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TurtleTrading

Symbol:ETHUSD
Timeframe:M1
Period:Jan 1, 2018 - Oct 14, 2025
Magic #:77702

Profit Metrics

Total Net Profit
$332,652.20
Gross Profit
$609,620.22
Gross Loss
$-276,968.02

Drawdown Metrics

Balance Drawdown

Absolute Max
$941.98
Relative Max
15.31%

Equity Drawdown

Absolute Max
$1,080.06
Relative Max
15.31%

Performance Ratios

Profit Factor
2.20
Expected Payoff
$416.86
Recovery Factor
6.36
Sharpe Ratio
1.03
Z-Score
-14.45 (99.74%)
AHPR
1.0050 (0.50%)
GHPR
1.0044 (0.44%)
LR Correlation
0.96

Trade Statistics

Total Trades
798
Total Deals
1,596
Profit Trades
202 (25.31%)
Loss Trades
596 (74.69%)
Long Trades Win %
29.60%
Short Trades Win %
20.96%

Win/Loss Analysis

Largest Profit Trade
$24,298.65
Largest Loss Trade
$-1,942.60
Average Profit Trade
$3,017.92
Average Loss Trade
$-464.71
Max Consecutive Wins
8 ($14,481.82)
Max Consecutive Losses
31 ($-10,127.44)
Avg Consecutive Wins
3.0
Avg Consecutive Losses
8.0

Correlation Metrics

Correlation (Profit, MFE)
0.9500
Correlation (Profit, MAE)
0.2400
Correlation (MFE, MAE)
0.1141

Holding Time

Minimum
0:00:19
Maximum
2706:26:19
Average
123:41:17

Trades Summary

Total Trades
298
Win Rate
26.17%
Average Win
$2142.89
Average Loss
$373.61
Largest Win
$23785.90
Largest Loss
$1891.63

Performance Charts

Equity Curve & Drawdown

Equity Curve

Fixed Position Monthly Returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYearMDD
2025-5.40.0-0.5-2.4-1.7N/AN/AN/AN/A0.0N/AN/A40.3-3.9
2024-4.80.0-6.0-3.1-3.5-5.01.84.8-0.6-1.50.2-3.640.4-7.4
20230.0-0.3-0.1-2.1-4.50.1-3.7-0.9-2.9-2.5N/AN/A-7.4-15.3
2022N/A-5.5-7.2-9.0-0.3-0.2-3.2-1.6-2.60.01.7-4.832.5-9.0
2021N/A-2.0-8.8N/A-5.15.0-13.3N/A-9.7N/A-21.5-7.246.3-13.9
2020N/AN/A-0.5-0.2-0.5-0.42.9-1.5-3.30.20.0-3.013.9-4.9
Avg/Mo-3.4-1.6-3.9-3.3-2.6-0.1-3.10.2-3.8-0.8-4.9-4.6-27.7

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 (78)
Losing (220)