| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
33 |
13 |
20 |
| Avg. Trade Net Profit |
$57.42 |
$379.23 |
($151.75) |
| 1 Std. Deviation of Avg. Trade |
$296.99 |
$221.37 |
$26.17 |
| Avg. Trade + 1 Std. Deviation |
$354.41 |
$600.60 |
($125.58) |
| Avg. Trade - 1 Std. Deviation |
($239.56) |
$157.86 |
($177.92) |
| Coefficient of Variation |
517.18% |
58.37% |
17.25% |
|
| Time Averages |
|
| Avg. Time in Trades |
2 Hrs, 30 Mins |
3 Hrs, 58 Mins |
1 Hr, 32 Mins |
| Avg. Time Between Trades |
4 Dys, 2 Hrs, 3 Mins |
7 Dys, 6 Mins |
4 Dys, 8 Hrs, 27 Mins |
| Avg. Time Between Trade Profit Peaks |
17 Dys |
|
|
| 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 |
|
$870.00 |
($195.00) |
| Max. Value Date |
|
1/2/2003 |
12/13/2002 |
| Avg. Value |
|
$279.24 |
($110.45) |
| 1 Std. Deviation |
|
$242.02 |
$60.97 |
| Avg. + 1Std. Deviation |
|
$521.26 |
($49.48) |
| Avg. - 1Std. Deviation |
|
$37.23 |
($171.43) |
| Coefficient of Variation |
|
86.67% |
55.20% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-11.18% |
59.38% |
29.44% |
| 1 Std. Deviation |
65.49% |
29.90% |
39.60% |
| Avg. + 1Std. Deviation |
54.31% |
89.28% |
69.04% |
| Avg. - 1Std. Deviation |
-76.66% |
29.48% |
-10.16% |
| Coefficient of Variation |
585.97% |
50.35% |
134.49% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$820.00 |
($195.00) |
| Largest
Profit/Loss as % of Gross |
16.63% |
6.43% |
| Largest
Consec. Profit/Loss |
$1,200.00 |
($820.00) |
| Largest
Consec. Profit/Loss as % of Gross |
24.34% |
27.02% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
5 |
$378.00 |
($140.00) |
| 2 |
4 |
$380.00 |
($166.67) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
3 |
($131.67) |
$356.67 |
| 2 |
4 |
($172.50) |
$278.75 |
| 3 |
1 |
($146.67) |
$695.00 |
| 6 |
1 |
($136.67) |
$820.00 |
|
|
|
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