TradeStation Strategy Performance Report
Belly Trader Home
	TradeStation  Strategy Performance Report - Belly Trader @PB-Daily (12/22/1999-1/31/2003)
	Performance Summary:  All Trades
	Total Net Profit		$72,660.00		Open position P/L		$3,430.00
	Gross Profit		$97,020.00		Gross Loss		($24,360.00)
	Total # of trades		48		Percent profitable		75.00%
	Number winning trades		36		Number losing trades		12
	Largest winning trade		$7,630.00		Largest losing trade		($6,090.00)
	Average winning trade		$2,695.00		Average losing trade		($2,030.00)
	Ratio avg win/avg loss		1.33		Avg trade (win & loss)		$1,513.75
	Max consec. Winners		16		Max consec. losers		5
	Avg # bars in winners		41		Avg # bars in losers		22
	Max intraday drawdown		($27,110.00)
	Profit Factor		3.98		Max # contracts held		9
	Account size required		$27,110.00		Return on account		268.02%
	Performance Summary:  Long Trades
	Total Net Profit		$32,320.00		Open position P/L		$0.00
	Gross Profit		$34,990.00		Gross Loss		($2,670.00)
	Total # of trades		23		Percent profitable		86.96%
	Number winning trades		20		Number losing trades		3
	Largest winning trade		$4,490.00		Largest losing trade		($1,160.00)
	Average winning trade		$1,749.50		Average losing trade		($890.00)
	Ratio avg win/avg loss		1.97		Avg trade (win & loss)		$1,405.22
	Max consec. Winners		7		Max consec. losers		1
	Avg # bars in winners		35		Avg # bars in losers		41
	Max intraday drawdown		($16,650.00)
	Profit Factor		13.10		Max # contracts held		4
	Account size required		$16,650.00		Return on account		194.11%
	Performance Summary:  Short Trades
	Total Net Profit		$40,340.00		Open position P/L		$3,430.00
	Gross Profit		$62,030.00		Gross Loss		($21,690.00)
	Total # of trades		25		Percent profitable		64.00%
	Number winning trades		16		Number losing trades		9
	Largest winning trade		$7,630.00		Largest losing trade		($6,090.00)
	Average winning trade		$3,876.88		Average losing trade		($2,410.00)
	Ratio avg win/avg loss		1.61		Avg trade (win & loss)		$1,613.60
	Max consec. Winners		10		Max consec. losers		4
	Avg # bars in winners		49		Avg # bars in losers		15
	Max intraday drawdown		($19,120.00)
	Profit Factor		2.86		Max # contracts held		9
	Account size required		$19,120.00		Return on account		210.98%