| TradeStation Strategy Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
($1,125.00) |
$435.00 |
($1,560.00) |
| Gross Profit |
$1,820.00 |
$1,505.00 |
$315.00 |
| Gross Loss |
($2,945.00) |
($1,070.00) |
($1,875.00) |
| Profit Factor |
0.62 |
1.41 |
0.17 |
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| Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
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| Select Total Net Profit |
($720.00) |
$435.00 |
($1,155.00) |
| Select Gross Profit |
$1,820.00 |
$1,505.00 |
$315.00 |
| Select Gross Loss |
($2,540.00) |
($1,070.00) |
($1,470.00) |
| Select Profit Factor |
0.72 |
1.41 |
0.21 |
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| Adjusted Total Net Profit |
($2,379.66) |
($576.42) |
($2,237.49) |
| Adjusted Gross Profit |
$1,132.10 |
$831.94 |
$92.26 |
| Adjusted Gross Loss |
($3,511.77) |
($1,408.36) |
($2,329.75) |
| Adjusted Profit Factor |
0.32 |
0.59 |
0.04 |
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| Total Number of Trades |
34 |
15 |
19 |
| Percent Profitable |
20.59% |
33.33% |
10.53% |
| Winning Trades |
7 |
5 |
2 |
| Losing Trades |
27 |
10 |
17 |
| Even Trades |
0 |
0 |
0 |
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| Avg. Trade Net Profit |
($33.09) |
$29.00 |
($82.11) |
| Avg. Winning Trade |
$260.00 |
$301.00 |
$157.50 |
| Avg. Losing Trade |
($109.07) |
($107.00) |
($110.29) |
| Ratio Avg. Winning:Avg. Losing |
2.38 |
2.81 |
1.43 |
| Largest Winning Trade |
$765.00 |
$765.00 |
$210.00 |
| Largest Losing Trade |
($405.00) |
($140.00) |
($405.00) |
| Largest Winner as % of Gross Profit |
42.03% |
50.83% |
66.67% |
| Largest Loser as % of Gross Loss |
13.75% |
13.08% |
21.60% |
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| Net Profit as % of Largest Loss |
-277.78% |
310.71% |
-385.19% |
| Select Net Profit as % of Largest Loss |
-177.78% |
310.71% |
-285.19% |
| Adjusted Net Profit as % of Largest Loss |
-587.57% |
-411.73% |
-552.47% |
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| Max. Consecutive Winning Trades |
2 |
2 |
1 |
| Max. Consecutive Losing Trades |
6 |
3 |
10 |
| Avg. Bars in Total Trades |
28.94 |
33.6 |
25.26 |
| Avg. Bars in Winning Trades |
49.43 |
54.2 |
37.5 |
| Avg. Bars in Losing Trades |
23.63 |
23.3 |
23.82 |
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| Max. Shares/Contracts Held |
1 |
1 |
1 |
| Account Size Required |
$1,125.00 |
$470.00 |
$1,560.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
-1.13% |
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| Annual Rate of Return |
-3.89% |
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| Buy & Hold Return |
2.87% |
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| Return on Account |
-100.00% |
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| Avg. Monthly Return |
($281.25) |
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| Std. Deviation of Monthly Return |
$444.60 |
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| Return Retracement Ratio |
-1.41 |
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| RINA Index |
-151.54 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
3 Mths, 13 Dys, 1 Hr, 35 Mins |
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| Percent of Time in the Market |
6.74% |
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| Time in the Market |
7 Dys, 1 Hr, 55 Mins |
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| Longest Flat Period |
7 Dys, 18 Hrs, 25 Mins |
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| Max. Equity Run-up |
$1,075.00 |
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| Date of Max. Equity Run-up |
7/7/2003 9:30 |
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| Max. Equity Run-up as % of Initial Capital |
1.08% |
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| Max. Drawdown (Intra-day
Peak to Valley) |
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| Value |
($1,525.00) |
($770.00) |
($1,960.00) |
| Date |
9/10/2003 13:45 |
