| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
2533 |
2533 |
0 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1162 |
1162 |
0 |
|
| Number Losing Trades |
1371 |
1371 |
0 |
|
| % Profitable |
45.87% |
45.87% |
0.00% |
|
| Avg Trade (win & loss) |
$ 9.04 |
$ 9.04 |
n/a |
|
| Average Winning Trade |
$ 109.80 |
$ 109.80 |
n/a |
|
| Average Losing Trade |
-$ 76.35 |
-$ 76.35 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.438033007 |
1.438033007 |
n/a |
|
| Largest Winning Trade |
$1 773.67 |
$1 773.67 |
n/a |
|
| Largest Losing Trade |
-$ 825.08 |
-$ 825.08 |
n/a |
|
| Avg # Bars in All Trades |
7.5 |
7.5 |
n/a |
|
| Avg # Bars in Winning Trades |
10 |
10 |
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 |
$ 169.84 |
$ 179.79 |
$ 100.05 |
|
| Avg. Trade +1 Std. Deviation |
$ 178.88 |
$ 289.58 |
$ 23.70 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 160.79 |
-$ 69.99 |
-$ 176.40 |
|
| Number of Outliers |
246 |
96 |
150 |
|
| Outlier Profit/Loss |
$8 291.57 |
$54 084.82 |
-$45 793.25 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$2 469.96 |
-$1 752.54 |
|
| Max Value Date |
09/04/2025 |
07/04/2025 |
|
| Avg Value |
$ 98.58 |
-$ 83.60 |
|
| Max Value (%) |
12.72% |
-6.30% |
|
| Max Value (%) Date |
10/10/2008 |
04/04/2025 |
|
| Avg Value (%) |
0.64% |
-0.54% |
|
| 1 Std. Deviation |
$ 175.93 |
$ 117.71 |
|
| Avg. Trade +1 Std. Deviation |
$ 274.52 |
$ 34.12 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 77.35 |
-$ 201.31 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.905799891 |
|
| Confidence Limits |
0.943324002 |
|
| Strategy ME |
$ 9.04 |
|
| Max Consec. Winners |
14 |
|
| Max Consec. Losers |
12 |
|
| Largest Consec. Profit |
$2 662.63 |
|
| Largest Consec. Loss |
-$1 637.90 |
|
| Largest Consec. Profit (%) |
13859.00% |
|
| Largest Consec. Loss (%) |
-208.88% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
366 |
$ 115.76 |
-$ 75.36 |
|
| 2 |
169 |
$ 104.47 |
-$ 88.01 |
|
| 3 |
63 |
$ 100.53 |
-$ 58.35 |
|
| 4 |
33 |
$ 107.14 |
-$ 60.61 |
|
| 5 |
14 |
$ 151.44 |
-$ 67.31 |
|
| 6 |
1 |
$ 78.67 |
-$ 1.33 |
|
| 7 |
3 |
$ 42.78 |
-$ 73.41 |
|
| 8 |
2 |
$ 74.45 |
-$ 110.08 |
|
| 10 |
1 |
$ 93.67 |
-$ 146.33 |
|
| 14 |
1 |
$ 190.19 |
-$ 281.33 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
289 |
-$ 82.56 |
$ 118.15 |
|
| 2 |
180 |
-$ 75.10 |
$ 106.66 |
|
| 3 |
91 |
-$ 84.56 |
$ 116.06 |
|
| 4 |
49 |
-$ 55.04 |
$ 85.58 |
|
| 5 |
24 |
-$ 103.73 |
$ 255.70 |
|
| 6 |
14 |
-$ 55.88 |
$ 67.96 |
|
| 7 |
3 |
-$ 41.87 |
$ 47.42 |
|
| 8 |
2 |
-$ 88.52 |
$ 45.55 |
|
| 12 |
1 |
-$ 39.46 |
$ 27.42 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|