| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2483 |
1241 |
1242 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1068 |
593 |
475 |
|
| Number Losing Trades |
1415 |
648 |
767 |
|
| % Profitable |
43.01% |
47.78% |
38.24% |
|
| Avg Trade (win & loss) |
$ 10.18 |
$ 20.45 |
-$ 0.08 |
|
| Average Winning Trade |
$ 149.02 |
$ 164.02 |
$ 130.28 |
|
| Average Losing Trade |
-$ 94.61 |
-$ 110.94 |
-$ 80.81 |
|
| Ratio Avg Win / Avg Loss |
1.575116066 |
1.478463833 |
1.612278479 |
|
| 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 |
31.2 |
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 |
37.3 |
|
| Avg # Bars Between Losing
Trades |
0 |
22.3 |
39.5 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 219.02 |
$ 210.33 |
$ 158.96 |
|
| Avg. Trade +1 Std. Deviation |
$ 229.20 |
$ 359.35 |
$ 64.35 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 208.84 |
-$ 61.31 |
-$ 253.57 |
|
| Number of Outliers |
213 |
98 |
115 |
|
| Outlier Profit/Loss |
$11 694.21 |
$66 410.91 |
-$54 716.70 |
|
|
| 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 |
$ 138.64 |
-$ 105.06 |
|
| Max Value (%) |
12.75% |
-15.10% |
|
| Max Value (%) Date |
18/02/2020 |
27/03/2025 |
|
| Avg Value (%) |
0.99% |
-0.74% |
|
| 1 Std. Deviation |
$ 209.55 |
$ 179.15 |
|
| Avg. Trade +1 Std. Deviation |
$ 348.19 |
$ 74.09 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 70.91 |
-$ 284.21 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.910884982 |
|
| Confidence Limits |
0.637644335 |
|
| Strategy ME |
$ 10.18 |
|
| Max Consec. Winners |
6 |
|
| 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 |
359 |
$ 135.45 |
-$ 89.88 |
|
| 2 |
146 |
$ 159.20 |
-$ 87.05 |
|
| 3 |
64 |
$ 162.35 |
-$ 111.82 |
|
| 4 |
35 |
$ 172.78 |
-$ 105.44 |
|
| 5 |
11 |
$ 91.92 |
-$ 48.26 |
|
| 6 |
5 |
$ 120.71 |
-$ 110.33 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
273 |
-$ 85.53 |
$ 130.59 |
|
| 2 |
142 |
-$ 101.09 |
$ 166.03 |
|
| 3 |
92 |
-$ 83.99 |
$ 121.47 |
|
| 4 |
55 |
-$ 99.83 |
$ 169.01 |
|
| 5 |
30 |
-$ 127.36 |
$ 117.63 |
|
| 6 |
6 |
-$ 124.52 |
$ 292.00 |
|
| 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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|