TradeStation Performance Summary |
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Cyclone
FOREX Trading System |
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June
1, 2003 Through November 14, 2004 |
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GBPUSD |
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Risk
Level 2 |
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Starting
Account $25,000.00 |
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All Trades |
Long Trades |
Short Trades |
|
| Total Net Profit | $51,290.00 | $31,180.00 | $20,110.00 |
| Gross Profit | $156,330.00 | $85,730.00 | $70,600.00 |
| Gross Loss | ($105,040.00) | ($54,550.00) | ($50,490.00) |
| Profit Factor | 1.49 | 1.57 | 1.4 |
| Total Number of Trades | 305 | 166 | 139 |
| Percent Profitable | 45.57% | 49.40% | 41.01% |
| Winning Trades | 139 | 82 | 57 |
| Losing Trades | 164 | 82 | 82 |
| Even Trades | 2 | 2 | 0 |
| Max. Consecutive Winning Trad | 5 | 5 | 5 |
| Max. Consecutive Losing Trades | 8 | 5 | 7 |
| Max. Shares/Contracts Held | 3 | 3 | 3 |
| Return on Initial Capital | 51.29% | ||
| Buy & Hold Return | 13.67% | ||
| Avg. Monthly Return | $3,017.06 | ||
| Max. Drawdown (Intra-day Peak to Valley) | |||
| Value | ($15,400.00) | ($7,170.00) | ($22,070.00) |
| Date | 1/30/2004 9:20 | ||
| as % of Initial Capital | 15.40% | 22.07% | 7.17% |