) |
0.99% |
-0.72% |
|
| 1 Std. Deviation |
$2 022.87 |
$1 550.53 |
|
| Avg. Trade +1 Std. Deviation |
$3 393.33 |
$ 537.20 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 652.40 |
-$2 563.86 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.260760669 |
|
| Confidence Limits |
0.792604926 |
|
| Strategy ME |
$ 123.51 |
|
| Max Consec. Winners |
7 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$30 150.14 |
|
| Largest Consec. Loss |
-$29 516.48 |
|
| Largest Consec. Profit (%) |
7088.00% |
|
| Largest Consec. Loss (%) |
-4567.47% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
357 |
$1 367.69 |
-$ 885.42 |
|
| 2 |
148 |
$1 565.69 |
-$ 770.42 |
|
| 3 |
68 |
$1 630.99 |
-$1 073.61 |
|
| 4 |
33 |
$1 363.87 |
-$ 660.94 |
|
| 5 |
12 |
$ 936.71 |
-$ 449.95 |
|
| 6 |
5 |
$1 015.05 |
-$1 084.12 |
|
| 7 |
1 |
$2 097.67 |
-$1 304.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
282 |
-$ 811.35 |
$1 299.34 |
|
| 2 |
145 |
-$ 909.98 |
$1 608.64 |
|
| 3 |
91 |
-$ 896.93 |
$1 239.56 |
|
| 4 |
52 |
-$1 137.59 |
$1 728.09 |
|
| 5 |
28 |
-$ 953.85 |
$1 179.06 |
|
| 6 |
7 |
-$1 374.66 |
$2 994.09 |
|
| 7 |
10 |
-$ 731.62 |
$1 008.38 |
|
| 8 |
5 |
-$ 530.37 |
$ 280.88 |
|
| 9 |
2 |
-$ 903.43 |
$ 408.38 |
|
| 10 |
2 |
-$ 336.00 |
$ 170.88 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|