| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
55 |
28 |
27 |
| Avg. Trade Net Profit |
($3.64) |
$461.79 |
($486.30) |
| 1 Std. Deviation of Avg. Trade |
$598.30 |
$411.45 |
$304.07 |
| Avg. Trade + 1 Std. Deviation |
$594.67 |
$873.24 |
($182.22) |
| Avg. Trade - 1 Std. Deviation |
($601.94) |
$50.33 |
($790.37) |
| Coefficient of Variation |
16453.30% |
89.10% |
62.53% |
|
| Time Averages |
|
| Avg. Time in Trades |
6 Hrs |
5 Hrs, 58 Mins |
6 Hrs, 2 Mins |
| Avg. Time Between Trades |
1 Dy, 10 Hrs, 27 Mins |
3 Dys, 17 Mins |
3 Dys, 5 Hrs, 4 Mins |
| Avg. Time Between Trade Profit Peaks |
5 Dys |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
0 |
0 |
0 |
| Outlier Profit/Loss |
$0.00 |
$0.00 |
$0.00 |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$1,570.00 |
($1,370.00) |
| Max. Value Date |
|
10/1/2002 |
10/8/2002 |
| Avg. Value |
|
$404.09 |
($443.82) |
| 1 Std. Deviation |
|
$366.40 |
$355.12 |
| Avg. + 1Std. Deviation |
|
$770.49 |
($88.70) |
| Avg. - 1Std. Deviation |
|
$37.70 |
($798.93) |
| Coefficient of Variation |
|
90.67% |
80.01% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
-0.63% |
46.90% |
52.47% |
| 1 Std. Deviation |
58.61% |
32.49% |
32.12% |
| Avg. + 1Std. Deviation |
57.98% |
79.39% |
84.59% |
| Avg. - 1Std. Deviation |
-59.24% |
14.42% |
20.35% |
| Coefficient of Variation |
9291.08% |
69.26% |
61.22% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$1,515.00 |
($1,155.00) |
| Largest
Profit/Loss as % of Gross |
11.72% |
8.80% |
| Largest
Consec. Profit/Loss |
$2,350.00 |
($3,250.00) |
| Largest
Consec. Profit/Loss as % of Gross |
18.17% |
24.75% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
11 |
$377.73 |
($478.18) |
| 2 |
1 |
$837.50 |
($695.00) |
| 3 |
2 |
$497.50 |
($177.50) |
| 4 |
1 |
$587.50 |
($535.00) |
| 5 |
1 |
$353.00 |
($185.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
10 |
($491.00) |
$446.50 |
| 2 |
4 |
($467.50) |
$351.67 |
| 3 |
1 |
($410.00) |
$595.00 |
| 6 |
1 |
($541.67) |
$670.00 |
|
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