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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USDCHF |
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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 | SFr. 62'370.00 |
SFr. 13'990.00 |
SFr. 48'380.00 |
| Gross Profit | SFr. 166'910.00 |
SFr. 70'010.00 |
SFr. 96'900.00 |
| Gross Loss | (SFr. 104'540.00) |
(SFr. 56'020.00) |
(SFr. 48'520.00) |
| Profit Factor | 1.6 | 1.25 | 2 |
| Total Number of Trades | 317 | 163 | 154 |
| Percent Profitable | 41.32% | 39.26% | 43.51% |
| Winning Trades | 131 | 64 | 67 |
| Losing Trades | 186 | 99 | 87 |
| Even Trades | 0 | 0 | 0 |
| Max. Consecutive Winning Trad | 5 | 5 | 8 |
| Max. Consecutive Losing Trades | 8 | 8 | 7 |
| Max. Shares/Contracts Held | 3 | 3 | 3 |
| Return on Initial Capital | 62.37% | ||
| Buy & Hold Return | -9.99% | ||
| Avg. Monthly Return | SFr. 3'465.00 | ||
| Max. Drawdown (Intra-day Peak to Valley) | |||
| Value | (SFr. 9'660.00) |
(SFr. 6'590.00) |
(SFr. 6'740.00) |
| Date | 7/31/2003 11:00 | ||
| as % of Initial Capital | 9.66% | 6.74% | 6.59% |