| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4358 |
2179 |
2179 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1746 |
961 |
785 |
|
| Number Losing Trades |
2612 |
1218 |
1394 |
|
| % Profitable |
40.06% |
44.10% |
36.03% |
|
| Avg Trade (win & loss) |
$ 8.61 |
$ 15.32 |
$ 1.90 |
|
| Average Winning Trade |
$ 113.76 |
$ 134.09 |
$ 88.88 |
|
| Average Losing Trade |
-$ 61.67 |
-$ 78.38 |
-$ 47.07 |
|
| Ratio Avg Win / Avg Loss |
1.844587345 |
1.710675236 |
1.888086816 |
|
| Largest Winning Trade |
$2 384.92 |
$2 384.92 |
$1 576.17 |
|
| Largest Losing Trade |
-$2 778.83 |
-$2 778.83 |
-$ 647.58 |
|
| Avg # Bars in All Trades |
69.8 |
109.9 |
29.7 |
|
| Avg # Bars in Winning Trades |
106.8 |
159.3 |
42.5 |
|
| Avg # Bars in Losing Trades |
45.1 |
71 |
22.5 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
28.7 |
108.9 |
|
| Avg # Bars Between Winning
Trades |
0 |
29.8 |
112.7 |
|
| Avg # Bars Between Losing
Trades |
0 |
29.9 |
111.8 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 170.05 |
$ 187.62 |
$ 111.32 |
|
| Avg. Trade +1 Std. Deviation |
$ 178.66 |
$ 301.38 |
$ 49.64 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 161.43 |
-$ 73.86 |
-$ 172.99 |
|
| Number of Outliers |
370 |
168 |
202 |
|
| Outlier Profit/Loss |
$29 795.40 |
$96 391.56 |
-$66 596.16 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$3 229.96 |
-$3 381.29 |
|
| Max Value Date |
07/04/2025 |
18/03/2020 |
|
| Avg Value |
$ 106.62 |
-$ 75.39 |
|
| Max Value (%) |
11.97% |
-18.03% |
|
| Max Value (%) Date |
23/03/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.67% |
-0.49% |
|
| 1 Std. Deviation |
$ 186.65 |
$ 142.80 |
|
| Avg. Trade +1 Std. Deviation |
$ 293.27 |
$ 67.41 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 80.02 |
-$ 218.19 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.40867742 |
|
| Confidence Limits |
0.999999936 |
|
| Strategy ME |
$ 8.61 |
|
| Max Consec. Winners |
12 |
|
| Max Consec. Losers |
17 |
|
| Largest Consec. Profit |
$4 124.68 |
|
| Largest Consec. Loss |
-$3 185.24 |
|
| Largest Consec. Profit (%) |
9568.23% |
|
| Largest Consec. Loss (%) |
-5226.21% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
517 |
$ 127.40 |
-$ 78.11 |
|
| 2 |
250 |
$ 103.81 |
-$ 70.31 |
|
| 3 |
116 |
$ 104.29 |
-$ 73.46 |
|
| 4 |
44 |
$ 135.74 |
-$ 69.00 |
|
| 5 |
20 |
$ 96.31 |
-$ 119.77 |
|
| 6 |
5 |
$ 110.46 |
-$ 48.83 |
|
| 7 |
3 |
$ 55.04 |
-$ 128.41 |
|
| 8 |
4 |
$ 102.73 |
-$ 32.58 |
|
| 10 |
1 |
$ 284.05 |
-$ 102.58 |
|
| 12 |
1 |
$ 37.21 |
-$ 1.33 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
359 |
-$ 79.68 |
$ 116.32 |
|
| 2 |
213 |
-$ 68.86 |
$ 114.88 |
|
| 3 |
141 |
-$ 62.79 |
$ 121.76 |
|
| 4 |
103 |
-$ 52.98 |
$ 105.78 |
|
| 5 |
59 |
-$ 59.69 |
$ 118.71 |
|
| 6 |
25 |
-$ 49.87 |
$ 63.87 |
|
| 7 |
18 |
-$ 76.50 |
$ 179.50 |
|
| 8 |
18 |
-$ 60.35 |
$ 132.77 |
|
| 9 |
10 |
-$ 47.82 |
$ 152.30 |
|
| 10 |
4 |
-$ 34.17 |
$ 80.86 |
|
| 11 |
2 |
-$ 22.69 |
$ 19.30 |
|
| 12 |
4 |
-$ 61.38 |
$ 83.98 |
|
| 14 |
2 |
-$ 20.88 |
$ 61.80 |
|
| 16 |
2 |
-$ 45.08 |
$ 23.05 |
|
| 17 |
1 |
-$ 12.14 |
$ 3.67 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|