| TradeStation Trade
Analysis |
|
|
|
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
98 |
46 |
52 |
|
| Avg. Trade Net Profit |
$494.90 |
$1,552.45 |
($440.63) |
|
| 1 Std. Deviation of Avg. Trade |
$1,529.41 |
$1,660.54 |
$338.80 |
|
| Avg. Trade + 1 Std. Deviation |
$2,024.31 |
$3,212.98 |
($101.83) |
|
| Avg. Trade - 1 Std. Deviation |
($1,034.52) |
($108.09) |
($779.42) |
|
| Coefficient of Variation |
309.04% |
106.96% |
76.89% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
92 Dys, 13 Hrs, 13 Mins |
149 Dys, 22 Hrs, 57 Mins |
41 Dys, 18 Hrs, 27 Mins |
| Avg. Time Between Trades |
n/a |
47 Dys, 18 Hrs, 40 Mins |
133 Dys, 7 Hrs, 31 Mins |
| Avg. Time Between Trade Profit Peaks |
320 Dys |
|
|
| Outliers |
Total |
Positive |
Negative |
|
| Number of Outliers |
3 |
2 |
1 |
|
| Outlier Profit/Loss |
$13,637.50 |
$15,300.00 |
($1,662.50) |
|
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
|
| Max. Value |
|
$11,600.00 |
($1,950.00) |
|
| Max. Value Date |
|
7/12/1996 |
8/13/1996 |
|
| Avg. Value |
|
$1,410.84 |
($453.06) |
|
| 1 Std. Deviation |
|
$1,864.48 |
$401.83 |
|
| Avg. + 1Std. Deviation |
|
$3,275.32 |
($51.23) |
|
| Avg. - 1Std. Deviation |
|
($453.64) |
($854.89) |
|
| Coefficient of Variation |
|
132.15% |
88.69% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
-3.67% |
58.62% |
37.71% |
|
| 1 Std. Deviation |
52.46% |
35.40% |
24.89% |
|
| Avg. + 1Std. Deviation |
48.79% |
94.02% |
62.60% |
|
| Avg. - 1Std. Deviation |
-56.13% |
23.23% |
12.82% |
|
| Coefficient of Variation |
1430.63% |
60.38% |
65.99% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$8,100.00 |
($1,662.50) |
|
| Largest
Profit/Loss as % of Gross |
11.34% |
7.26% |
|
| Largest
Consec. Profit/Loss |
$15,562.50 |
($2,850.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
21.79% |
12.44% |
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
18 |
$1,084.03 |
($310.42) |
|
| 2 |
6 |
$1,550.00 |
($575.00) |
|
| 3 |
1 |
$1,429.17 |
($87.50) |
|
| 4 |
2 |
$1,681.25 |
($400.00) |
|
| 5 |
1 |
$3,112.50 |
($512.50) |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
15 |
($442.50) |
$1,877.68 |
|
| 2 |
4 |
($443.75) |
$900.00 |
|
| 3 |
8 |
($481.25) |
$1,007.81 |
|
| 5 |
1 |
($235.00) |
$812.50 |
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