| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2527 |
1263 |
1264 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1089 |
604 |
485 |
|
| Number Losing Trades |
1438 |
659 |
779 |
|
| % Profitable |
43.09% |
47.82% |
38.37% |
|
| Avg Trade (win & loss) |
$ 12.31 |
$ 23.65 |
$ 0.98 |
|
| Average Winning Trade |
$ 155.87 |
$ 172.72 |
$ 134.87 |
|
| Average Losing Trade |
-$ 96.40 |
-$ 112.97 |
-$ 82.38 |
|
| Ratio Avg Win / Avg Loss |
1.616843911 |
1.528877446 |
1.637161321 |
|
| Largest Winning Trade |
$2 203.67 |
$1 876.17 |
$2 203.67 |
|
| Largest Losing Trade |
-$3 438.83 |
-$3 438.83 |
-$1 198.83 |
|
| Avg # Bars in All Trades |
32.8 |
40.7 |
24.9 |
|
| Avg # Bars in Winning Trades |
41.9 |
51 |
30.5 |
|
| Avg # Bars in Losing Trades |
25.9 |
31.3 |
21.4 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
23.9 |
39.7 |
|
| Avg # Bars Between Winning
Trades |
0 |
22.3 |
37 |
|
| Avg # Bars Between Losing
Trades |
0 |
22.4 |
39.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 227.53 |
$ 222.38 |
$ 161.60 |
|
| Avg. Trade +1 Std. Deviation |
$ 239.84 |
$ 378.25 |
$ 65.20 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 215.22 |
-$ 66.52 |
-$ 258.01 |
|
| Number of Outliers |
221 |
105 |
116 |
|
| Outlier Profit/Loss |
$17 084.82 |
$73 945.35 |
-$56 860.53 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$2 574.96 |
-$4 520.04 |
|
| Max Value Date |
28/02/2020 |
07/04/2025 |
|
| Avg Value |
$ 144.13 |
-$ 107.35 |
|
| Max Value (%) |
12.35% |
-14.78% |
|
| Max Value (%) Date |
18/02/2020 |
27/03/2025 |
|
| Avg Value (%) |
0.94% |
-0.70% |
|
| 1 Std. Deviation |
$ 219.68 |
$ 181.34 |
|
| Avg. Trade +1 Std. Deviation |
$ 363.81 |
$ 73.99 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 75.56 |
-$ 288.69 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.855975342 |
|
| Confidence Limits |
0.607988956 |
|
| Strategy ME |
$ 12.31 |
|
| Max Consec. Winners |
9 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$3 548.43 |
|
| Largest Consec. Loss |
-$5 347.90 |
|
| Largest Consec. Profit (%) |
492.00% |
|
| Largest Consec. Loss (%) |
-5728.89% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
367 |
$ 146.71 |
-$ 92.56 |
|
| 2 |
148 |
$ 163.26 |
-$ 87.39 |
|
| 3 |
64 |
$ 162.35 |
-$ 111.82 |
|
| 4 |
35 |
$ 172.78 |
-$ 105.44 |
|
| 5 |
11 |
$ 91.92 |
-$ 48.26 |
|
| 6 |
5 |
$ 120.71 |
-$ 110.33 |
|
| 9 |
1 |
$ 392.42 |
-$ 345.08 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
277 |
-$ 87.07 |
$ 140.26 |
|
| 2 |
144 |
-$ 100.28 |
$ 165.68 |
|
| 3 |
94 |
-$ 86.76 |
$ 123.98 |
|
| 4 |
57 |
-$ 104.08 |
$ 192.75 |
|
| 5 |
29 |
-$ 122.00 |
$ 121.69 |
|
| 6 |
7 |
-$ 158.59 |
$ 311.71 |
|
| 7 |
10 |
-$ 75.33 |
$ 98.67 |
|
| 8 |
5 |
-$ 103.86 |
$ 45.67 |
|
| 9 |
4 |
-$ 71.02 |
$ 34.30 |
|
| 10 |
3 |
-$ 36.50 |
$ 26.59 |
|
|
| 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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