| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4966 |
3534 |
1432 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
2041 |
1463 |
578 |
|
| Number Losing Trades |
2925 |
2071 |
854 |
|
| % Profitable |
41.10% |
41.40% |
40.36% |
|
| Avg Trade (win & loss) |
$ 67.94 |
$ 70.18 |
$ 62.42 |
|
| Average Winning Trade |
$ 878.98 |
$ 972.84 |
$ 641.42 |
|
| Average Losing Trade |
-$ 497.98 |
-$ 567.48 |
-$ 329.46 |
|
| Ratio Avg Win / Avg Loss |
1.765084768 |
1.714318764 |
1.946917692 |
|
| Largest Winning Trade |
$13 308.38 |
$13 308.38 |
$6 245.88 |
|
| Largest Losing Trade |
-$9 479.12 |
-$9 479.12 |
-$3 129.12 |
|
| Avg # Bars in All Trades |
40.1 |
46.8 |
23.4 |
|
| Avg # Bars in Winning Trades |
66.6 |
79.4 |
34.4 |
|
| Avg # Bars in Losing Trades |
21.5 |
23.8 |
16 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
19.8 |
36.9 |
181.5 |
|
| Avg # Bars Between Winning
Trades |
17 |
36.1 |
171.5 |
|
| Avg # Bars Between Losing
Trades |
17.3 |
36.6 |
175.8 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 045.71 |
$1 072.91 |
$ 523.60 |
|
| Avg. Trade +1 Std. Deviation |
$1 113.65 |
$1 951.89 |
$ 25.61 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 977.77 |
-$ 193.93 |
-$1 021.58 |
|
| Number of Outliers |
520 |
252 |
268 |
|
| Outlier Profit/Loss |
$349 307.60 |
$791 449.26 |
-$442 141.66 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 310.44 |
-$12 777.06 |
|
| Max Value Date |
07/04/2020 |
09/03/2020 |
|
| Avg Value |
$ 818.32 |
-$ 453.34 |
|
| Max Value (%) |
8.43% |
-7.02% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.60% |
-0.33% |
|
| 1 Std. Deviation |
$1 057.05 |
$ 532.71 |
|
| Avg. Trade +1 Std. Deviation |
$1 875.37 |
$ 79.37 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 238.73 |
-$ 986.04 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
1.031243908 |
|
| Confidence Limits |
0.697573723 |
|
| Strategy ME |
$ 67.94 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
17 |
|
| Largest Consec. Profit |
$14 037.64 |
|
| Largest Consec. Loss |
-$10 999.86 |
|
| Largest Consec. Profit (%) |
57088.00% |
|
| Largest Consec. Loss (%) |
-8518.75% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
719 |
$ 963.20 |
-$ 426.58 |
|
| 2 |
308 |
$ 843.53 |
-$ 503.35 |
|
| 3 |
109 |
$ 850.12 |
-$ 461.92 |
|
| 4 |
56 |
$ 871.49 |
-$ 447.65 |
|
| 5 |
21 |
$ 697.55 |
-$ 366.02 |
|
| 6 |
5 |
$ 636.30 |
-$ 739.12 |
|
| 7 |
1 |
$ 415.52 |
-$ 454.12 |
|
| 13 |
1 |
$1 031.46 |
-$1 154.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
493 |
-$ 449.94 |
$ 905.34 |
|
| 2 |
312 |
-$ 511.29 |
$ 954.69 |
|
| 3 |
190 |
-$ 517.23 |
$1 025.29 |
|
| 4 |
97 |
-$ 490.78 |
$ 958.64 |
|
| 5 |
51 |
-$ 565.49 |
$1 062.14 |
|
| 6 |
30 |
-$ 484.40 |
$ 977.55 |
|
| 7 |
18 |
-$ 438.64 |
$1 425.74 |
|
| 8 |
10 |
-$ 530.84 |
$1 089.63 |
|
| 9 |
7 |
-$ 525.95 |
$1 031.59 |
|
| 10 |
1 |
-$ 587.87 |
$ 345.88 |
|
| 11 |
5 |
-$ 494.35 |
$1 110.88 |
|
| 12 |
4 |
-$ 421.05 |
$ 811.51 |
|
| 16 |
1 |
-$ 348.65 |
$3 095.88 |
|
| 17 |
1 |
-$ 551.18 |
$ 83.38 |
|
|
| 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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