| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
4608 |
3249 |
1359 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1905 |
1357 |
548 |
|
| Number Losing Trades |
2703 |
1892 |
811 |
|
| % Profitable |
41.34% |
41.77% |
40.32% |
|
| Avg Trade (win & loss) |
$ 72.12 |
$ 73.15 |
$ 69.67 |
|
| Average Winning Trade |
$ 847.72 |
$ 933.78 |
$ 634.61 |
|
| Average Losing Trade |
-$ 474.50 |
-$ 544.12 |
-$ 312.07 |
|
| Ratio Avg Win / Avg Loss |
1.786548013 |
1.716109115 |
2.03353529 |
|
| Largest Winning Trade |
$13 308.38 |
$13 308.38 |
$7 633.38 |
|
| Largest Losing Trade |
-$11 329.12 |
-$11 329.12 |
-$2 066.62 |
|
| Avg # Bars in All Trades |
40.9 |
48.2 |
23.6 |
|
| Avg # Bars in Winning Trades |
67.7 |
80.9 |
34.9 |
|
| Avg # Bars in Losing Trades |
22.1 |
24.7 |
16 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
23.5 |
42.8 |
192.3 |
|
| Avg # Bars Between Winning
Trades |
18.4 |
38.4 |
176.2 |
|
| Avg # Bars Between Losing
Trades |
18.4 |
38.6 |
174.9 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$1 020.81 |
$1 051.70 |
$ 523.73 |
|
| Avg. Trade +1 Std. Deviation |
$1 092.93 |
$1 899.42 |
$ 49.23 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 948.69 |
-$ 203.99 |
-$ 998.23 |
|
| Number of Outliers |
450 |
225 |
225 |
|
| Outlier Profit/Loss |
$327 758.50 |
$695 885.50 |
-$368 127.00 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$13 310.44 |
-$11 327.06 |
|
| Max Value Date |
07/04/2020 |
09/03/2020 |
|
| Avg Value |
$ 780.06 |
-$ 430.78 |
|
| Max Value (%) |
8.43% |
-6.22% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.59% |
-0.32% |
|
| 1 Std. Deviation |
$1 002.91 |
$ 509.22 |
|
| Avg. Trade +1 Std. Deviation |
$1 782.97 |
$ 78.44 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 222.85 |
-$ 940.00 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.86871672 |
|
| Confidence Limits |
0.614998267 |
|
| Strategy ME |
$ 72.12 |
|
| Max Consec. Winners |
7 |
|
| Max Consec. Losers |
16 |
|
| Largest Consec. Profit |
$14 125.14 |
|
| Largest Consec. Loss |
-$11 445.74 |
|
| 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 |
662 |
$ 913.74 |
-$ 394.32 |
|
| 2 |
285 |
$ 829.30 |
-$ 482.32 |
|
| 3 |
102 |
$ 809.20 |
-$ 427.16 |
|
| 4 |
57 |
$ 856.35 |
-$ 425.83 |
|
| 5 |
19 |
$ 610.49 |
-$ 355.44 |
|
| 6 |
5 |
$ 848.38 |
-$ 796.62 |
|
| 7 |
2 |
$ 785.17 |
-$ 804.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
465 |
-$ 417.29 |
$ 866.26 |
|
| 2 |
283 |
-$ 493.85 |
$ 854.49 |
|
| 3 |
175 |
-$ 501.29 |
$1 067.76 |
|
| 4 |
91 |
-$ 446.91 |
$ 870.88 |
|
| 5 |
47 |
-$ 543.91 |
$1 200.93 |
|
| 6 |
26 |
-$ 447.79 |
$ 946.36 |
|
| 7 |
18 |
-$ 496.18 |
$1 459.77 |
|
| 8 |
9 |
-$ 472.35 |
$ 990.32 |
|
| 9 |
7 |
-$ 473.17 |
$1 088.74 |
|
| 10 |
2 |
-$ 641.00 |
$ 283.38 |
|
| 11 |
4 |
-$ 440.77 |
$ 977.13 |
|
| 12 |
3 |
-$ 366.62 |
$ 304.21 |
|
| 15 |
1 |
-$ 544.12 |
$ 83.38 |
|
| 16 |
1 |
-$ 348.65 |
$3 095.88 |
|
|
| 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
(%) |
|
|
|
|
|
|
|
|
|
|
|