| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4282 |
2141 |
2141 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1808 |
982 |
826 |
|
| Number Losing Trades |
2474 |
1159 |
1315 |
|
| % Profitable |
42.22% |
45.87% |
38.58% |
|
| Avg Trade (win & loss) |
$ 98.41 |
$ 164.29 |
$ 32.53 |
|
| Average Winning Trade |
$1 059.12 |
$1 260.45 |
$ 819.76 |
|
| Average Losing Trade |
-$ 603.68 |
-$ 764.47 |
-$ 461.96 |
|
| Ratio Avg Win / Avg Loss |
1.754437808 |
1.648787603 |
1.774517776 |
|
| Largest Winning Trade |
$23 870.88 |
$23 870.88 |
$9 633.38 |
|
| Largest Losing Trade |
-$27 766.62 |
-$27 766.62 |
-$11 966.62 |
|
| Avg # Bars in All Trades |
69.9 |
110 |
29.8 |
|
| Avg # Bars in Winning Trades |
102.9 |
154.5 |
41.5 |
|
| Avg # Bars in Losing Trades |
45.8 |
72.2 |
22.5 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
28.8 |
108.9 |
|
| Avg # Bars Between Winning
Trades |
0 |
29.8 |
112.4 |
|
| Avg # Bars Between Losing
Trades |
0 |
30 |
113.6 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 637.72 |
$1 732.67 |
$1 132.02 |
|
| Avg. Trade +1 Std. Deviation |
$1 736.13 |
$2 791.78 |
$ 528.34 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 539.31 |
-$ 673.55 |
-$1 735.70 |
|
| Number of Outliers |
355 |
172 |
183 |
|
| Outlier Profit/Loss |
$300 674.90 |
$918 841.36 |
-$618 166.46 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$28 197.94 |
-$33 802.06 |
|
| Max Value Date |
17/04/2026 |
18/03/2020 |
|
| Avg Value |
$1 039.54 |
-$ 721.47 |
|
| Max Value (%) |
12.24% |
-18.35% |
|
| Max Value (%) Date |
23/03/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.69% |
-0.49% |
|
| 1 Std. Deviation |
$1 730.08 |
$1 407.28 |
|
| Avg. Trade +1 Std. Deviation |
$2 769.62 |
$ 685.81 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 690.54 |
-$2 128.75 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.785997898 |
|
| Confidence Limits |
0.999999993 |
|
| Strategy ME |
$ 98.41 |
|
| Max Consec. Winners |
14 |
|
| Max Consec. Losers |
16 |
|
| Largest Consec. Profit |
$41 333.52 |
|
| Largest Consec. Loss |
-$31 787.36 |
|
| Largest Consec. Profit (%) |
30838.00% |
|
| Largest Consec. Loss (%) |
-214.22% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
490 |
$1 214.89 |
-$ 773.86 |
|
| 2 |
247 |
$ 992.74 |
-$ 667.94 |
|
| 3 |
122 |
$ 931.50 |
-$ 727.99 |
|
| 4 |
51 |
$1 193.92 |
-$ 633.78 |
|
| 5 |
28 |
$ 901.51 |
-$1 113.94 |
|
| 6 |
5 |
$1 126.30 |
-$ 466.62 |
|
| 7 |
4 |
$ 634.27 |
-$1 501.00 |
|
| 8 |
4 |
$1 049.01 |
-$ 304.12 |
|
| 10 |
1 |
$2 862.13 |
-$1 004.12 |
|
| 14 |
1 |
$ 338.74 |
-$ 154.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
367 |
-$ 778.51 |
$1 125.82 |
|
| 2 |
222 |
-$ 676.25 |
$1 051.96 |
|
| 3 |
141 |
-$ 595.05 |
$1 251.73 |
|
| 4 |
89 |
-$ 522.27 |
$ 842.23 |
|
| 5 |
57 |
-$ 612.63 |
$1 112.33 |
|
| 6 |
25 |
-$ 472.29 |
$ 581.38 |
|
| 7 |
16 |
-$ 770.41 |
$2 027.91 |
|
| 8 |
15 |
-$ 495.16 |
$ 571.71 |
|
| 9 |
7 |
-$ 274.36 |
$ 713.74 |
|
| 10 |
3 |
-$ 379.54 |
$1 095.88 |
|
| 11 |
3 |
-$ 172.30 |
$ 162.55 |
|
| 12 |
4 |
-$ 568.44 |
$ 789.63 |
|
| 13 |
1 |
-$ 157.00 |
$ 8.38 |
|
| 14 |
1 |
-$ 245.19 |
$ 770.88 |
|
| 16 |
1 |
-$ 727.56 |
$ 445.88 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|