| TradeStation Strategy Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
$3,735.00 |
($695.00) |
$4,430.00 |
| Gross Profit |
$11,280.00 |
$1,900.00 |
$9,380.00 |
| Gross Loss |
($7,545.00) |
($2,595.00) |
($4,950.00) |
| Profit Factor |
1.5 |
0.73 |
1.89 |
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| Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
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| Select Total Net Profit |
$3,735.00 |
($695.00) |
$4,430.00 |
| Select Gross Profit |
$11,280.00 |
$1,900.00 |
$9,380.00 |
| Select Gross Loss |
($7,545.00) |
($2,595.00) |
($4,950.00) |
| Select Profit Factor |
1.5 |
0.73 |
1.89 |
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| Adjusted Total Net Profit |
($298.46) |
($2,805.52) |
$1,009.63 |
| Adjusted Gross Profit |
$8,977.48 |
$950.00 |
$7,282.57 |
| Adjusted Gross Loss |
($9,275.94) |
($3,755.52) |
($6,272.94) |
| Adjusted Profit Factor |
0.97 |
0.25 |
1.16 |
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| Total Number of Trades |
43 |
9 |
34 |
| Percent Profitable |
55.81% |
44.44% |
58.82% |
| Winning Trades |
24 |
4 |
20 |
| Losing Trades |
19 |
5 |
14 |
| Even Trades |
0 |
0 |
0 |
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| Avg. Trade Net Profit |
$86.86 |
($77.22) |
$130.29 |
| Avg. Winning Trade |
$470.00 |
$475.00 |
$469.00 |
| Avg. Losing Trade |
($397.11) |
($519.00) |
($353.57) |
| Ratio Avg. Winning:Avg. Losing |
1.18 |
0.92 |
1.33 |
| Largest Winning Trade |
$1,055.00 |
$700.00 |
$1,055.00 |
| Largest Losing Trade |
($1,045.00) |
($1,045.00) |
($715.00) |
| Largest Winner as % of Gross Profit |
9.35% |
36.84% |
11.25% |
| Largest Loser as % of Gross Loss |
13.85% |
40.27% |
14.44% |
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| Net Profit as % of Largest Loss |
357.42% |
-66.51% |
619.58% |
| Select Net Profit as % of Largest Loss |
357.42% |
-66.51% |
619.58% |
| Adjusted Net Profit as % of Largest Loss |
-28.56% |
-268.47% |
141.21% |
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| Max. Consecutive Winning Trades |
5 |
3 |
6 |
| Max. Consecutive Losing Trades |
4 |
3 |
3 |
| Avg. Bars in Total Trades |
81.23 |
80 |
81.56 |
| Avg. Bars in Winning Trades |
81.33 |
84.5 |
80.7 |
| Avg. Bars in Losing Trades |
81.11 |
76.4 |
82.79 |
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| Max. Shares/Contracts Held |
1 |
1 |
1 |
| Account Size Required |
$2,450.00 |
$2,350.00 |
$1,435.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
3.74% |
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| Annual Rate of Return |
19.37% |
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| Buy & Hold Return |
-8.02% |
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| Return on Account |
152.45% |
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| Avg. Monthly Return |
$1,245.00 |
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| Std. Deviation of Monthly Return |
$1,982.50 |
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| Return Retracement Ratio |
45.42 |
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| RINA Index |
68.47 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
2 Mths, 8 Dys, 3 Hrs, 10 Mins |
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| Percent of Time in the Market |
17.93% |
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| Time in the Market |
12 Dys, 9 Hrs, 25 Mins |
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| Longest Flat Period |
3 Dys, 16 Hrs, 35 Mins |
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| Max. Equity Run-up |
$5,980.00 |
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| Date of Max. Equity Run-up |
6/7/2002 9:00 |
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| Max. Equity Run-up as % of Initial Capital |
5.98% |
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| Max. Drawdown (Intra-day
Peak to Valley) |
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| Value |
($2,815.00) |
($2,565.00) |
($1,770.00) |
| Date |
6/13/2002 11:30 |
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| as % of Initial Capital |