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| as % of Initial Capital |
1.52% |
n/a |
n/a |
| Net Profit as % of Drawdown |
-73.77% |
56.49% |
-79.59% |
| Select Net Profit as % of Drawdown |
-47.21% |
56.49% |
-58.93% |
| Adjusted Net Profit as % of Drawdown |
-156.04% |
-74.86% |
-114.16% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($1,125.00) |
($470.00) |
($1,560.00) |
| Date |
9/10/2003 15:10 |
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| as % of Initial Capital |
-1.13% |
-0.47% |
-1.56% |
| Net Profit as % of Drawdown |
-100.00% |
92.55% |
-100.00% |
| Select Net Profit as % of Drawdown |
-64.00% |
92.55% |
-74.04% |
| Adjusted Net Profit as % of Drawdown |
-211.53% |
-122.64% |
-143.43% |
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| Max. Trade Drawdown |
($500.00) |
($140.00) |
($500.00) |
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| All Trades |
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| Total Net Profit |
($1,125.00) |
Profit Factor |
0.62 |
| Gross Profit |
$1,820.00 |
Gross Loss |
($2,945.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
($720.00) |
Select Profit Factor |
0.72 |
| Select Gross Profit |
$1,820.00 |
Select Gross Loss |
($2,540.00) |
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| Adjusted Total Net Profit |
($2,379.66) |
Adjusted Profit Factor |
0.32 |
| Adjusted Gross Profit |
$1,132.10 |
Adjusted Gross Loss |
($3,511.77) |
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| Total Number of Trades |
34 |
Percent Profitable |
20.59% |
| Winning Trades |
7 |
Losing Trades |
27 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
($33.09) |
Ratio Avg. Win:Avg. Loss |
2.38 |
| Avg. Winning Trade |
$260.00 |
Avg. Losing Trade |
($109.07) |
| Largest Winning Trade |
$765.00 |
Largest Losing Trade |
($405.00) |
| Largest Winner as % of Gross Profit |
42.03% |
Largest Loser as % of Gross Loss |
13.75% |
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| Net Profit as % of Largest Loss |
-277.78% |
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| Slct. Net Profit as % of Largest Loss |
-177.78% |
Adj. Net Profit as % of Largest Loss |
-587.57% |
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| Max. Consecutive Winning Trades |
2 |
Max. Consecutive Losing Trades |
6 |
| Avg. Bars in Winning Trades |
49.43 |
Avg. Bars in Losing Trades |
23.63 |
| Avg. Bars in Total Trades |
28.94 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,125.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
-1.13% |
Annual Rate of Return |
-3.89% |
| Buy and Hold Return |
2.87% |
Return on Account |
-100.00% |
| Avg. Monthly Return |
($281.25) |
Std. Deviation of Monthly Return |
$444.60 |
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| Return Retracement Ratio |
-1.41 |
RINA Index |
-151.54 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
3 Mths, 13 Dys, 1 Hr, 35 Mins |
Percent of Time in the Market |
6.74% |
| Time in the Market |
7 Dys, 1 Hr, 55 Mins |
Longest Flat Period |
7 Dys, 18 Hrs, 25 Mins |
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| Max. Equity Run-up |
$1,075.00 |
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| Date of Max. E. Run-up |
7/7/2003 9:30 |
Max. E. Run-up as % of Initial Capital |
1.08% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,525.00) |
Value |
($1,125.00) |
| Date |
9/10/2003 13:45 |
Date |
9/10/2003 15:10 |
| as % of Initial Capital |
1.52% |
as % of Initial Capital |
-1.13% |
| Net Profit as % of Drawdown |
-73.77% |
Net Profit as % of Drawdown |
-100.00% |
| Slct. Net Profit as % of Drawdown |
-47.21% |
Slct. Net Profit as % of Drawdown |
-64.00% |
| Adj. Net Prof as % of Drawdown |
-156.04% |
Adj. Net Profit as % of Drawdown |
-211.53% |
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| Max. Trade Drawdown |
($500.00) |
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| Long Trades |
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| Total Net Profit |
$435.00 |
Profit Factor |
1.41 |
| Gross Profit |
$1,505.00 |
Gross Loss |
