| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2467 |
2467 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1182 |
1182 |
0 |
|
| Number Losing Trades |
1285 |
1285 |
0 |
|
| % Profitable |
47.91% |
47.91% |
0.00% |
|
| Avg Trade (win & loss) |
$ 80.41 |
$ 80.41 |
n/a |
|
| Average Winning Trade |
$ 918.82 |
$ 918.82 |
n/a |
|
| Average Losing Trade |
-$ 690.79 |
-$ 690.79 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.330091092 |
1.330091092 |
n/a |
|
| Largest Winning Trade |
$7 233.38 |
$7 233.38 |
n/a |
|
| Largest Losing Trade |
-$7 616.62 |
-$7 616.62 |
n/a |
|
| Avg # Bars in All Trades |
4.5 |
4.5 |
n/a |
|
| Avg # Bars in Winning Trades |
4.7 |
4.7 |
n/a |
|
| Avg # Bars in Losing Trades |
4.4 |
4.4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
16.7 |
16.7 |
n/a |
|
| Avg # Bars Between Winning
Trades |
25.5 |
25.5 |
n/a |
|
| Avg # Bars Between Losing
Trades |
24.6 |
24.6 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 017.68 |
$ 580.68 |
$ 660.77 |
|
| Avg. Trade +1 Std. Deviation |
$1 098.09 |
$1 499.50 |
-$ 30.02 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 937.27 |
$ 338.14 |
-$1 351.57 |
|
| Number of Outliers |
198 |
64 |
134 |
|
| Outlier Profit/Loss |
-$145 078.26 |
$149 173.82 |
-$294 252.08 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$7 235.44 |
-$8 052.06 |
|
| Max Value Date |
09/11/2020 |
28/02/2020 |
|
| Avg Value |
$ 577.94 |
-$ 671.22 |
|
| Max Value (%) |
3.44% |
-4.37% |
|
| Max Value (%) Date |
06/11/2020 |
27/02/2020 |
|
| Avg Value (%) |
0.40% |
-0.42% |
|
| 1 Std. Deviation |
$ 573.15 |
$ 707.75 |
|
| Avg. Trade +1 Std. Deviation |
$1 151.09 |
$ 36.53 |
|
| Avg. Trade - 1 Std. Deviation |
$ 4.79 |
-$1 378.97 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.006059134 |
|
| Confidence Limits |
0.004835189 |
|
| Strategy ME |
$ 80.41 |
|
| Max Consec. Winners |
10 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$15 158.80 |
|
| Largest Consec. Loss |
-$10 916.48 |
|
| Largest Consec. Profit (%) |
151.61% |
|
| Largest Consec. Loss (%) |
-307486.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
310 |
$ 980.92 |
-$ 718.46 |
|
| 2 |
181 |
$ 897.47 |
-$ 699.35 |
|
| 3 |
59 |
$ 865.23 |
-$ 768.31 |
|
| 4 |
32 |
$ 942.56 |
-$ 654.12 |
|
| 5 |
15 |
$ 862.38 |
-$ 613.29 |
|
| 6 |
11 |
$ 815.77 |
-$ 482.53 |
|
| 7 |
5 |
$ 806.59 |
-$ 271.62 |
|
| 9 |
1 |
$1 222.27 |
-$ 841.62 |
|
| 10 |
2 |
$1 276.51 |
-$ 872.87 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
292 |
-$ 742.43 |
$1 001.49 |
|
| 2 |
166 |
-$ 676.45 |
$ 997.16 |
|
| 3 |
65 |
-$ 682.97 |
$1 068.00 |
|
| 4 |
44 |
-$ 762.29 |
$ 899.86 |
|
| 5 |
23 |
-$ 586.73 |
$ 954.03 |
|
| 6 |
16 |
-$ 674.17 |
$1 105.26 |
|
| 7 |
3 |
-$ 380.91 |
$ 733.38 |
|
| 8 |
5 |
-$ 726.00 |
$1 095.88 |
|
| 9 |
2 |
-$ 540.23 |
$1 095.88 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
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