2.81% |
n/a |
n/a |
| Net Profit as % of Drawdown |
132.68% |
-27.10% |
250.28% |
| Select Net Profit as % of Drawdown |
132.68% |
-27.10% |
250.28% |
| Adjusted Net Profit as % of Drawdown |
-10.60% |
-109.38% |
57.04% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($2,450.00) |
($2,350.00) |
($1,435.00) |
| Date |
6/12/2002 16:00 |
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| as % of Initial Capital |
-2.45% |
-2.35% |
-1.44% |
| Net Profit as % of Drawdown |
152.45% |
-29.57% |
308.71% |
| Select Net Profit as % of Drawdown |
152.45% |
-29.57% |
308.71% |
| Adjusted Net Profit as % of Drawdown |
-12.18% |
-119.38% |
70.36% |
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| Max. Trade Drawdown |
($1,120.00) |
($1,120.00) |
($875.00) |
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| All Trades |
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| Total Net Profit |
$3,735.00 |
Profit Factor |
1.5 |
| Gross Profit |
$11,280.00 |
Gross Loss |
($7,545.00) |
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| Open Position Profit/Loss |
$0.00 |
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|
| Select Total Net Profit |
$3,735.00 |
Select Profit Factor |
1.5 |
| Select Gross Profit |
$11,280.00 |
Select Gross Loss |
($7,545.00) |
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| Adjusted Total Net Profit |
($298.46) |
Adjusted Profit Factor |
0.97 |
| Adjusted Gross Profit |
$8,977.48 |
Adjusted Gross Loss |
($9,275.94) |
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| Total Number of Trades |
43 |
Percent Profitable |
55.81% |
| Winning Trades |
24 |
Losing Trades |
19 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$86.86 |
Ratio Avg. Win:Avg. Loss |
1.18 |
| Avg. Winning Trade |
$470.00 |
Avg. Losing Trade |
($397.11) |
| Largest Winning Trade |
$1,055.00 |
Largest Losing Trade |
($1,045.00) |
| Largest Winner as % of Gross Profit |
9.35% |
Largest Loser as % of Gross Loss |
13.85% |
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| Net Profit as % of Largest Loss |
357.42% |
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| Slct. Net Profit as % of Largest Loss |
357.42% |
Adj. Net Profit as % of Largest Loss |
-28.56% |
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| Max. Consecutive Winning Trades |
5 |
Max. Consecutive Losing Trades |
4 |
| Avg. Bars in Winning Trades |
81.33 |
Avg. Bars in Losing Trades |
81.11 |
| Avg. Bars in Total Trades |
81.23 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$2,450.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
3.74% |
Annual Rate of Return |
19.37% |
| Buy and Hold Return |
-8.02% |
Return on Account |
152.45% |
| Avg. Monthly Return |
$1,245.00 |
Std. Deviation of Monthly Return |
$1,982.50 |
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| Return Retracement Ratio |
45.42 |
RINA Index |
68.47 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
2 Mths, 8 Dys, 3 Hrs, 10 Mins |
Percent of Time in the Market |
17.93% |
| Time in the Market |
12 Dys, 9 Hrs, 25 Mins |
Longest Flat Period |
3 Dys, 16 Hrs, 35 Mins |
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| Max. Equity Run-up |
$5,980.00 |
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| Date of Max. E. Run-up |
6/7/2002 9:00 |
Max. E. Run-up as % of Initial Capital |
5.98% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($2,815.00) |
Value |
($2,450.00) |
| Date |
6/13/2002 11:30 |
Date |
6/12/2002 16:00 |
| as % of Initial Capital |
2.81% |
as % of Initial Capital |
-2.45% |
| Net Profit as % of Drawdown |
132.68% |
Net Profit as % of Drawdown |
152.45% |
| Slct. Net Profit as % of Drawdown |
132.68% |
Slct. Net Profit as % of Drawdown |
152.45% |
| Adj. Net Prof as % of Drawdown |
-10.60% |
Adj. Net Profit as % of Drawdown |
-12.18% |
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| Max. Trade Drawdown |
($1,120.00) |
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| Long Trades |
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| Total Net Profit |
($695.00) |
Profit Factor |
0.73 |
| Gross Profit |
