| TradeStation Strategy Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
$615.00 |
$505.00 |
$110.00 |
| Gross Profit |
$3,365.00 |
$2,000.00 |
$1,365.00 |
| Gross Loss |
($2,750.00) |
($1,495.00) |
($1,255.00) |
| Profit Factor |
1.22 |
1.34 |
1.09 |
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| Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
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| Select Total Net Profit |
$760.00 |
$650.00 |
$110.00 |
| Select Gross Profit |
$3,365.00 |
$2,000.00 |
$1,365.00 |
| Select Gross Loss |
($2,605.00) |
($1,350.00) |
($1,255.00) |
| Select Profit Factor |
1.29 |
1.48 |
1.09 |
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| Adjusted Total Net Profit |
($720.83) |
($547.67) |
($720.67) |
| Adjusted Gross Profit |
$2,548.87 |
$1,333.33 |
$882.40 |
| Adjusted Gross Loss |
($3,269.70) |
($1,881.01) |
($1,603.07) |
| Adjusted Profit Factor |
0.78 |
0.71 |
0.55 |
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| Total Number of Trades |
45 |
24 |
21 |
| Percent Profitable |
37.78% |
37.50% |
38.10% |
| Winning Trades |
17 |
9 |
8 |
| Losing Trades |
28 |
15 |
13 |
| Even Trades |
0 |
0 |
0 |
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| Avg. Trade Net Profit |
$13.67 |
$21.04 |
$5.24 |
| Avg. Winning Trade |
$197.94 |
$222.22 |
$170.63 |
| Avg. Losing Trade |
($98.21) |
($99.67) |
($96.54) |
| Ratio Avg. Winning:Avg. Losing |
2.02 |
2.23 |
1.77 |
| Largest Winning Trade |
$470.00 |
$390.00 |
$470.00 |
| Largest Losing Trade |
($145.00) |
($145.00) |
($115.00) |
| Largest Winner as % of Gross Profit |
13.97% |
19.50% |
34.43% |
| Largest Loser as % of Gross Loss |
5.27% |
9.70% |
9.16% |
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| Net Profit as % of Largest Loss |
424.14% |
348.28% |
95.65% |
| Select Net Profit as % of Largest Loss |
524.14% |
448.28% |
95.65% |
| Adjusted Net Profit as % of Largest Loss |
-497.13% |
-377.71% |
-626.67% |
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| Max. Consecutive Winning Trades |
4 |
2 |
2 |
| Max. Consecutive Losing Trades |
7 |
6 |
5 |
| Avg. Bars in Total Trades |
28.89 |
28.21 |
29.67 |
| Avg. Bars in Winning Trades |
54.24 |
46.89 |
62.5 |
| Avg. Bars in Losing Trades |
13.5 |
17 |
9.46 |
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| Max. Shares/Contracts Held |
1 |
1 |
1 |
| Account Size Required |
$940.00 |
$765.00 |
$530.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
0.61% |
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| Annual Rate of Return |
2.28% |
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| Buy & Hold Return |
5.22% |
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| Return on Account |
65.43% |
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| Avg. Monthly Return |
$153.75 |
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| Std. Deviation of Monthly Return |
$583.04 |
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| Return Retracement Ratio |
2.48 |
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| RINA Index |
178.13 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
3 Mths, 6 Dys, 2 Hrs |
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| Percent of Time in the Market |
4.44% |
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| Time in the Market |
4 Dys, 8 Hrs, 35 Mins |
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| Longest Flat Period |
5 Dys, 17 Hrs, 50 Mins |
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| Max. Equity Run-up |
$1,320.00 |
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| Date of Max. Equity Run-up |
12/1/2003 11:55 |
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| Max. Equity Run-up as % of Initial Capital |
1.32% |
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| Max. Drawdown (Intra-day
Peak to Valley) |
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| Value |
($1,025.00) |
($935.00) |
($615.00) |
| Date |
10/30/2003 13:30 |
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| as % of Initial Capital |
