| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
55 |
31 |
24 |
| Avg. Trade Net Profit |
$107.27 |
$374.03 |
($237.29) |
| 1 Std. Deviation of Avg. Trade |
$421.89 |
$312.32 |
$266.18 |
| Avg. Trade + 1 Std. Deviation |
$529.16 |
$686.35 |
$28.89 |
| Avg. Trade - 1 Std. Deviation |
($314.61) |
$61.71 |
($503.48) |
| Coefficient of Variation |
393.28% |
83.50% |
112.18% |
|
| Time Averages |
|
| Avg. Time in Trades |
6 Hrs, 6 Mins |
6 Hrs, 2 Mins |
6 Hrs, 10 Mins |
| Avg. Time Between Trades |
1 Dy, 8 Hrs, 7 Mins |
2 Dys, 14 Hrs, 45 Mins |
3 Dys, 2 Hrs |
| Avg. Time Between Trade Profit Peaks |
n/a |
|
|
| Outliers |
Total |
Positive |
Negative |
| Number of Outliers |
2 |
1 |
1 |
| Outlier Profit/Loss |
$295.00 |
$1,455.00 |
($1,160.00) |
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
| Max. Value |
|
$1,580.00 |
($1,180.00) |
| Max. Value Date |
|
3/17/2003 |
4/7/2003 |
| Avg. Value |
|
$373.27 |
($250.18) |
| 1 Std. Deviation |
|
$286.66 |
$228.23 |
| Avg. + 1Std. Deviation |
|
$659.93 |
($21.95) |
| Avg. - 1Std. Deviation |
|
$86.62 |
($478.41) |
| Coefficient of Variation |
|
76.80% |
91.23% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
16.21% |
58.64% |
57.57% |
| 1 Std. Deviation |
51.15% |
29.58% |
28.88% |
| Avg. + 1Std. Deviation |
67.36% |
88.22% |
86.44% |
| Avg. - 1Std. Deviation |
-34.94% |
29.07% |
28.69% |
| Coefficient of Variation |
315.59% |
50.43% |
50.16% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$1,455.00 |
($1,160.00) |
| Largest
Profit/Loss as % of Gross |
12.55% |
20.37% |
| Largest
Consec. Profit/Loss |
$2,130.00 |
($2,275.00) |
| Largest
Consec. Profit/Loss as % of Gross |
18.37% |
39.95% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
6 |
$408.33 |
($193.33) |
| 2 |
5 |
$378.00 |
($32.50) |
| 3 |
2 |
$482.50 |
($592.50) |
| 4 |
1 |
$342.50 |
($220.00) |
| 5 |
1 |
$220.00 |
($300.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
6 |
($148.33) |
$397.50 |
| 2 |
6 |
($179.58) |
$248.33 |
| 3 |
2 |
($441.67) |
$545.00 |
|
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