| TradeStation Strategy Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
$505.00 |
($20.00) |
$525.00 |
| Gross Profit |
$660.00 |
$135.00 |
$525.00 |
| Gross Loss |
($155.00) |
($155.00) |
$0.00 |
| Profit Factor |
4.26 |
0.87 |
n/a |
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| Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
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| Select Total Net Profit |
$505.00 |
($20.00) |
$525.00 |
| Select Gross Profit |
$660.00 |
$135.00 |
$525.00 |
| Select Gross Loss |
($155.00) |
($155.00) |
$0.00 |
| Select Profit Factor |
4.26 |
0.87 |
n/a |
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| Adjusted Total Net Profit |
($71.29) |
($264.60) |
$0.00 |
| Adjusted Gross Profit |
$193.31 |
$0.00 |
$0.00 |
| Adjusted Gross Loss |
($264.60) |
($264.60) |
$0.00 |
| Adjusted Profit Factor |
0.73 |
0 |
n/a |
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| Total Number of Trades |
4 |
3 |
1 |
| Percent Profitable |
50.00% |
33.33% |
100.00% |
| Winning Trades |
2 |
1 |
1 |
| Losing Trades |
2 |
2 |
0 |
| Even Trades |
0 |
0 |
0 |
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| Avg. Trade Net Profit |
$126.25 |
($6.67) |
$525.00 |
| Avg. Winning Trade |
$330.00 |
$135.00 |
$525.00 |
| Avg. Losing Trade |
($77.50) |
($77.50) |
$0.00 |
| Ratio Avg. Winning:Avg. Losing |
4.26 |
1.74 |
n/a |
| Largest Winning Trade |
$525.00 |
$135.00 |
$525.00 |
| Largest Losing Trade |
($95.00) |
($95.00) |
$0.00 |
| Largest Winner as % of Gross Profit |
79.55% |
100.00% |
100.00% |
| Largest Loser as % of Gross Loss |
61.29% |
61.29% |
n/a |
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| Net Profit as % of Largest Loss |
531.58% |
-21.05% |
n/a |
| Select Net Profit as % of Largest Loss |
531.58% |
-21.05% |
n/a |
| Adjusted Net Profit as % of Largest Loss |
-75.04% |
-278.53% |
n/a |
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| Max. Consecutive Winning Trades |
2 |
1 |
1 |
| Max. Consecutive Losing Trades |
2 |
2 |
0 |
| Avg. Bars in Total Trades |
30.5 |
14.33 |
79 |
| Avg. Bars in Winning Trades |
48.5 |
18 |
79 |
| Avg. Bars in Losing Trades |
12.5 |
12.5 |
0 |
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| Max. Shares/Contracts Held |
1 |
1 |
1 |
| Account Size Required |
$155.00 |
$155.00 |
$0.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
0.51% |
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| Annual Rate of Return |
5.25% |
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| Buy & Hold Return |
2.60% |
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| Return on Account |
325.81% |
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| Avg. Monthly Return |
$505.00 |
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| Std. Deviation of Monthly Return |
n/a |
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| Return Retracement Ratio |
n/a |
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| RINA Index |
1055.34 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
1 Mth, 4 Dys, 1 Hr, 20 Mins |
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| Percent of Time in the Market |
1.17% |
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| Time in the Market |
9 Hrs, 50 Mins |
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| Longest Flat Period |
3 Dys, 17 Hrs, 15 Mins |
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| Max. Equity Run-up |
$695.00 |
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| Date of Max. Equity Run-up |
12/18/2003 14:25 |
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| Max. Equity Run-up as % of Initial Capital |
0.69% |
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| Max. Drawdown (Intra-day
Peak to Valley) |
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| Value |
($255.00) |
($245.00) |
($145.00) |
| Date |
12/15/2003 8:40 |
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| as % of Initial Capital |
0.26% |
n/a |
n/a |
