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9_C01_USTEC_m15_8L_Strategy 7.3.117

Symbol:USTEC
Timeframe:M15
Period:Jan 1, 2015 - Oct 19, 2025
Magic #:9

Profit Metrics

Total Net Profit
$65,025.43
Gross Profit
$297,801.89
Gross Loss
$-232,776.46

Drawdown Metrics

Balance Drawdown

Absolute Max
$3,935.97
Relative Max
15.84%

Equity Drawdown

Absolute Max
$4,081.25
Relative Max
15.84%

Performance Ratios

Profit Factor
1.28
Expected Payoff
$28.48
Recovery Factor
4.17
Sharpe Ratio
1.92
Z-Score
-1.40 (83.85%)
AHPR
1.0011 (0.11%)
GHPR
1.0009 (0.09%)
LR Correlation
0.84

Trade Statistics

Total Trades
2,283
Total Deals
4,566
Profit Trades
1,165 (51.03%)
Loss Trades
1,118 (48.97%)
Long Trades Win %
51.03%
Short Trades Win %
0.00%

Win/Loss Analysis

Largest Profit Trade
$12,344.32
Largest Loss Trade
$-6,841.92
Average Profit Trade
$255.62
Average Loss Trade
$-208.21
Max Consecutive Wins
13 ($1,494.00)
Max Consecutive Losses
11 ($-1,501.08)
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.0

Correlation Metrics

Correlation (Profit, MFE)
0.7600
Correlation (Profit, MAE)
0.4600
Correlation (MFE, MAE)
-0.0510

Holding Time

Minimum
0:00:20
Maximum
50:08:20
Average
2:55:34

Trades Summary

Total Trades
2283
Win Rate
47.04%
Average Win
$280.43
Average Loss
$207.94
Largest Win
$12344.32
Largest Loss
$6841.92

Performance Charts

Equity Curve & Drawdown

Equity Curve

Fixed Position Monthly Returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYearMDD
2025-0.5-5.71.218.11.20.21.13.2-4.0-1.7N/AN/A15.6-15.9
20243.06.32.00.11.73.01.33.1-1.04.62.9-5.919.9-8.5
20236.06.13.43.87.25.12.94.3-6.0-1.07.30.951.0-9.6
2022-2.43.931.88.16.19.64.37.7-5.7-5.319.14.3103.5-24.1
20217.0-1.31.310.28.10.5-8.81.2-10.54.6-10.8-13.9-20.6-34.8
20206.84.9-14.60.92.36.6-3.16.5-7.45.23.3-3.75.3-19.5
2019-0.43.07.52.9-1.82.52.3-2.70.02.60.34.235.9-7.0
20188.210.1-16.4-11.0-0.21.022.54.9-1.621.211.522.049.7-45.1
201713.510.714.8-4.82.20.19.75.1-8.48.010.5-5.250.2-39.2
20160.9N/A0.2-6.7-1.1-8.0-1.60.713.9-6.2-7.4-7.4-18.8-39.4
2015-5.64.80.7-6.41.7-4.83.5-1.6N/A0.1-6.0-10.2-25.4-29.2
Avg/Mo3.34.32.91.42.51.53.12.9-3.12.93.1-1.5-48.3

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 (1074)
Losing (1209)