TradeStation Trade Analysis
  All Trades Winners Losers
Total Number of Trades 126 47 79
Avg. Trade Net Profit $481.80 $3,130.59 ($1,094.07)
1 Std. Deviation of Avg. Trade $2,714.85 $2,642.13 $975.61
Avg. Trade + 1 Std. Deviation $3,196.64 $5,772.71 ($118.46)
Avg. Trade - 1 Std. Deviation ($2,233.05) $488.46 ($2,069.68)
Coefficient of Variation 563.49% 84.40% 89.17%
Time Averages
Avg. Time in Trades 72 Dys, 12 Hrs, 57 Mins 122 Dys 43 Dys, 2 Hrs, 44 Mins
Avg. Time Between Trades n/a 74 Dys, 1 Hr, 2 Mins 69 Dys, 16 Hrs, 36 Mins
Avg. Time Between Trade Profit Peaks 559 Dys
Outliers Total Positive Negative
Number of Outliers 2 0 2
Outlier Profit/Loss ($8,487.50) $0.00 ($8,487.50)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $22,525.00 ($5,437.50)
Max. Value Date 6/23/1988 5/21/1984
Avg. Value $2,791.91 ($1,179.96)
1 Std. Deviation $3,450.68 $1,123.94
Avg. + 1Std. Deviation $6,242.60 ($56.03)
Avg. - 1Std. Deviation ($658.77) ($2,303.90)
Coefficient of Variation 123.60% 95.25%
 
Efficiency Analysis Total Entry Exit
Avg. Efficiency -11.04% 58.93% 30.02%
1 Std. Deviation 48.49% 30.82% 24.30%
Avg. + 1Std. Deviation 37.44% 89.75% 54.32%
Avg. - 1Std. Deviation -59.53% 28.12% 5.73%
Coefficient of Variation 439.06% 52.29% 80.92%
 TradeStation Trade Series Analysis
Winners Losers
Largest Profit/Loss $10,700.00 ($4,450.00)
Largest Profit/Loss as % of Gross 7.27% 5.15%
Largest Consec. Profit/Loss $24,675.00 ($10,525.00)
Largest Consec. Profit/Loss as % of Gross 16.77% 12.18%
Consecutive Winners Number of Series Avg. Gain per Series Avg. Loss Next Trade
1 22 $3,192.05 ($1,142.05)
2 4 $3,273.44 ($841.67)
3 3 $3,684.72 ($929.17)
4 2 $2,195.31 ($1,340.63)
Consecutive Losers Number of Series Avg. Loss per Series Avg. Gain Next Trade
1 15 ($815.42) $3,326.67
2 3 ($2,143.75) $4,737.50
3 6 ($1,050.69) $2,589.58
4 3 ($1,625.00) $2,833.33
6 2 ($1,033.33) $4,550.00
16 1 ($657.81) $1,762.50