($1,070.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
$435.00 |
Select Profit Factor |
1.41 |
| Select Gross Profit |
$1,505.00 |
Select Gross Loss |
($1,070.00) |
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| Adjusted Total Net Profit |
($576.42) |
Adjusted Profit Factor |
0.59 |
| Adjusted Gross Profit |
$831.94 |
Adjusted Gross Loss |
($1,408.36) |
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| Total Number of Trades |
15 |
Percent Profitable |
33.33% |
| Winning Trades |
5 |
Losing Trades |
10 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$29.00 |
Ratio Avg. Win:Avg. Loss |
2.81 |
| Avg. Winning Trade |
$301.00 |
Avg. Losing Trade |
($107.00) |
| Largest Winning Trade |
$765.00 |
Largest Losing Trade |
($140.00) |
| Largest Winner as % of Gross Profit |
50.83% |
Largest Loser as % of Gross Loss |
13.08% |
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| Max. Consecutive Winning Trades |
2 |
Max. Consecutive Losing Trades |
3 |
| Avg. Bars in Winning Trades |
54.2 |
Avg. Bars in Losing Trades |
23.3 |
| Avg. Bars in Total Trades |
33.6 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$470.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
310.71% |
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| Slct. Net Profit as % of Largest Loss |
310.71% |
Adj. Net Profit as % of Largest Loss |
-411.73% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($770.00) |
Value |
($470.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-0.47% |
| Net Profit as % of Drawdown |
56.49% |
Net Profit as % of Drawdown |
92.55% |
| Slct. Net Profit as % of Drawdown |
56.49% |
Slct. Net Profit as % of Drawdown |
92.55% |
| Adj. Net Prof as % of Drawdown |
-74.86% |
Adj. Net Profit as % of Drawdown |
92.55% |
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| Max. Trade Drawdown |
($140.00) |
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| Short Trades |
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| Total Net Profit |
($1,560.00) |
Profit Factor |
0.17 |
| Gross Profit |
$315.00 |
Gross Loss |
($1,875.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
($1,155.00) |
Select Profit Factor |
0.21 |
| Select Gross Profit |
$315.00 |
Select Gross Loss |
($1,470.00) |
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| Adjusted Total Net Profit |
($2,237.49) |
Adjusted Profit Factor |
0.04 |
| Adjusted Gross Profit |
$92.26 |
Adjusted Gross Loss |
($2,329.75) |
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| Total Number of Trades |
19 |
Percent Profitable |
10.53% |
| Winning Trades |
2 |
Losing Trades |
17 |
| Even Trades |
0 |
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| Avg. Trade Net Proft |
($82.11) |
Ratio Avg. Win:Avg. Loss |
1.43 |
| Avg. Winning Trade |
$157.50 |
Avg. Losing Trade |
($110.29) |
| Largest Winning Trade |
$210.00 |
Largest Losing Trade |
($405.00) |
| Largest Winner as % of Gross Profit |
66.67% |
Largest Loser as % of Gross Loss |
13.08% |
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| Max. Consecutive Winning Trades |
1 |
Max. Consecutive Losing Trades |
10 |
| Avg. Bars in Winning Trades |
37.5 |
Avg. Bars in Losing Trades |
23.82 |
| Avg. Bars in Total Trades |
25.26 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,560.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
-385.19% |
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| Slct. Net Profit as % of Largest Loss |
-285.19% |
Adj. Net Profit as % of Largest Loss |
-552.47% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,960.00) |
Value |
($1,560.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-1.56% |
| Net Profit as % of Drawdown |
-79.59% |
Net Profit as % of Drawdown |
-100.00% |
| Slct. Net Profit as % of Drawdown |
-58.93% |
Slct. Net Profit as % of Drawdown |
-74.04% |
| Adj. Net Prof as % of Drawdown |
-114.16% |
Adj. Net Prof as % of Drawdown |
-143.43% |
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| Max. Trade Drawdown |
($500.00) |
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