| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
34 |
7 |
27 |
| Avg. Trade Net Profit |
($33.09) |
$260.00 |
($109.07) |
| 1 Std. Deviation of Avg. Trade |
$194.80 |
$241.25 |
$74.91 |
| Avg. Trade + 1 Std. Deviation |
$161.72 |
$501.25 |
($34.16) |
| Avg. Trade - 1 Std. Deviation |
($227.89) |
$18.75 |
($183.98) |
| Coefficient of Variation |
588.74% |
92.79% |
68.68% |
|
| Time Averages |
|
| Avg. Time in Trades |
4 Hrs, 59 Mins |
17 Hrs |
1 Hr, 53 Mins |
| Avg. Time Between Trades |
3 Dys, 23 Hrs, 3 Mins |
9 Dys, 21 Hrs, 5 Mins |
3 Dys, 9 Hrs, 21 Mins |
| Avg. Time Between Trade Profit Peaks |
14 Dys, 30 Mins |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
1 |
0 |
1 |
| Outlier Profit/Loss |
($405.00) |
$0.00 |
($405.00) |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$980.00 |
($500.00) |
| Max. Value Date |
|
7/7/2003 |
7/3/2003 |
| Avg. Value |
|
$187.35 |
($110.44) |
| 1 Std. Deviation |
|
$200.82 |
$84.90 |
| Avg. + 1Std. Deviation |
|
$388.17 |
($25.54) |
| Avg. - 1Std. Deviation |
|
($13.47) |
($195.34) |
| Coefficient of Variation |
|
107.19% |
76.87% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-30.22% |
52.64% |
17.14% |
| 1 Std. Deviation |
52.21% |
32.10% |
28.05% |
| Avg. + 1Std. Deviation |
21.99% |
84.74% |
45.19% |
| Avg. - 1Std. Deviation |
-82.43% |
20.54% |
-10.90% |
| Coefficient of Variation |
172.78% |
60.98% |
163.60% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$765.00 |
($405.00) |
| Largest
Profit/Loss as % of Gross |
42.03% |
13.75% |
| Largest
Consec. Profit/Loss |
$765.00 |
($715.00) |
| Largest
Consec. Profit/Loss as % of Gross |
42.03% |
24.28% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
5 |
$313.00 |
($93.00) |
| 2 |
1 |
$127.50 |
($120.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
1 |
($25.00) |
$135.00 |
| 3 |
2 |
($155.83) |
$547.50 |
| 4 |
2 |
($95.63) |
$157.50 |
| 6 |
2 |
($101.67) |
$230.00 |
|
|
|
|