1.02% |
n/a |
n/a |
| Net Profit as % of Drawdown |
60.00% |
54.01% |
17.89% |
| Select Net Profit as % of Drawdown |
74.15% |
69.52% |
17.89% |
| Adjusted Net Profit as % of Drawdown |
-70.33% |
-58.57% |
-117.18% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($940.00) |
($765.00) |
($530.00) |
| Date |
11/7/2003 8:50 |
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| as % of Initial Capital |
-0.94% |
-0.77% |
-0.53% |
| Net Profit as % of Drawdown |
65.43% |
66.01% |
20.75% |
| Select Net Profit as % of Drawdown |
80.85% |
84.97% |
20.75% |
| Adjusted Net Profit as % of Drawdown |
-76.68% |
-71.59% |
-135.98% |
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| Max. Trade Drawdown |
($145.00) |
($145.00) |
($140.00) |
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| All Trades |
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| Total Net Profit |
$615.00 |
Profit Factor |
1.22 |
| Gross Profit |
$3,365.00 |
Gross Loss |
($2,750.00) |
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| Open Position Profit/Loss |
$0.00 |
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|
| Select Total Net Profit |
$760.00 |
Select Profit Factor |
1.29 |
| Select Gross Profit |
$3,365.00 |
Select Gross Loss |
($2,605.00) |
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| Adjusted Total Net Profit |
($720.83) |
Adjusted Profit Factor |
0.78 |
| Adjusted Gross Profit |
$2,548.87 |
Adjusted Gross Loss |
($3,269.70) |
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| Total Number of Trades |
45 |
Percent Profitable |
37.78% |
| Winning Trades |
17 |
Losing Trades |
28 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$13.67 |
Ratio Avg. Win:Avg. Loss |
2.02 |
| Avg. Winning Trade |
$197.94 |
Avg. Losing Trade |
($98.21) |
| Largest Winning Trade |
$470.00 |
Largest Losing Trade |
($145.00) |
| Largest Winner as % of Gross Profit |
13.97% |
Largest Loser as % of Gross Loss |
5.27% |
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| Net Profit as % of Largest Loss |
424.14% |
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| Slct. Net Profit as % of Largest Loss |
524.14% |
Adj. Net Profit as % of Largest Loss |
-497.13% |
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| Max. Consecutive Winning Trades |
4 |
Max. Consecutive Losing Trades |
7 |
| Avg. Bars in Winning Trades |
54.24 |
Avg. Bars in Losing Trades |
13.5 |
| Avg. Bars in Total Trades |
28.89 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$940.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
0.61% |
Annual Rate of Return |
2.28% |
| Buy and Hold Return |
5.22% |
Return on Account |
65.43% |
| Avg. Monthly Return |
$153.75 |
Std. Deviation of Monthly Return |
$583.04 |
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| Return Retracement Ratio |
2.48 |
RINA Index |
178.13 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
3 Mths, 6 Dys, 2 Hrs |
Percent of Time in the Market |
4.44% |
| Time in the Market |
4 Dys, 8 Hrs, 35 Mins |
Longest Flat Period |
5 Dys, 17 Hrs, 50 Mins |
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| Max. Equity Run-up |
$1,320.00 |
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| Date of Max. E. Run-up |
12/1/2003 11:55 |
Max. E. Run-up as % of Initial Capital |
1.32% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,025.00) |
Value |
($940.00) |
| Date |
10/30/2003 13:30 |
Date |
11/7/2003 8:50 |
| as % of Initial Capital |
1.02% |
as % of Initial Capital |
-0.94% |
| Net Profit as % of Drawdown |
60.00% |
Net Profit as % of Drawdown |
65.43% |
| Slct. Net Profit as % of Drawdown |
74.15% |
Slct. Net Profit as % of Drawdown |
80.85% |
| Adj. Net Prof as % of Drawdown |
-70.33% |
Adj. Net Profit as % of Drawdown |
-76.68% |
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| Max. Trade Drawdown |
($145.00) |
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| Long Trades |
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| Total Net Profit |
$505.00 |
Profit Factor |