| Net Profit as % of Drawdown |
198.04% |
-8.16% |
362.07% |
| Select Net Profit as % of Drawdown |
198.04% |
-8.16% |
362.07% |
| Adjusted Net Profit as % of Drawdown |
-27.96% |
-108.00% |
0.00% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($155.00) |
($155.00) |
$0.00 |
| Date |
12/15/2003 8:40 |
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| as % of Initial Capital |
-0.16% |
-0.16% |
0.00% |
| Net Profit as % of Drawdown |
325.81% |
-12.90% |
427.27% |
| Select Net Profit as % of Drawdown |
325.81% |
-12.90% |
n/a |
| Adjusted Net Profit as % of Drawdown |
-45.99% |
-170.71% |
n/a |
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| Max. Trade Drawdown |
($95.00) |
($95.00) |
($10.00) |
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| All Trades |
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| Total Net Profit |
$505.00 |
Profit Factor |
4.26 |
| Gross Profit |
$660.00 |
Gross Loss |
($155.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
$505.00 |
Select Profit Factor |
4.26 |
| Select Gross Profit |
$660.00 |
Select Gross Loss |
($155.00) |
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| Adjusted Total Net Profit |
($71.29) |
Adjusted Profit Factor |
0.73 |
| Adjusted Gross Profit |
$193.31 |
Adjusted Gross Loss |
($264.60) |
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| Total Number of Trades |
4 |
Percent Profitable |
50.00% |
| Winning Trades |
2 |
Losing Trades |
2 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$126.25 |
Ratio Avg. Win:Avg. Loss |
4.26 |
| Avg. Winning Trade |
$330.00 |
Avg. Losing Trade |
($77.50) |
| Largest Winning Trade |
$525.00 |
Largest Losing Trade |
($95.00) |
| Largest Winner as % of Gross Profit |
79.55% |
Largest Loser as % of Gross Loss |
61.29% |
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| Net Profit as % of Largest Loss |
531.58% |
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| Slct. Net Profit as % of Largest Loss |
531.58% |
Adj. Net Profit as % of Largest Loss |
-75.04% |
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| Max. Consecutive Winning Trades |
2 |
Max. Consecutive Losing Trades |
2 |
| Avg. Bars in Winning Trades |
48.5 |
Avg. Bars in Losing Trades |
12.5 |
| Avg. Bars in Total Trades |
30.5 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$155.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
0.51% |
Annual Rate of Return |
5.25% |
| Buy and Hold Return |
2.60% |
Return on Account |
325.81% |
| Avg. Monthly Return |
$505.00 |
Std. Deviation of Monthly Return |
n/a |
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| Return Retracement Ratio |
n/a |
RINA Index |
1055.34 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
1 Mth, 4 Dys, 1 Hr, 20 Mins |
Percent of Time in the Market |
1.17% |
| Time in the Market |
9 Hrs, 50 Mins |
Longest Flat Period |
3 Dys, 17 Hrs, 15 Mins |
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| Max. Equity Run-up |
$695.00 |
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| Date of Max. E. Run-up |
12/18/2003 14:25 |
Max. E. Run-up as % of Initial Capital |
0.69% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($255.00) |
Value |
($155.00) |
| Date |
12/15/2003 8:40 |
Date |
12/15/2003 8:40 |
| as % of Initial Capital |
0.26% |
as % of Initial Capital |
-0.16% |
| Net Profit as % of Drawdown |
198.04% |
Net Profit as % of Drawdown |
325.81% |
| Slct. Net Profit as % of Drawdown |
198.04% |
Slct. Net Profit as % of Drawdown |
325.81% |
| Adj. Net Prof as % of Drawdown |
-27.96% |
Adj. Net Profit as % of Drawdown |
-45.99% |
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| Max. Trade Drawdown |
($95.00) |
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| Long Trades |
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| Total Net Profit |
($20.00) |
Profit Factor |
0.87 |
| Gross Profit |
$135.00 |
Gross Loss |
($155.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
($20.00) |
Select Profit Factor |
0.87 |
