| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4252 |
2126 |
2126 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1796 |
975 |
821 |
|
| Number Losing Trades |
2456 |
1151 |
1305 |
|
| % Profitable |
42.24% |
45.86% |
38.62% |
|
| Avg Trade (win & loss) |
$ 90.21 |
$ 148.84 |
$ 31.59 |
|
| Average Winning Trade |
$1 027.30 |
$1 214.96 |
$ 804.44 |
|
| Average Losing Trade |
-$ 595.05 |
-$ 754.26 |
-$ 454.63 |
|
| Ratio Avg Win / Avg Loss |
1.726403481 |
1.610790735 |
1.769440586 |
|
| Largest Winning Trade |
$15 620.88 |
$15 620.88 |
$9 633.38 |
|
| Largest Losing Trade |
-$27 766.62 |
-$27 766.62 |
-$11 966.62 |
|
| Avg # Bars in All Trades |
69.8 |
109.8 |
29.8 |
|
| Avg # Bars in Winning Trades |
102.5 |
153.9 |
41.4 |
|
| Avg # Bars in Losing Trades |
45.9 |
72.4 |
22.6 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
28.8 |
108.8 |
|
| Avg # Bars Between Winning
Trades |
0 |
29.8 |
112.1 |
|
| Avg # Bars Between Losing
Trades |
0 |
29.9 |
113.9 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 573.51 |
$1 613.85 |
$1 127.28 |
|
| Avg. Trade +1 Std. Deviation |
$1 663.73 |
$2 641.15 |
$ 532.23 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 483.30 |
-$ 586.56 |
-$1 722.33 |
|
| Number of Outliers |
357 |
178 |
179 |
|
| Outlier Profit/Loss |
$287 666.66 |
$889 504.14 |
-$601 837.48 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$18 647.94 |
-$33 802.06 |
|
| Max Value Date |
22/08/2024 |
18/03/2020 |
|
| Avg Value |
$1 017.05 |
-$ 710.20 |
|
| Max Value (%) |
12.50% |
-18.67% |
|
| Max Value (%) Date |
23/03/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.71% |
-0.50% |
|
| 1 Std. Deviation |
$1 643.76 |
$1 393.68 |
|
| Avg. Trade +1 Std. Deviation |
$2 660.81 |
$ 683.48 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 626.71 |
-$2 103.89 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.823719134 |
|
| Confidence Limits |
0.999999994 |
|
| Strategy ME |
$ 90.21 |
|
| 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 |
485 |
$1 154.69 |
-$ 771.57 |
|
| 2 |
245 |
$ 951.67 |
-$ 658.86 |
|
| 3 |
121 |
$ 910.27 |
-$ 728.50 |
|
| 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 |
362 |
-$ 776.01 |
$1 008.76 |
|
| 2 |
222 |
-$ 676.25 |
$1 051.96 |
|
| 3 |
140 |
-$ 585.70 |
$1 255.34 |
|
| 4 |
90 |
-$ 541.31 |
$ 832.87 |
|
| 5 |
57 |
-$ 612.63 |
$1 112.33 |
|
| 6 |
25 |
-$ 472.29 |
$ 581.38 |
|
| 7 |
14 |
-$ 569.30 |
$1 538.74 |
|
| 8 |
15 |
-$ 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 |
|
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|
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|
| Drawdown P/L |
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| Maximum Adverse Excursion |
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| Maximum Adverse Excursion (%) |
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| Run-up |
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| Run-up P/L |
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| Maximum Favorable Excursion |
|
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| Maximum Favorable Excursion
(%) |
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