| TradeStation Strategy Performance Report | |||||||
| Monthly Trading Summary | |||||||
| Monthly Average Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| January | $3,216.67 | 2.01% | (0.14) | 3.33 | 20.00% | ||
| February | ($750.00) | (0.47%) | 0.68 | 4.50 | 44.44% | ||
| March | ($776.67) | (0.47%) | 0.19 | 2.00 | 16.67% | ||
| April | ($1,526.67) | (0.85%) | 0.58 | 3.00 | 88.89% | ||
| May | $896.67 | 2.08% | (0.00) | 3.67 | 0.00% | ||
| June | $4,596.67 | 3.19% | (0.30) | 4.00 | 8.33% | ||
| July | $1,133.33 | 0.49% | (6.91) | 4.33 | 7.69% | ||
| August | $12,486.67 | 10.54% | (0.22) | 4.67 | 14.29% | ||
| September | $23.33 | 0.21% | 1.00 | 5.00 | 26.67% | ||
| October | ($1,513.33) | (1.13%) | 0.00 | 3.00 | 0.00% | ||
| November | $6,440.00 | 4.47% | (0.00) | 3.33 | 0.00% | ||
| December | $886.67 | 0.59% | 1.67 | 5.67 | 17.65% | ||
| Monthly Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 1/03 | $3,610.00 | 2.09% | (0.10) | 3 | 33.33% | ||
| 12/02 | ($260.00) | (0.15%) | 0.89 | 3 | 33.33% | ||
| 11/02 | $4,950.00 | 2.95% | (0.00) | 2 | 0.00% | ||
| 10/02 | $3,520.00 | 2.14% | (0.00) | 3 | 0.00% | ||
| 9/02 | ($4,100.00) | (2.44%) | 0.70 | 3 | 100.00% | ||
| 8/02 | $2,690.00 | 1.62% | 1.68 | 2 | 100.00% | ||
| 7/02 | $7,730.00 | 4.89% | (0.62) | 3 | 33.33% | ||
| 6/02 | $5,200.00 | 3.40% | (0.00) | 2 | 0.00% | ||
| 5/02 | ($6,620.00) | (4.15%) | 0.00 | 2 | 0.00% | ||
| 4/02 | ($1,580.00) | (0.98%) | 0.65 | 2 | 150.00% | ||
| 3/02 | $3,170.00 | 2.01% | (0.00) | 1 | 0.00% | ||
| 2/02 | ($1,840.00) | (1.15%) | 0.40 | 5 | 60.00% | ||
| 1/02 | $5,610.00 | 3.64% | (0.00) | 3 | 0.00% | ||
| 12/01 | $2,150.00 | 1.42% | 2.79 | 6 | 16.67% | ||
| 11/01 | $14,400.00 | 10.48% | (0.00) | 4 | 0.00% | ||
| 10/01 | ($6,130.00) | (4.27%) | 0.00 | 4 | 0.00% | ||
| 9/01 | ($5,700.00) | (3.82%) | 0.00 | 2 | 0.00% | ||
| 8/01 | $4,080.00 | 2.81% | (0.00) | 3 | 0.00% | ||
| 7/01 | ($1,710.00) | (1.16%) | 0.00 | 1 | 0.00% | ||
| 6/01 | $9,040.00 | 6.56% | (0.55) | 5 | 20.00% | ||
| 5/01 | ($4,590.00) | (3.22%) | 0.00 | 4 | 0.00% | ||
| 4/01 | ($4,530.00) | (3.08%) | 0.00 | 2 | 0.00% | ||
| 3/01 | ($6,020.00) | (3.93%) | 0.00 | 3 | 0.00% | ||
| 2/01 | $340.00 | 0.22% | 1.20 | 4 | 25.00% | ||
| 1/01 | $430.00 | 0.28% | 2.02 | 4 | 25.00% | ||
| 12/00 | $770.00 | 0.51% | 2.79 | 8 | 12.50% | ||
| 11/00 | ($30.00) | (0.02%) | 0.00 | 4 | 0.00% | ||
| 10/00 | ($1,930.00) | (1.26%) | 0.00 | 2 | 0.00% | ||
| 9/00 | $9,870.00 | 6.87% | (0.78) | 10 | 10.00% | ||
