| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2629 |
2629 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1246 |
1246 |
0 |
|
| Number Losing Trades |
1383 |
1383 |
0 |
|
| % Profitable |
47.39% |
47.39% |
0.00% |
|
| Avg Trade (win & loss) |
$ 6.38 |
$ 6.38 |
n/a |
|
| Average Winning Trade |
$ 93.75 |
$ 93.75 |
n/a |
|
| Average Losing Trade |
-$ 72.33 |
-$ 72.33 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.296030123 |
1.296030123 |
n/a |
|
| Largest Winning Trade |
$ 721.17 |
$ 721.17 |
n/a |
|
| Largest Losing Trade |
-$ 763.83 |
-$ 763.83 |
n/a |
|
| Avg # Bars in All Trades |
4.4 |
4.4 |
n/a |
|
| Avg # Bars in Winning Trades |
4.6 |
4.6 |
n/a |
|
| Avg # Bars in Losing Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
16 |
16 |
n/a |
|
| Avg # Bars Between Winning
Trades |
24.9 |
24.9 |
n/a |
|
| Avg # Bars Between Losing
Trades |
23.7 |
23.7 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 105.18 |
$ 59.55 |
$ 68.99 |
|
| Avg. Trade +1 Std. Deviation |
$ 111.56 |
$ 153.30 |
-$ 3.35 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 98.80 |
$ 34.19 |
-$ 141.32 |
|
| Number of Outliers |
220 |
71 |
149 |
|
| Outlier Profit/Loss |
-$16 371.35 |
$17 569.32 |
-$33 940.67 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$ 722.46 |
-$1 167.54 |
|
| Max Value Date |
09/11/2020 |
07/04/2025 |
|
| Avg Value |
$ 58.36 |
-$ 70.51 |
|
| Max Value (%) |
3.34% |
-4.29% |
|
| Max Value (%) Date |
06/11/2020 |
04/04/2025 |
|
| Avg Value (%) |
0.36% |
-0.40% |
|
| 1 Std. Deviation |
$ 58.94 |
$ 76.49 |
|
| Avg. Trade +1 Std. Deviation |
$ 117.29 |
$ 5.98 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 0.58 |
-$ 147.00 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.335243003 |
|
| Confidence Limits |
0.262558607 |
|
| Strategy ME |
$ 6.38 |
|
| Max Consec. Winners |
10 |
|
| Max Consec. Losers |
9 |
|
| Largest Consec. Profit |
$1 494.20 |
|
| Largest Consec. Loss |
-$1 101.65 |
|
| Largest Consec. Profit (%) |
320.66% |
|
| Largest Consec. Loss (%) |
-31399.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
346 |
$ 98.38 |
-$ 73.81 |
|
| 2 |
179 |
$ 91.91 |
-$ 70.24 |
|
| 3 |
64 |
$ 86.96 |
-$ 81.08 |
|
| 4 |
37 |
$ 99.73 |
-$ 71.63 |
|
| 5 |
17 |
$ 92.04 |
-$ 75.89 |
|
| 6 |
10 |
$ 79.05 |
-$ 45.58 |
|
| 7 |
4 |
$ 80.37 |
-$ 35.08 |
|
| 9 |
1 |
$ 120.20 |
-$ 85.08 |
|
| 10 |
2 |
$ 125.48 |
-$ 89.46 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
307 |
-$ 77.37 |
$ 100.06 |
|
| 2 |
181 |
-$ 71.44 |
$ 99.98 |
|
| 3 |
77 |
-$ 74.36 |
$ 114.73 |
|
| 4 |
43 |
-$ 77.81 |
$ 90.09 |
|
| 5 |
24 |
-$ 61.28 |
$ 96.07 |
|
| 6 |
16 |
-$ 71.17 |
$ 108.36 |
|
| 7 |
3 |
-$ 57.82 |
$ 107.42 |
|
| 8 |
7 |
-$ 61.60 |
$ 96.71 |
|
| 9 |
2 |
-$ 56.19 |
$ 107.42 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|