| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
49 |
19 |
30 |
| Avg. Trade Net Profit |
$55.41 |
$416.05 |
($173.00) |
| 1 Std. Deviation of Avg. Trade |
$344.92 |
$292.39 |
$68.35 |
| Avg. Trade + 1 Std. Deviation |
$400.33 |
$708.44 |
($104.65) |
| Avg. Trade - 1 Std. Deviation |
($289.51) |
$123.67 |
($241.35) |
| Coefficient of Variation |
622.51% |
70.28% |
39.51% |
|
| Time Averages |
|
| Avg. Time in Trades |
2 Hrs, 15 Mins |
3 Hrs, 41 Mins |
1 Hr, 21 Mins |
| Avg. Time Between Trades |
2 Dys, 16 Hrs, 20 Mins |
4 Dys, 6 Hrs, 48 Mins |
2 Dys, 20 Hrs, 6 Mins |
| Avg. Time Between Trade Profit Peaks |
5 Dys, 17 Hrs, 53 Mins |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
0 |
0 |
0 |
| Outlier Profit/Loss |
$0.00 |
$0.00 |
$0.00 |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$1,460.00 |
($290.00) |
| Max. Value Date |
|
10/10/2002 |
10/11/2002 |
| Avg. Value |
|
$325.00 |
($146.73) |
| 1 Std. Deviation |
|
$320.51 |
$74.63 |
| Avg. + 1Std. Deviation |
|
$645.51 |
($72.11) |
| Avg. - 1Std. Deviation |
|
$4.49 |
($221.36) |
| Coefficient of Variation |
|
98.62% |
50.86% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-13.76% |
55.50% |
30.74% |
| 1 Std. Deviation |
61.06% |
29.03% |
36.15% |
| Avg. + 1Std. Deviation |
47.29% |
84.53% |
66.89% |
| Avg. - 1Std. Deviation |
-74.82% |
26.47% |
-5.40% |
| Coefficient of Variation |
443.65% |
52.31% |
117.58% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$1,075.00 |
($290.00) |
| Largest
Profit/Loss as % of Gross |
13.60% |
5.59% |
| Largest
Consec. Profit/Loss |
$1,430.00 |
($840.00) |
| Largest
Consec. Profit/Loss as % of Gross |
18.09% |
16.18% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
8 |
$378.75 |
($148.75) |
| 2 |
4 |
$430.63 |
($255.00) |
| 3 |
1 |
$476.67 |
($185.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
4 |
($180.00) |
$347.50 |
| 2 |
2 |
($140.00) |
$525.00 |
| 3 |
6 |
($183.89) |
$365.83 |
| 4 |
1 |
($150.00) |
$80.00 |
|
|
|
|