| 8/00 | $30,690.00 | 27.19% | (0.00) | 9 | 0.00% | ||
| 7/00 | ($2,620.00) | (2.27%) | 0.00 | 9 | 0.00% | ||
| 6/00 | ($450.00) | (0.39%) | 0.00 | 5 | 0.00% | ||
| 5/00 | $13,900.00 | 13.62% | (0.00) | 5 | 0.00% | ||
| 4/00 | $1,530.00 | 1.52% | 1.83 | 5 | 100.00% | ||
| 3/00 | $520.00 | 0.52% | 14.00 | 2 | 50.00% | ||
| Monthly Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 1/03 | $3,610.00 | 2.09% | (0.10) | 3 | 33.33% | ||
| 12/02-1/03 | $3,350.00 | 1.94% | (2.64) | 5 | 40.00% | ||
| 11/02-1/03 | $8,300.00 | 4.95% | (0.41) | 5 | 40.00% | ||
| 10/02-1/03 | $11,820.00 | 7.20% | (0.26) | 7 | 28.57% | ||
| 9/02-1/03 | $7,720.00 | 4.59% | 2.72 | 8 | 62.50% | ||
| 8/02-1/03 | $10,410.00 | 6.28% | 2.23 | 9 | 77.78% | ||
| 7/02-1/03 | $18,140.00 | 11.48% | 5.88 | 11 | 72.73% | ||
| 6/02-1/03 | $23,340.00 | 15.28% | (14.77) | 11 | 72.73% | ||
| 5/02-1/03 | $16,720.00 | 10.49% | 4.25 | 11 | 72.73% | ||
| 4/02-1/03 | $15,140.00 | 9.41% | 2.57 | 12 | 91.67% | ||
| 3/02-1/03 | $18,310.00 | 11.60% | 3.83 | 12 | 91.67% | ||
| 2/02-1/03 | $16,470.00 | 10.32% | 2.73 | 16 | 87.50% | ||
| 1/02-1/03 | $22,080.00 | 14.34% | 6.65 | 16 | 87.50% | ||
| 12/01-1/03 | $24,230.00 | 15.96% | 5.74 | 20 | 75.00% | ||
| 11/01-1/03 | $38,630.00 | 28.10% | (3.16) | 20 | 75.00% | ||
| 10/01-1/03 | $32,500.00 | 22.63% | (9.28) | 20 | 75.00% | ||
| 9/01-1/03 | $26,800.00 | 17.95% | 11.55 | 20 | 75.00% | ||
| 8/01-1/03 | $30,880.00 | 21.27% | (19.05) | 21 | 71.43% | ||
| 7/01-1/03 | $29,170.00 | 19.85% | 172.59 | 21 | 71.43% | ||
| 6/01-1/03 | $38,210.00 | 27.71% | (5.73) | 25 | 64.00% | ||
| 5/01-1/03 | $33,620.00 | 23.60% | (29.84) | 25 | 64.00% | ||
| 4/01-1/03 | $29,090.00 | 19.79% | 9.46 | 25 | 64.00% | ||
| 3/01-1/03 | $23,070.00 | 15.08% | 3.44 | 27 | 59.26% | ||
| 2/01-1/03 | $23,410.00 | 15.33% | 3.10 | 29 | 58.62% | ||
| 1/01-1/03 | $23,840.00 | 15.66% | 3.06 | 32 | 56.25% | ||
| 12/00-1/03 | $24,610.00 | 16.25% | 3.05 | 39 | 48.72% | ||
| 11/00-1/03 | $24,580.00 | 16.22% | 3.04 | 39 | 48.72% | ||
| 10/00-1/03 | $22,650.00 | 14.76% | 2.62 | 39 | 48.72% | ||
| 9/00-1/03 | $32,520.00 | 22.65% | 4.87 | 48 | 41.67% | ||
| 8/00-1/03 | $63,210.00 | 56.00% | (1.84) | 48 | 41.67% | ||
| 7/00-1/03 | $60,590.00 | 52.46% | (2.08) | 48 | 41.67% | ||
| 6/00-1/03 | $60,140.00 | 51.87% | (2.13) | 48 | 41.67% | ||
| 5/00-1/03 | $74,040.00 | 72.55% | (1.24) | 48 | 41.67% | ||
| 4/00-1/03 | $75,570.00 | 75.18% | (1.42) | 50 | 50.00% | ||
| 3/00-1/03 | $76,090.00 | 76.09% | (1.44) | 51 | 50.98% | ||