| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
45 |
17 |
28 |
| Avg. Trade Net Profit |
$13.67 |
$197.94 |
($98.21) |
| 1 Std. Deviation of Avg. Trade |
$168.11 |
$139.12 |
$14.92 |
| Avg. Trade + 1 Std. Deviation |
$181.77 |
$337.06 |
($83.29) |
| Avg. Trade - 1 Std. Deviation |
($154.44) |
$58.83 |
($113.13) |
| Coefficient of Variation |
1230.04% |
70.28% |
15.19% |
|
| Time Averages |
|
| Avg. Time in Trades |
2 Hrs, 19 Mins |
4 Hrs, 26 Mins |
1 Hr, 2 Mins |
| Avg. Time Between Trades |
2 Dys, 19 Hrs, 27 Mins |
4 Dys, 23 Hrs, 52 Mins |
2 Dys, 20 Hrs, 8 Mins |
| Avg. Time Between Trade Profit Peaks |
29 Dys, 11 Hrs, 50 Mins |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
1 |
0 |
1 |
| Outlier Profit/Loss |
($145.00) |
$0.00 |
($145.00) |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$705.00 |
($145.00) |
| Max. Value Date |
|
11/14/2003 |
10/28/2003 |
| Avg. Value |
|
$160.67 |
($77.89) |
| 1 Std. Deviation |
|
$160.38 |
$37.68 |
| Avg. + 1Std. Deviation |
|
$321.04 |
($40.21) |
| Avg. - 1Std. Deviation |
|
$0.29 |
($115.57) |
| Coefficient of Variation |
|
99.82% |
48.38% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-20.09% |
53.08% |
26.83% |
| 1 Std. Deviation |
65.20% |
33.24% |
37.43% |
| Avg. + 1Std. Deviation |
45.10% |
86.32% |
64.27% |
| Avg. - 1Std. Deviation |
-85.29% |
19.83% |
-10.60% |
| Coefficient of Variation |
324.45% |
62.64% |
139.52% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$470.00 |
($145.00) |
| Largest
Profit/Loss as % of Gross |
13.97% |
5.27% |
| Largest
Consec. Profit/Loss |
$870.00 |
($710.00) |
| Largest
Consec. Profit/Loss as % of Gross |
25.85% |
25.82% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
8 |
$240.00 |
($97.86) |
| 2 |
1 |
$52.50 |
($70.00) |
| 3 |
1 |
$156.67 |
($95.00) |
| 4 |
1 |
$217.50 |
($110.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
4 |
($93.75) |
$220.00 |
| 2 |
3 |
($93.33) |
$346.67 |
| 3 |
1 |
($98.33) |
$140.00 |
| 4 |
2 |
($101.25) |
$110.00 |
| 7 |
1 |
($101.43) |
$100.00 |
|
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