| TradeStation Trade Analysis Self Adaptive
Oats System |
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
117 |
46 |
71 |
| Avg. Trade Net Profit |
$205.98 |
$1,175.27 |
($422.01) |
| 1 Std. Deviation of Avg. Trade |
$1,184.77 |
$1,374.71 |
$306.26 |
| Avg. Trade + 1 Std. Deviation |
$1,390.75 |
$2,549.98 |
($115.75) |
| Avg. Trade - 1 Std. Deviation |
($978.78) |
($199.44) |
($728.26) |
| Coefficient of Variation |
575.18% |
116.97% |
72.57% |
|
| Time Averages |
|
| Avg. Time in Trades |
78 Dys, 12 Hrs, 6 Mins |
139 Dys, 6 Hrs, 15 Mins |
39 Dys, 3 Hrs, 22 Mins |
| Avg. Time Between Trades |
n/a |
61 Dys, 18 Hrs, 8 Mins |
88 Dys, 2 Hrs, 44 Mins |
| Avg. Time Between Trade Profit Peaks |
1021 Dys, 18 Hrs |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
2 |
0 |
2 |
| Outlier Profit/Loss |
($2,725.00) |
$0.00 |
($2,725.00) |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$11,012.50 |
($1,450.00) |
| Max. Value Date |
|
6/28/1988 |
1/30/1989 |
| Avg. Value |
|
$1,083.33 |
($440.60) |
| 1 Std. Deviation |
|
$1,508.16 |
$331.49 |
| Avg. + 1Std. Deviation |
|
$2,591.49 |
($109.11) |
| Avg. - 1Std. Deviation |
|
($424.83) |
($772.09) |
| Coefficient of Variation |
|
139.21% |
75.24% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-12.11% |
56.10% |
31.79% |
| 1 Std. Deviation |
49.10% |
32.09% |
24.67% |
| Avg. + 1Std. Deviation |
36.99% |
88.20% |
56.46% |
| Avg. - 1Std. Deviation |
-61.20% |
24.01% |
7.12% |
| Coefficient of Variation |
405.50% |
57.20% |
77.61% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$5,112.50 |
($1,362.50) |
| Largest
Profit/Loss as % of Gross |
9.46% |
4.55% |
| Largest
Consec. Profit/Loss |
$8,050.00 |
($10,150.00) |
| Largest
Consec. Profit/Loss as % of Gross |
14.89% |
33.88% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
19 |
$1,509.21 |
($421.53) |
| 2 |
4 |
$1,014.06 |
($362.50) |
| 3 |
2 |
$479.17 |
($406.25) |
| 4 |
2 |
$1,245.31 |
($681.25) |
| 5 |
1 |
$887.50 |
($537.50) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
11 |
($462.50) |
$1,338.64 |
| 2 |
7 |
($441.96) |
$1,848.21 |
| 3 |
6 |
($269.44) |
$927.08 |
| 4 |
1 |
($468.75) |
$25.00 |
| 6 |
1 |
($302.08) |
$12.50 |
| 18 |
1 |
($563.89) |
$737.50 |
|
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