| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
4 |
2 |
2 |
| Avg. Trade Net Profit |
$126.25 |
$330.00 |
($77.50) |
| 1 Std. Deviation of Avg. Trade |
$284.44 |
$275.77 |
$24.75 |
| Avg. Trade + 1 Std. Deviation |
$410.69 |
$605.77 |
($52.75) |
| Avg. Trade - 1 Std. Deviation |
($158.19) |
$54.23 |
($102.25) |
| Coefficient of Variation |
225.30% |
83.57% |
31.93% |
|
| Time Averages |
|
| Avg. Time in Trades |
2 Hrs, 27 Mins |
3 Hrs, 57 Mins |
57 Mins |
| Avg. Time Between Trades |
3 Dys, 7 Hrs, 55 Mins |
2 Dys, 22 Hrs, 35 Mins |
3 Dys, 17 Hrs, 15 Mins |
| Avg. Time Between Trade Profit Peaks |
n/a |
|
|
| 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 |
|
$570.00 |
($95.00) |
| Max. Value Date |
|
12/15/2003 |
12/15/2003 |
| Avg. Value |
|
$206.25 |
($41.25) |
| 1 Std. Deviation |
|
$250.65 |
$44.42 |
| Avg. + 1Std. Deviation |
|
$456.90 |
$3.17 |
| Avg. - 1Std. Deviation |
|
($44.40) |
($85.67) |
| Coefficient of Variation |
|
121.52% |
107.68% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
9.97% |
65.82% |
44.15% |
| 1 Std. Deviation |
92.27% |
44.55% |
51.09% |
| Avg. + 1Std. Deviation |
102.24% |
110.37% |
95.24% |
| Avg. - 1Std. Deviation |
-82.29% |
21.27% |
-6.93% |
| Coefficient of Variation |
925.16% |
67.69% |
115.70% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$525.00 |
($95.00) |
| Largest
Profit/Loss as % of Gross |
79.55% |
61.29% |
| Largest
Consec. Profit/Loss |
$660.00 |
($155.00) |
| Largest
Consec. Profit/Loss as % of Gross |
100.00% |
100.00% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 2 |
1 |
$330.00 |
$0.00 |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 2 |
1 |
($77.50) |
$525.00 |
|
|
|
|