| TradeStation Strategy Performance Summary
Spectrum SA Intraday System Dow E Mini June 2002 Contract |
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
43 |
24 |
19 |
|
| Avg. Trade Net Profit |
$86.86 |
$470.00 |
($397.11) |
|
| 1 Std. Deviation of Avg. Trade |
$507.38 |
$270.27 |
$253.72 |
|
| Avg. Trade + 1 Std. Deviation |
$594.24 |
$740.27 |
($143.38) |
|
| Avg. Trade - 1 Std. Deviation |
($420.52) |
$199.73 |
($650.83) |
|
| Coefficient of Variation |
584.13% |
57.50% |
63.89% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
6 Hrs, 55 Mins |
6 Hrs, 56 Mins |
6 Hrs, 52 Mins |
|
| Avg. Time Between Trades |
1 Dy, 5 Hrs, 4 Mins |
2 Dys, 10 Hrs, 46 Mins |
3 Dys, 2 Hrs, 28 Mins |
|
| Avg. Time Between Trade Profit Peaks |
53 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 |
|
$1,125.00 |
($1,120.00) |
|
| Max. Value Date |
|
6/6/2002 |
6/11/2002 |
|
| Avg. Value |
|
$417.67 |
($305.47) |
|
| 1 Std. Deviation |
|
$295.81 |
$287.58 |
|
| Avg. + 1Std. Deviation |
|
$713.48 |
($17.89) |
|
| Avg. - 1Std. Deviation |
|
$121.87 |
($593.04) |
|
| Coefficient of Variation |
|
70.82% |
94.14% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
14.08% |
58.14% |
55.94% |
|
| 1 Std. Deviation |
60.46% |
33.40% |
33.14% |
|
| Avg. + 1Std. Deviation |
74.54% |
91.55% |
89.08% |
|
| Avg. - 1Std. Deviation |
-46.37% |
24.74% |
22.81% |
|
| Coefficient of Variation |
429.28% |
57.45% |
59.23% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$1,055.00 |
($1,045.00) |
|
| Largest
Profit/Loss as % of Gross |
9.35% |
13.85% |
|
| Largest
Consec. Profit/Loss |
$1,840.00 |
($2,450.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
16.31% |
32.47% |
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
5 |
$714.00 |
($355.00) |
|
| 2 |
2 |
$482.50 |
($352.50) |
|
| 3 |
2 |
$355.00 |
($270.00) |
|
| 4 |
1 |
$452.50 |
($50.00) |
|
| 5 |
1 |
$368.00 |
($205.00) |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
5 |
($166.00) |
$634.00 |
|
| 2 |
2 |
($327.50) |
$667.50 |
|
| 3 |
2 |
($492.50) |
$332.50 |
|
| 4 |
1 |
($612.50) |
$425.00 |
|
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