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2_NQ_H4_820422556_S_BB_CF_SQX

Symbol:USTEC
Timeframe:H4
Period:Jan 1, 2015 - Oct 19, 2025
Magic #:2

Profit Metrics

Total Net Profit
$698.18
Gross Profit
$2,124.71
Gross Loss
$-1,426.53

Drawdown Metrics

Balance Drawdown

Absolute Max
$27.66
Relative Max
1.11%

Equity Drawdown

Absolute Max
$27.87
Relative Max
1.11%

Performance Ratios

Profit Factor
1.49
Expected Payoff
$1.62
Recovery Factor
5.31
Sharpe Ratio
3.16
Z-Score
-1.78 (92.49%)
AHPR
1.0002 (0.02%)
GHPR
1.0002 (0.02%)
LR Correlation
0.96

Trade Statistics

Total Trades
430
Total Deals
860
Profit Trades
184 (42.79%)
Loss Trades
246 (57.21%)
Long Trades Win %
31.51%
Short Trades Win %
48.59%

Win/Loss Analysis

Largest Profit Trade
$31.71
Largest Loss Trade
$-25.21
Average Profit Trade
$11.55
Average Loss Trade
$-5.80
Max Consecutive Wins
8 ($66.78)
Max Consecutive Losses
10 ($-38.97)
Avg Consecutive Wins
2.0
Avg Consecutive Losses
3.0

Correlation Metrics

Correlation (Profit, MFE)
0.7400
Correlation (Profit, MAE)
0.5500
Correlation (MFE, MAE)
0.0763

Holding Time

Minimum
0:00:20
Maximum
50:34:20
Average
9:15:14

Trades Summary

Total Trades
348
Win Rate
40.80%
Average Win
$11.76
Average Loss
$5.51
Largest Win
$31.71
Largest Loss
$25.22

Performance Charts

Equity Curve & Drawdown

Equity Curve

Fixed Position Monthly Returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYearMDD
20250.60.00.20.2-0.10.0-0.1-0.10.1-0.2N/AN/A0.4-0.7
2024-0.10.00.1-0.10.0-0.10.1-0.10.3-0.00.1-0.20.9-0.3
20230.10.00.00.10.00.0-0.00.50.20.2-0.0-0.11.1-0.5
20220.20.10.20.10.1-0.1-0.00.00.2-0.2-0.20.10.4-0.4
2021N/A0.2-0.20.00.30.00.00.00.00.10.00.41.6-0.5
2020-0.0-0.10.1N/A0.00.00.00.00.00.20.00.00.3-0.3
2019-0.0N/A-0.0N/A-0.00.0-0.00.1-0.10.0N/A0.00.0-0.2
2018N/A-0.10.10.0-0.0-0.10.1-0.0-0.10.10.1-0.10.1-0.2
20170.0N/AN/A-0.0N/A-0.00.0-0.1-0.00.00.0N/A-0.2-0.2
20160.10.1N/A-0.00.10.1N/AN/A-0.0-0.00.10.00.5-0.1
2015-0.1-0.00.0-0.10.00.00.00.10.00.0N/A0.0-0.1-0.2
Avg/Mo0.10.00.10.00.0-0.00.00.00.00.00.00.0-1.0

Entry & P/L Distribution Analysis

Distribution Analysis

Hourly Entries

Hourly P&L

Daily Entries

Daily P&L

Monthly Entries

Monthly P&L

Yearly Entries

Yearly P&L

Holding Time Analysis

Profit vs Holding Time

Profitable (142)
Losing (206)