| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5837 |
3798 |
2039 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
2287 |
1527 |
760 |
|
| Number Losing Trades |
3550 |
2271 |
1279 |
|
| % Profitable |
39.18% |
40.21% |
37.27% |
|
| Avg Trade (win & loss) |
$ 45.56 |
$ 54.03 |
$ 29.78 |
|
| Average Winning Trade |
$ 772.80 |
$ 856.73 |
$ 604.15 |
|
| Average Losing Trade |
-$ 422.95 |
-$ 485.71 |
-$ 311.52 |
|
| Ratio Avg Win / Avg Loss |
1.827158413 |
1.763886372 |
1.939381775 |
|
| Largest Winning Trade |
$10 070.88 |
$7 945.88 |
$10 070.88 |
|
| Largest Losing Trade |
-$10 354.12 |
-$10 354.12 |
-$5 229.12 |
|
| Avg # Bars in All Trades |
34.4 |
42.5 |
19.4 |
|
| Avg # Bars in Winning Trades |
58.7 |
73 |
30.1 |
|
| Avg # Bars in Losing Trades |
18.8 |
22 |
13 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
16.6 |
35.5 |
124.9 |
|
| Avg # Bars Between Winning
Trades |
13 |
31.8 |
116.4 |
|
| Avg # Bars Between Losing
Trades |
12.6 |
31.5 |
121 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 931.64 |
$1 010.27 |
$ 457.66 |
|
| Avg. Trade +1 Std. Deviation |
$ 977.19 |
$1 783.07 |
$ 34.71 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 886.08 |
-$ 237.48 |
-$ 880.61 |
|
| Number of Outliers |
628 |
283 |
345 |
|
| Outlier Profit/Loss |
$342 062.64 |
$822 246.54 |
-$480 183.90 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$10 322.94 |
-$10 352.06 |
|
| Max Value Date |
18/12/2024 |
09/03/2020 |
|
| Avg Value |
$ 681.94 |
-$ 403.18 |
|
| Max Value (%) |
5.77% |
-5.72% |
|
| Max Value (%) Date |
05/12/2008 |
06/03/2020 |
|
| Avg Value (%) |
0.52% |
-0.30% |
|
| 1 Std. Deviation |
$ 935.74 |
$ 447.04 |
|
| Avg. Trade +1 Std. Deviation |
$1 617.68 |
$ 43.87 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 253.79 |
-$ 850.22 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
-0.614068359 |
|
| Confidence Limits |
0.460830339 |
|
| Strategy ME |
$ 45.56 |
|
| Max Consec. Winners |
8 |
|
| Max Consec. Losers |
14 |
|
| Largest Consec. Profit |
$11 216.90 |
|
| Largest Consec. Loss |
-$12 266.06 |
|
| Largest Consec. Profit (%) |
29588.00% |
|
| Largest Consec. Loss (%) |
-706.56% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
823 |
$ 859.72 |
-$ 397.41 |
|
| 2 |
353 |
$ 691.88 |
-$ 362.30 |
|
| 3 |
116 |
$ 746.35 |
-$ 389.36 |
|
| 4 |
53 |
$ 764.45 |
-$ 498.93 |
|
| 5 |
19 |
$ 803.51 |
-$ 376.49 |
|
| 6 |
11 |
$ 647.96 |
-$ 340.48 |
|
| 7 |
3 |
$ 860.76 |
-$ 383.29 |
|
| 8 |
2 |
$ 775.57 |
-$ 254.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
542 |
-$ 380.25 |
$ 818.64 |
|
| 2 |
332 |
-$ 451.30 |
$ 821.91 |
|
| 3 |
187 |
-$ 440.77 |
$ 841.40 |
|
| 4 |
127 |
-$ 450.90 |
$ 915.86 |
|
| 5 |
65 |
-$ 381.24 |
$ 785.50 |
|
| 6 |
55 |
-$ 431.35 |
$ 790.88 |
|
| 7 |
33 |
-$ 473.93 |
$ 983.38 |
|
| 8 |
11 |
-$ 476.28 |
$ 887.93 |
|
| 9 |
7 |
-$ 346.38 |
$ 276.24 |
|
| 10 |
7 |
-$ 296.98 |
$ 367.31 |
|
| 11 |
6 |
-$ 371.92 |
$ 850.05 |
|
| 12 |
4 |
-$ 224.17 |
$ 80.26 |
|
| 13 |
2 |
-$ 729.12 |
$ 58.38 |
|
| 14 |
2 |
-$ 174.21 |
$ 295.88 |
|
|
| 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
(%) |
|
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