| Select Gross Profit |
$135.00 |
Select Gross Loss |
($155.00) |
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| Adjusted Total Net Profit |
($264.60) |
Adjusted Profit Factor |
0 |
| Adjusted Gross Profit |
$0.00 |
Adjusted Gross Loss |
($264.60) |
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| Total Number of Trades |
3 |
Percent Profitable |
33.33% |
| Winning Trades |
1 |
Losing Trades |
2 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
($6.67) |
Ratio Avg. Win:Avg. Loss |
1.74 |
| Avg. Winning Trade |
$135.00 |
Avg. Losing Trade |
($77.50) |
| Largest Winning Trade |
$135.00 |
Largest Losing Trade |
($95.00) |
| Largest Winner as % of Gross Profit |
100.00% |
Largest Loser as % of Gross Loss |
61.29% |
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| Max. Consecutive Winning Trades |
1 |
Max. Consecutive Losing Trades |
2 |
| Avg. Bars in Winning Trades |
18 |
Avg. Bars in Losing Trades |
12.5 |
| Avg. Bars in Total Trades |
14.33 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$155.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
-21.05% |
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| Slct. Net Profit as % of Largest Loss |
-21.05% |
Adj. Net Profit as % of Largest Loss |
-278.53% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($245.00) |
Value |
($155.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-0.16% |
| Net Profit as % of Drawdown |
-8.16% |
Net Profit as % of Drawdown |
-12.90% |
| Slct. Net Profit as % of Drawdown |
-8.16% |
Slct. Net Profit as % of Drawdown |
-12.90% |
| Adj. Net Prof as % of Drawdown |
-108.00% |
Adj. Net Profit as % of Drawdown |
-12.90% |
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| Max. Trade Drawdown |
($95.00) |
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| Short Trades |
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| Total Net Profit |
$525.00 |
Profit Factor |
n/a |
| Gross Profit |
$525.00 |
Gross Loss |
$0.00 |
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| Open Position Profit/Loss |
$0.00 |
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|
| Select Total Net Profit |
$525.00 |
Select Profit Factor |
n/a |
| Select Gross Profit |
$525.00 |
Select Gross Loss |
$0.00 |
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| Adjusted Total Net Profit |
$0.00 |
Adjusted Profit Factor |
n/a |
| Adjusted Gross Profit |
$0.00 |
Adjusted Gross Loss |
$0.00 |
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| Total Number of Trades |
1 |
Percent Profitable |
100.00% |
| Winning Trades |
1 |
Losing Trades |
0 |
| Even Trades |
0 |
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| Avg. Trade Net Proft |
$525.00 |
Ratio Avg. Win:Avg. Loss |
n/a |
| Avg. Winning Trade |
$525.00 |
Avg. Losing Trade |
$0.00 |
| Largest Winning Trade |
$525.00 |
Largest Losing Trade |
$0.00 |
| Largest Winner as % of Gross Profit |
100.00% |
Largest Loser as % of Gross Loss |
61.29% |
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| Max. Consecutive Winning Trades |
1 |
Max. Consecutive Losing Trades |
0 |
| Avg. Bars in Winning Trades |
79 |
Avg. Bars in Losing Trades |
0 |
| Avg. Bars in Total Trades |
79 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$0.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
n/a |
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| Slct. Net Profit as % of Largest Loss |
n/a |
Adj. Net Profit as % of Largest Loss |
n/a |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
| Value |
($145.00) |
Value |
$0.00 |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
0.00% |
| Net Profit as % of Drawdown |
362.07% |
Net Profit as % of Drawdown |
427.27% |
| Slct. Net Profit as % of Drawdown |
362.07% |
Slct. Net Profit as % of Drawdown |
n/a |
| Adj. Net Prof as % of Drawdown |
0.00% |
Adj. Net Prof as % of Drawdown |
n/a |
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| Max. Trade Drawdown |
($10.00) |
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