TradeStation Performance Summary |
|||
Cyclone
FOREX Trading System |
|||
June
1, 2003 Through January 12, 2005 |
|||
EURUSD |
|||
Risk
Level 2 |
|||
Starting
Account $25,000.00 |
|||
All Trades |
Long Trades |
Short Trades |
|
| Total Net Profit | $68,850.00 | $48,460.00 | $20,390.00 |
| Gross Profit | $160,650.00 | $90,650.00 | $70,000.00 |
| Gross Loss | ($91,800.00) | ($42,190.00) | ($49,610.00) |
| Profit Factor | 1.75 | 2.15 | 1.41 |
| Total Number of Trades | 350 | 176 | 174 |
| Percent Profitable | 43.71% | 48.30% | 39.08% |
| Winning Trades | 153 | 85 | 68 |
| Losing Trades | 197 | 91 | 106 |
| Even Trades | 0 | 0 | 0 |
| Max. Consecutive Winning Trad | 6 | 6 | 5 |
| Max. Consecutive Losing Trades | 9 | 6 | 11 |
| Max. Shares/Contracts Held | 3 | 3 | 3 |
| Return on Initial Capital | 275.40% | ||
| Buy & Hold Return | 13.26% | ||
| Avg. Monthly Return | $3,442.50 | ||
| Max. Drawdown (Intra-day Peak to Valley) | |||
| Value | ($7,970.00) | ($5,970.00) | ($11,280.00) |
| Date | 11/23/2004 4:35 | ||
| as % of Initial Capital | 31.88% | 45.12% | 23.88% |