| TradeStation Strategy Performance Report | |||||||||
| Time Analysis (Days) | |||||||||
| Trading period | |||||||||
| Years | 2.84 | ||||||||
| Months | 34.09 | ||||||||
| Weeks | 147.74 | ||||||||
| Days | 1,037.00 | ||||||||
| Time in the market | 1,040 | ||||||||
| Percent in the market | 91.47% | ||||||||
| Longest flat period | 0.00 | ||||||||
| Avg. time in trades | 52.98 | ||||||||
| Avg. time between trades | 0.00 | ||||||||
| Avg. time in winning trades | 60.03 | ||||||||
| Avg. time between winning trades | 5.11 | ||||||||
| Avg. time in losing trades | 31.83 | ||||||||
| Avg. time between losing trades | 31.00 | ||||||||
| Equity Curve Analysis | |||||||||
| Avg. time between peaks (days) | 219.67 | ||||||||
| Maximum Equity Run-up (daily) | $82,800.00 | 1/22/2003 | 83.07% | ||||||
| Maximum Equity Drawdown (daily) | ($27,480.00) | 5/23/2001 | 17.56% | ||||||
| Average Monthly Return | $2,174.00 | ||||||||
| Standard Deviation of Monthly Returns | 7265.17 | ||||||||