| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
24 |
10 |
14 |
| Avg. Trade Net Profit |
$41.25 |
$301.50 |
($144.64) |
| 1 Std. Deviation of Avg. Trade |
$300.84 |
$317.56 |
$31.47 |
| Avg. Trade + 1 Std. Deviation |
$342.09 |
$619.06 |
($113.17) |
| Avg. Trade - 1 Std. Deviation |
($259.59) |
($16.06) |
($176.11) |
| Coefficient of Variation |
729.30% |
105.33% |
21.76% |
|
| Time Averages |
|
| Avg. Time in Trades |
2 Hrs, 45 Mins |
3 Hrs, 12 Mins |
2 Hrs, 27 Mins |
| Avg. Time Between Trades |
3 Dys, 4 Hrs, 50 Mins |
6 Dys, 1 Hr, 53 Mins |
3 Dys, 23 Hrs, 32 Mins |
| Avg. Time Between Trade Profit Peaks |
18 Dys, 16 Hrs |
|
|
| 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 |
|
$980.00 |
($180.00) |
| Max. Value Date |
|
6/11/2002 |
6/6/2002 |
| Avg. Value |
|
$271.46 |
($109.58) |
| 1 Std. Deviation |
|
$241.30 |
$60.83 |
| Avg. + 1Std. Deviation |
|
$512.76 |
($48.76) |
| Avg. - 1Std. Deviation |
|
$30.16 |
($170.41) |
| Coefficient of Variation |
|
88.89% |
55.51% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-3.62% |
63.10% |
33.28% |
| 1 Std. Deviation |
59.95% |
24.59% |
42.03% |
| Avg. + 1Std. Deviation |
56.33% |
87.69% |
75.31% |
| Avg. - 1Std. Deviation |
-63.57% |
38.51% |
-8.76% |
| Coefficient of Variation |
1655.71% |
38.97% |
126.32% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$900.00 |
($180.00) |
| Largest
Profit/Loss as % of Gross |
29.85% |
8.89% |
| Largest
Consec. Profit/Loss |
$975.00 |
($585.00) |
| Largest
Consec. Profit/Loss as % of Gross |
32.34% |
28.89% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
5 |
$291.00 |
($148.75) |
| 2 |
1 |
$292.50 |
($150.00) |
| 3 |
1 |
$325.00 |
($130.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
3 |
($135.00) |
$240.00 |
| 2 |
2 |
($146.25) |
$137.50 |
| 3 |
1 |
($150.00) |
$25.00 |
| 4 |
1 |
($146.25) |
$900.00 |
|
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