| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4272 |
2136 |
2136 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
1714 |
941 |
773 |
|
| Number Losing Trades |
2558 |
1195 |
1363 |
|
| % Profitable |
40.12% |
44.05% |
36.19% |
|
| Avg Trade (win & loss) |
$ 8.02 |
$ 13.86 |
$ 2.19 |
|
| Average Winning Trade |
$ 109.36 |
$ 128.61 |
$ 85.93 |
|
| Average Losing Trade |
-$ 59.88 |
-$ 76.50 |
-$ 45.31 |
|
| Ratio Avg Win / Avg Loss |
1.826268862 |
1.681070289 |
1.89653609 |
|
| Largest Winning Trade |
$1 576.17 |
$1 559.92 |
$1 576.17 |
|
| Largest Losing Trade |
-$2 778.83 |
-$2 778.83 |
-$ 647.58 |
|
| Avg # Bars in All Trades |
70 |
110.2 |
29.8 |
|
| Avg # Bars in Winning Trades |
106.6 |
159.2 |
42.5 |
|
| Avg # Bars in Losing Trades |
45.5 |
71.5 |
22.7 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
0 |
28.8 |
109.2 |
|
| Avg # Bars Between Winning
Trades |
0 |
30 |
112.1 |
|
| Avg # Bars Between Losing
Trades |
0 |
30 |
113 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 162.42 |
$ 174.13 |
$ 110.70 |
|
| Avg. Trade +1 Std. Deviation |
$ 170.44 |
$ 283.49 |
$ 50.82 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 154.40 |
-$ 64.77 |
-$ 170.58 |
|
| Number of Outliers |
358 |
169 |
189 |
|
| Outlier Profit/Loss |
$28 250.11 |
$90 775.23 |
-$62 525.12 |
|
|
| 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 |
$ 103.18 |
-$ 73.18 |
|
| Max Value (%) |
12.50% |
-18.68% |
|
| Max Value (%) Date |
23/03/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.71% |
-0.51% |
|
| 1 Std. Deviation |
$ 177.16 |
$ 141.23 |
|
| Avg. Trade +1 Std. Deviation |
$ 280.33 |
$ 68.05 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 73.98 |
-$ 214.41 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-5.386098762 |
|
| Confidence Limits |
0.999999928 |
|
| Strategy ME |
$ 8.02 |
|
| 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 |
508 |
$ 120.19 |
-$ 77.14 |
|
| 2 |
243 |
$ 97.10 |
-$ 68.38 |
|
| 3 |
113 |
$ 102.15 |
-$ 73.95 |
|
| 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 |
351 |
-$ 79.27 |
$ 106.85 |
|
| 2 |
212 |
-$ 68.63 |
$ 114.86 |
|
| 3 |
137 |
-$ 60.24 |
$ 116.86 |
|
| 4 |
99 |
-$ 51.14 |
$ 84.78 |
|
| 5 |
59 |
-$ 59.69 |
$ 118.71 |
|
| 6 |
25 |
-$ 49.87 |
$ 63.87 |
|
| 7 |
17 |
-$ 67.17 |
$ 177.71 |
|
| 8 |
18 |
-$ 60.35 |
$ 132.77 |
|
| 9 |
9 |
-$ 29.99 |
$ 71.86 |
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|