| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
15 |
7 |
8 |
| Avg. Trade Net Profit |
$83.67 |
$341.43 |
($141.88) |
| 1 Std. Deviation of Avg. Trade |
$345.21 |
$361.57 |
$41.40 |
| Avg. Trade + 1 Std. Deviation |
$428.88 |
$703.00 |
($100.48) |
| Avg. Trade - 1 Std. Deviation |
($261.55) |
($20.14) |
($183.27) |
| Coefficient of Variation |
412.61% |
105.90% |
29.18% |
|
| Time Averages |
|
| Avg. Time in Trades |
3 Hrs, 6 Mins |
3 Hrs, 9 Mins |
3 Hrs, 4 Mins |
| Avg. Time Between Trades |
3 Dys, 9 Hrs, 24 Mins |
6 Dys, 9 Hrs, 20 Mins |
2 Dys, 21 Hrs, 16 Mins |
| Avg. Time Between Trade Profit Peaks |
19 Dys, 12 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 |
|
$329.67 |
($102.33) |
| 1 Std. Deviation |
|
$267.64 |
$64.25 |
| Avg. + 1Std. Deviation |
|
$597.31 |
($38.08) |
| Avg. - 1Std. Deviation |
|
$62.02 |
($166.58) |
| Coefficient of Variation |
|
81.19% |
62.79% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
7.16% |
70.39% |
36.77% |
| 1 Std. Deviation |
60.50% |
22.81% |
44.51% |
| Avg. + 1Std. Deviation |
67.66% |
93.20% |
81.28% |
| Avg. - 1Std. Deviation |
-53.34% |
47.58% |
-7.74% |
| Coefficient of Variation |
844.85% |
32.41% |
121.04% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$900.00 |
($180.00) |
| Largest
Profit/Loss as % of Gross |
37.66% |
15.86% |
| Largest
Consec. Profit/Loss |
$975.00 |
($585.00) |
| Largest
Consec. Profit/Loss as % of Gross |
40.79% |
51.54% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
4 |
$353.75 |
($146.67) |
| 3 |
1 |
$325.00 |
($130.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
2 |
($125.00) |
$140.00 |
| 2 |
1 |
($150.00) |
$235.00 |
| 4 |
1 |
($146.25) |
$900.00 |
|
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|
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