| TradeStation Trade
Analysis |
|
|
|
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
91 |
40 |
51 |
|
| Avg. Trade Net Profit |
$393.96 |
$2,116.25 |
($956.86) |
|
| 1 Std. Deviation of Avg. Trade |
$2,143.46 |
$2,136.30 |
$689.91 |
|
| Avg. Trade + 1 Std. Deviation |
$2,537.42 |
$4,252.55 |
($266.95) |
|
| Avg. Trade - 1 Std. Deviation |
($1,749.51) |
($20.05) |
($1,646.77) |
|
| Coefficient of Variation |
544.09% |
100.95% |
72.10% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
97 Dys, 18 Hrs, 27 Mins |
155 Dys, 10 Hrs, 48 Mins |
52 Dys, 12 Hrs, 42 Mins |
| Avg. Time Between Trades |
n/a |
64 Dys, 23 Hrs, 23 Mins |
124 Dys, 8 Hrs, 38 Mins |
| Avg. Time Between Trade Profit Peaks |
515 Dys, 12 Hrs |
|
|
| Outliers |
Total |
Positive |
Negative |
|
| Number of Outliers |
2 |
1 |
1 |
|
| Outlier Profit/Loss |
$7,660.00 |
$11,010.00 |
($3,350.00) |
|
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
|
| Max. Value |
|
$14,400.00 |
($4,020.00) |
|
| Max. Value Date |
|
6/23/1988 |
8/16/1988 |
|
| Avg. Value |
|
$2,250.00 |
($969.67) |
|
| 1 Std. Deviation |
|
$2,613.98 |
$716.95 |
|
| Avg. + 1Std. Deviation |
|
$4,863.98 |
($252.72) |
|
| Avg. - 1Std. Deviation |
|
($363.98) |
($1,686.62) |
|
| Coefficient of Variation |
|
116.18% |
73.94% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
-8.41% |
57.28% |
34.31% |
|
| 1 Std. Deviation |
49.93% |
31.83% |
25.27% |
|
| Avg. + 1Std. Deviation |
41.52% |
89.11% |
59.58% |
|
| Avg. - 1Std. Deviation |
-58.34% |
25.45% |
9.04% |
|
| Coefficient of Variation |
593.81% |
55.57% |
73.67% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$11,010.00 |
($3,350.00) |
|
| Largest
Profit/Loss as % of Gross |
13.01% |
6.86% |
|
| Largest
Consec. Profit/Loss |
$16,410.00 |
($6,620.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
19.39% |
13.57% |
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
16 |
$2,156.25 |
($841.88) |
|
| 2 |
3 |
$2,705.00 |
($1,376.67) |
|
| 3 |
4 |
$1,459.17 |
($850.00) |
|
| 6 |
1 |
$2,735.00 |
($820.00) |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
14 |
($1,054.29) |
$3,015.38 |
|
| 2 |
4 |
($965.00) |
$822.50 |
|
| 3 |
1 |
($513.33) |
$2,190.00 |
|
| 4 |
5 |
($999.00) |
$3,192.00 |
|
| 6 |
1 |
($800.00) |
$1,300.00 |
|
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