$1,900.00 |
Gross Loss |
($2,595.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
($695.00) |
Select Profit Factor |
0.73 |
| Select Gross Profit |
$1,900.00 |
Select Gross Loss |
($2,595.00) |
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| Adjusted Total Net Profit |
($2,805.52) |
Adjusted Profit Factor |
0.25 |
| Adjusted Gross Profit |
$950.00 |
Adjusted Gross Loss |
($3,755.52) |
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| Total Number of Trades |
9 |
Percent Profitable |
44.44% |
| Winning Trades |
4 |
Losing Trades |
5 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
($77.22) |
Ratio Avg. Win:Avg. Loss |
0.92 |
| Avg. Winning Trade |
$475.00 |
Avg. Losing Trade |
($519.00) |
| Largest Winning Trade |
$700.00 |
Largest Losing Trade |
($1,045.00) |
| Largest Winner as % of Gross Profit |
36.84% |
Largest Loser as % of Gross Loss |
40.27% |
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| Max. Consecutive Winning Trades |
3 |
Max. Consecutive Losing Trades |
3 |
| Avg. Bars in Winning Trades |
84.5 |
Avg. Bars in Losing Trades |
76.4 |
| Avg. Bars in Total Trades |
80 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$2,350.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
-66.51% |
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| Slct. Net Profit as % of Largest Loss |
-66.51% |
Adj. Net Profit as % of Largest Loss |
-268.47% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($2,565.00) |
Value |
($2,350.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-2.35% |
| Net Profit as % of Drawdown |
-27.10% |
Net Profit as % of Drawdown |
-29.57% |
| Slct. Net Profit as % of Drawdown |
-27.10% |
Slct. Net Profit as % of Drawdown |
-29.57% |
| Adj. Net Prof as % of Drawdown |
-109.38% |
Adj. Net Profit as % of Drawdown |
-29.57% |
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| Max. Trade Drawdown |
($1,120.00) |
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| Short Trades |
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| Total Net Profit |
$4,430.00 |
Profit Factor |
1.89 |
| Gross Profit |
$9,380.00 |
Gross Loss |
($4,950.00) |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
$4,430.00 |
Select Profit Factor |
1.89 |
| Select Gross Profit |
$9,380.00 |
Select Gross Loss |
($4,950.00) |
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| Adjusted Total Net Profit |
$1,009.63 |
Adjusted Profit Factor |
1.16 |
| Adjusted Gross Profit |
$7,282.57 |
Adjusted Gross Loss |
($6,272.94) |
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| Total Number of Trades |
34 |
Percent Profitable |
58.82% |
| Winning Trades |
20 |
Losing Trades |
14 |
| Even Trades |
0 |
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| Avg. Trade Net Proft |
$130.29 |
Ratio Avg. Win:Avg. Loss |
1.33 |
| Avg. Winning Trade |
$469.00 |
Avg. Losing Trade |
($353.57) |
| Largest Winning Trade |
$1,055.00 |
Largest Losing Trade |
($715.00) |
| Largest Winner as % of Gross Profit |
11.25% |
Largest Loser as % of Gross Loss |
40.27% |
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| Max. Consecutive Winning Trades |
6 |
Max. Consecutive Losing Trades |
3 |
| Avg. Bars in Winning Trades |
80.7 |
Avg. Bars in Losing Trades |
82.79 |
| Avg. Bars in Total Trades |
81.56 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,435.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
619.58% |
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| Slct. Net Profit as % of Largest Loss |
619.58% |
Adj. Net Profit as % of Largest Loss |
141.21% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,770.00) |
Value |
($1,435.00) |
| as % of Initial Capital |
n/a |
as % of Initial Capital |
-1.44% |
| Net Profit as % of Drawdown |
250.28% |
Net Profit as % of Drawdown |
308.71% |
| Slct. Net Profit as % of Drawdown |
250.28% |
Slct. Net Profit as % of Drawdown |
308.71% |
| Adj. Net Prof as % of Drawdown |
57.04% |
Adj. Net Prof as % of Drawdown |
70.36% |
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| Max. Trade Drawdown |
($875.00) |
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