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7_C01_USTEC_M15_Strategy 3.16.117

Symbol:USTEC
Timeframe:M15
Period:Jan 1, 2015 - Oct 19, 2025
Magic #:7

Profit Metrics

Total Net Profit
$40,621.72
Gross Profit
$76,686.44
Gross Loss
$-36,064.72

Drawdown Metrics

Balance Drawdown

Absolute Max
$88.48
Relative Max
5.94%

Equity Drawdown

Absolute Max
$180.16
Relative Max
5.94%

Performance Ratios

Profit Factor
2.13
Expected Payoff
$77.52
Recovery Factor
19.09
Sharpe Ratio
12.96
Z-Score
-0.27 (21.28%)
AHPR
1.0032 (0.32%)
GHPR
1.0031 (0.31%)
LR Correlation
0.90

Trade Statistics

Total Trades
524
Total Deals
1,048
Profit Trades
273 (52.10%)
Loss Trades
251 (47.90%)
Long Trades Win %
52.10%
Short Trades Win %
0.00%

Win/Loss Analysis

Largest Profit Trade
$2,220.24
Largest Loss Trade
$-1,029.28
Average Profit Trade
$280.90
Average Loss Trade
$-143.68
Max Consecutive Wins
12 ($1,100.40)
Max Consecutive Losses
6 ($-1,692.32)
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.0

Correlation Metrics

Correlation (Profit, MFE)
0.8900
Correlation (Profit, MAE)
0.3700
Correlation (MFE, MAE)
0.0505

Holding Time

Minimum
0:01:00
Maximum
18:47:00
Average
2:49:41

Trades Summary

Total Trades
524
Win Rate
52.86%
Average Win
$281.23
Average Loss
$144.48
Largest Win
$2220.24
Largest Loss
$1029.28

Performance Charts

Equity Curve & Drawdown

Equity Curve

Fixed Position Monthly Returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYearMDD
2025N/AN/A0.0N/AN/A0.0-0.43.21.0N/AN/AN/A5.0-3.1
20243.51.00.00.01.5-2.01.2-0.80.00.00.00.79.5-3.4
20232.73.1-1.20.05.6-1.41.03.5-0.1N/A4.90.337.9-5.7
2022-0.6N/A0.0N/A0.0N/AN/A0.00.0N/A0.0-0.215.9-1.1
2021N/A0.02.10.00.04.80.0-0.0-1.0-2.22.0N/A9.7-5.6
20200.91.0N/AN/A0.2-0.56.01.8N/A0.00.8-1.417.5-7.1
20190.82.6-2.00.3-0.52.50.2-0.1-1.9-1.51.70.59.6-3.4
20182.2-1.4-0.72.61.9-2.76.31.9-0.1-1.55.1-3.118.3-7.9
20170.30.1-1.0-0.22.53.91.62.71.10.61.80.018.5-4.1
20162.85.4-1.31.45.4-0.7-3.0-1.71.7-0.71.05.819.5-5.6
20151.33.42.6-1.80.51.73.01.9-2.4-1.0-0.3-3.410.7-6.1
Avg/Mo1.51.7-0.10.31.70.61.61.1-0.2-0.81.7-0.1-8.9

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 (277)
Losing (247)