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8_C01_USTEC_M15_8L_Strategy 3.18.76

Symbol:USTEC
Timeframe:M15
Period:Jan 1, 2015 - Oct 19, 2025
Magic #:8

Profit Metrics

Total Net Profit
$41,031.82
Gross Profit
$77,837.96
Gross Loss
$-36,806.14

Drawdown Metrics

Balance Drawdown

Absolute Max
$88.48
Relative Max
5.90%

Equity Drawdown

Absolute Max
$180.16
Relative Max
5.90%

Performance Ratios

Profit Factor
2.11
Expected Payoff
$78.01
Recovery Factor
19.28
Sharpe Ratio
12.86
Z-Score
0.00 (0.00%)
AHPR
1.0032 (0.32%)
GHPR
1.0031 (0.31%)
LR Correlation
0.90

Trade Statistics

Total Trades
526
Total Deals
1,052
Profit Trades
275 (52.28%)
Loss Trades
251 (47.72%)
Long Trades Win %
52.28%
Short Trades Win %
0.00%

Win/Loss Analysis

Largest Profit Trade
$2,220.24
Largest Loss Trade
$-1,029.28
Average Profit Trade
$283.05
Average Loss Trade
$-146.64
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)
0.3800
Correlation (MFE, MAE)
0.0520

Holding Time

Minimum
0:01:00
Maximum
18:47:00
Average
2:50:20

Trades Summary

Total Trades
526
Win Rate
53.04%
Average Win
$283.34
Average Loss
$147.28
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
20243.51.00.00.01.5-1.21.1-0.80.00.00.00.710.2-3.4
20232.73.2-1.20.05.7-1.41.04.6-0.1-1.44.90.341.1-5.8
2022-0.6N/A0.0N/A0.0N/AN/A0.9N/A0.00.0-0.212.7-3.1
2021N/A0.02.10.00.04.50.0-0.0-1.0-2.22.0N/A9.3-5.6
20200.91.0N/AN/A0.2-0.56.01.8N/A0.00.8-1.317.3-7.1
20190.82.6-2.00.3-0.52.50.20.6-1.8-1.51.70.510.3-3.4
20182.2-1.4-0.72.61.9-2.76.32.4-0.1-1.55.1-3.118.8-7.9
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/Mo1.51.7-0.10.31.70.61.61.4-0.2-0.81.7-0.1-8.9

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 (279)
Losing (247)