1.34 |
| Gross Profit |
$2,000.00 |
Gross Loss |
($1,495.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
$650.00 |
Select Profit Factor |
1.48 |
| Select Gross Profit |
$2,000.00 |
Select Gross Loss |
($1,350.00) |
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| Adjusted Total Net Profit |
($547.67) |
Adjusted Profit Factor |
0.71 |
| Adjusted Gross Profit |
$1,333.33 |
Adjusted Gross Loss |
($1,881.01) |
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| Total Number of Trades |
24 |
Percent Profitable |
37.50% |
| Winning Trades |
9 |
Losing Trades |
15 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$21.04 |
Ratio Avg. Win:Avg. Loss |
2.23 |
| Avg. Winning Trade |
$222.22 |
Avg. Losing Trade |
($99.67) |
| Largest Winning Trade |
$390.00 |
Largest Losing Trade |
($145.00) |
| Largest Winner as % of Gross Profit |
19.50% |
Largest Loser as % of Gross Loss |
9.70% |
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| Max. Consecutive Winning Trades |
2 |
Max. Consecutive Losing Trades |
6 |
| Avg. Bars in Winning Trades |
46.89 |
Avg. Bars in Losing Trades |
17 |
| Avg. Bars in Total Trades |
28.21 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$765.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
348.28% |
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| Slct. Net Profit as % of Largest Loss |
448.28% |
Adj. Net Profit as % of Largest Loss |
-377.71% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($935.00) |
Value |
($765.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-0.77% |
| Net Profit as % of Drawdown |
54.01% |
Net Profit as % of Drawdown |
66.01% |
| Slct. Net Profit as % of Drawdown |
69.52% |
Slct. Net Profit as % of Drawdown |
84.97% |
| Adj. Net Prof as % of Drawdown |
-58.57% |
Adj. Net Profit as % of Drawdown |
84.97% |
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| Max. Trade Drawdown |
($145.00) |
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| Short Trades |
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| Total Net Profit |
$110.00 |
Profit Factor |
1.09 |
| Gross Profit |
$1,365.00 |
Gross Loss |
($1,255.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
$110.00 |
Select Profit Factor |
1.09 |
| Select Gross Profit |
$1,365.00 |
Select Gross Loss |
($1,255.00) |
|
| Adjusted Total Net Profit |
($720.67) |
Adjusted Profit Factor |
0.55 |
| Adjusted Gross Profit |
$882.40 |
Adjusted Gross Loss |
($1,603.07) |
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| Total Number of Trades |
21 |
Percent Profitable |
38.10% |
| Winning Trades |
8 |
Losing Trades |
13 |
| Even Trades |
0 |
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| Avg. Trade Net Proft |
$5.24 |
Ratio Avg. Win:Avg. Loss |
1.77 |
| Avg. Winning Trade |
$170.63 |
Avg. Losing Trade |
($96.54) |
| Largest Winning Trade |
$470.00 |
Largest Losing Trade |
($115.00) |
| Largest Winner as % of Gross Profit |
34.43% |
Largest Loser as % of Gross Loss |
9.70% |
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| Max. Consecutive Winning Trades |
2 |
Max. Consecutive Losing Trades |
5 |
| Avg. Bars in Winning Trades |
62.5 |
Avg. Bars in Losing Trades |
9.46 |
| Avg. Bars in Total Trades |
29.67 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$530.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
95.65% |
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| Slct. Net Profit as % of Largest Loss |
95.65% |
Adj. Net Profit as % of Largest Loss |
-626.67% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($615.00) |
Value |
($530.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-0.53% |
| Net Profit as % of Drawdown |
17.89% |
Net Profit as % of Drawdown |
20.75% |
| Slct. Net Profit as % of Drawdown |
17.89% |
Slct. Net Profit as % of Drawdown |
20.75% |
| Adj. Net Prof as % of Drawdown |
-117.18% |
Adj. Net Prof as % of Drawdown |
-135.98% |
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| Max. Trade Drawdown |
($140.00) |
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