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