| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
50 |
20 |
30 |
| Avg. Trade Net Profit |
$53.90 |
$353.50 |
($145.83) |
| 1 Std. Deviation of Avg. Trade |
$326.92 |
$342.26 |
$25.87 |
| Avg. Trade + 1 Std. Deviation |
$380.82 |
$695.76 |
($119.97) |
| Avg. Trade - 1 Std. Deviation |
($273.02) |
$11.24 |
($171.70) |
| Coefficient of Variation |
606.54% |
96.82% |
17.74% |
|
| Time Averages |
|
| Avg. Time in Trades |
2 Hrs, 42 Mins |
4 Hrs, 25 Mins |
1 Hr, 33 Mins |
| Avg. Time Between Trades |
2 Dys, 18 Hrs, 7 Mins |
4 Dys, 14 Hrs, 20 Mins |
3 Dys, 58 Mins |
| Avg. Time Between Trade Profit Peaks |
5 Dys |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
1 |
1 |
0 |
| Outlier Profit/Loss |
$1,490.00 |
$1,490.00 |
$0.00 |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$1,630.00 |
($205.00) |
| Max. Value Date |
|
3/17/2003 |
3/21/2003 |
| Avg. Value |
|
$277.00 |
($108.20) |
| 1 Std. Deviation |
|
$289.64 |
$60.35 |
| Avg. + 1Std. Deviation |
|
$566.64 |
($47.85) |
| Avg. - 1Std. Deviation |
|
($12.64) |
($168.55) |
| Coefficient of Variation |
|
104.56% |
55.78% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-13.15% |
58.79% |
28.06% |
| 1 Std. Deviation |
62.65% |
30.23% |
36.79% |
| Avg. + 1Std. Deviation |
49.51% |
89.02% |
64.85% |
| Avg. - 1Std. Deviation |
-75.80% |
28.56% |
-8.73% |
| Coefficient of Variation |
476.52% |
51.42% |
131.10% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$1,490.00 |
($205.00) |
| Largest
Profit/Loss as % of Gross |
21.07% |
4.69% |
| Largest
Consec. Profit/Loss |
$2,010.00 |
($1,035.00) |
| Largest
Consec. Profit/Loss as % of Gross |
28.43% |
23.66% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
8 |
$265.63 |
($152.86) |
| 2 |
4 |
$448.75 |
($147.50) |
| 4 |
1 |
$338.75 |
($155.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
3 |
($153.33) |
$173.33 |
| 2 |
6 |
($152.92) |
$518.33 |
| 3 |
1 |
($121.67) |
$405.00 |
| 5 |
1 |
($136.00) |
$60.00 |
| 7 |
1 |
($147.86) |
$405.00 |
|
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