| 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 |
|
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