| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2507 |
2507 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1202 |
1202 |
0 |
|
| Number Losing Trades |
1305 |
1305 |
0 |
|
| % Profitable |
47.95% |
47.95% |
0.00% |
|
| Avg Trade (win & loss) |
$ 99.31 |
$ 99.31 |
n/a |
|
| Average Winning Trade |
$1 039.63 |
$1 039.63 |
n/a |
|
| Average Losing Trade |
-$ 766.79 |
-$ 766.79 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.355816752 |
1.355816752 |
n/a |
|
| Largest Winning Trade |
$17 758.38 |
$17 758.38 |
n/a |
|
| Largest Losing Trade |
-$8 229.12 |
-$8 229.12 |
n/a |
|
| Avg # Bars in All Trades |
7.5 |
7.5 |
n/a |
|
| Avg # Bars in Winning Trades |
9.8 |
9.8 |
n/a |
|
| Avg # Bars in Losing Trades |
5.4 |
5.4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
5 |
5 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.9 |
4.9 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.9 |
4.9 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 643.20 |
$1 684.47 |
$1 004.96 |
|
| Avg. Trade +1 Std. Deviation |
$1 742.51 |
$2 724.10 |
$ 238.17 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 543.89 |
-$ 644.84 |
-$1 771.75 |
|
| Number of Outliers |
248 |
101 |
147 |
|
| Outlier Profit/Loss |
$83 103.24 |
$528 721.38 |
-$445 618.14 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$18 860.44 |
-$12 927.06 |
|
| Max Value Date |
15/11/2023 |
05/08/2024 |
|
| Avg Value |
$ 969.70 |
-$ 808.37 |
|
| Max Value (%) |
12.73% |
-6.12% |
|
| Max Value (%) Date |
10/10/2008 |
19/03/2020 |
|
| Avg Value (%) |
0.64% |
-0.53% |
|
| 1 Std. Deviation |
$1 673.06 |
$1 118.32 |
|
| Avg. Trade +1 Std. Deviation |
$2 642.77 |
$ 309.95 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 703.36 |
-$1 926.69 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.205227357 |
|
| Confidence Limits |
0.771884492 |
|
| Strategy ME |
$ 99.31 |
|
| Max Consec. Winners |
14 |
|
| Max Consec. Losers |
10 |
|
| Largest Consec. Profit |
$26 929.82 |
|
| Largest Consec. Loss |
-$16 383.10 |
|
| Largest Consec. Profit (%) |
142926.00% |
|
| Largest Consec. Loss (%) |
-197.79% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
340 |
$1 146.54 |
-$ 761.77 |
|
| 2 |
169 |
$ 926.35 |
-$ 857.45 |
|
| 3 |
70 |
$1 068.32 |
-$ 603.23 |
|
| 4 |
29 |
$ 987.91 |
-$ 625.67 |
|
| 5 |
20 |
$1 295.63 |
-$ 538.50 |
|
| 6 |
5 |
$ 504.21 |
-$ 374.12 |
|
| 7 |
4 |
$ 510.61 |
-$ 588.50 |
|
| 8 |
2 |
$ 766.19 |
-$1 079.12 |
|
| 10 |
1 |
$ 958.38 |
-$1 441.62 |
|
| 14 |
1 |
$1 923.56 |
-$2 791.62 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
299 |
-$ 792.33 |
$1 045.98 |
|
| 2 |
172 |
-$ 735.15 |
$ 995.59 |
|
| 3 |
85 |
-$ 848.83 |
$1 209.70 |
|
| 4 |
45 |
-$ 582.25 |
$ 913.94 |
|
| 5 |
23 |
-$1 082.49 |
$2 728.49 |
|
| 6 |
11 |
-$ 585.94 |
$ 684.52 |
|
| 7 |
4 |
-$ 344.75 |
$ 374.01 |
|
| 8 |
1 |
-$1 563.50 |
$ 720.88 |
|
| 10 |
1 |
-$ 429.12 |
$ 295.88 |
|
|
| 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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