Spx 1hr

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All trades Long trades Short trades Profit & Loss (net total) 1,820.99 1,325.29 495.70 Total profit 4,987.69 2,705.59 2,282.10 Total loss -3,166.70 -1,380.30 -1,786.39 Total profit / Total loss 1.58 1.96 1.28 Number of trades 23 11 12 Percentage of winning trades 39.13% 36.36% 41.67% Winning trades 9 4 5 Losing trades 14 7 7 Even trades 0 0 0 Trade expectancy (Total P&L / Nbr trades) 79.17 120.48 41.31 Average profit on winning trades 554.19 676.40 456.42 Average loss on losing trades -226.19 -197.19 -255.20 Standard deviation on profit and loss 452.52 501.03 399.22 Highest profit 1,211.20 1,211.20 929.60 Highest loss -425.60 -348.00 -425.60 Avg time in the market (nbr of bars) 48.61 61.36 36.92 Avg time beetween trades (nbr of bars) 20.09 44.20 40.18 Avg time on winning trades (nbr of bars) 89.67 135.50 53.00 Avg time on losing trades (nbr of bars) 22.21 19.00 25.43 Avg time on even trades (nbr of bars) n/a n/a n/a Percent of time in the market 71.68% 71.68% 71.68% Total brokerage fee 0.00 0.00 0.00 Highest nbr of consecutive winning trades 3 3 3 Highest nbr of consecutive losing trades 5 3 5 Drawdown (highest loss of the equity curve) 1,491.20 1,052.80 1,855.20 Highest gain of the equity curve 3,453.60 2,424.00 2,189.60 Return on initial capital (Profit&Loss/Initial C) 182.10% 132.53% 49.57%

Transcript of Spx 1hr

Page 1: Spx 1hr

All trades Long trades Short trades

Profit & Loss (net total) 1,820.99 1,325.29 495.70

Total profit 4,987.69 2,705.59 2,282.10

Total loss -3,166.70 -1,380.30 -1,786.39

Total profit / Total loss 1.58 1.96 1.28

Number of trades 23 11 12

Percentage of winning trades 39.13% 36.36% 41.67%

Winning trades 9 4 5

Losing trades 14 7 7

Even trades 0 0 0

Trade expectancy (Total P&L / Nbr trades) 79.17 120.48 41.31

Average profit on winning trades 554.19 676.40 456.42

Average loss on losing trades -226.19 -197.19 -255.20

Standard deviation on profit and loss 452.52 501.03 399.22

Highest profit 1,211.20 1,211.20 929.60

Highest loss -425.60 -348.00 -425.60

Avg time in the market (nbr of bars) 48.61 61.36 36.92

Avg time beetween trades (nbr of bars) 20.09 44.20 40.18

Avg time on winning trades (nbr of bars) 89.67 135.50 53.00

Avg time on losing trades (nbr of bars) 22.21 19.00 25.43

Avg time on even trades (nbr of bars) n/a n/a n/a

Percent of time in the market 71.68% 71.68% 71.68%

Total brokerage fee 0.00 0.00 0.00

Highest nbr of consecutive winning trades 3 3 3

Highest nbr of consecutive losing trades 5 3 5

Drawdown (highest loss of the equity curve) 1,491.20 1,052.80 1,855.20

Highest gain of the equity curve 3,453.60 2,424.00 2,189.60

Return on initial capital (Profit&Loss/Initial C) 182.10% 132.53% 49.57%