| TradeStation Strategy Performance Summary
Spectrum SA Intraday System Dow E Mini September 2002 Contract |
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
62 |
34 |
28 |
|
| Avg. Trade Net Profit |
$19.60 |
$546.18 |
($619.82) |
|
| 1 Std. Deviation of Avg. Trade |
$736.37 |
$508.90 |
$367.92 |
|
| Avg. Trade + 1 Std. Deviation |
$755.97 |
$1,055.07 |
($251.90) |
|
| Avg. Trade - 1 Std. Deviation |
($716.77) |
$37.28 |
($987.74) |
|
| Coefficient of Variation |
3757.61% |
93.17% |
59.36% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
6 Hrs, 40 Mins |
6 Hrs, 47 Mins |
6 Hrs, 31 Mins |
|
| Avg. Time Between Trades |
1 Dy, 5 Hrs, 29 Mins |
2 Dys, 11 Hrs, 24 Mins |
3 Dys, 2 Hrs, 18 Mins |
|
| Avg. Time Between Trade Profit Peaks |
10 Dys, 6 Hrs |
|
|
| Outliers |
Total |
Positive |
Negative |
|
| Number of Outliers |
1 |
1 |
0 |
|
| Outlier Profit/Loss |
$2,535.00 |
$2,535.00 |
$0.00 |
|
| |
|
| Run-Up/Drawdown |
|
Run-Up |
Drawdown |
|
| Max. Value |
|
$2,750.00 |
($1,800.00) |
|
| Max. Value Date |
|
7/24/2002 |
7/10/2002 |
|
| Avg. Value |
|
$541.53 |
($567.50) |
|
| 1 Std. Deviation |
|
$467.18 |
$433.91 |
|
| Avg. + 1Std. Deviation |
|
$1,008.71 |
($133.59) |
|
| Avg. - 1Std. Deviation |
|
$74.36 |
($1,001.41) |
|
| Coefficient of Variation |
|
86.27% |
76.46% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
2.89% |
49.00% |
53.89% |
|
| 1 Std. Deviation |
56.94% |
30.30% |
33.61% |
|
| Avg. + 1Std. Deviation |
59.82% |
79.30% |
87.50% |
|
| Avg. - 1Std. Deviation |
-54.05% |
18.70% |
20.27% |
|
| Coefficient of Variation |
1973.57% |
61.84% |
62.38% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$2,535.00 |
($1,690.00) |
|
| Largest
Profit/Loss as % of Gross |
13.65% |
9.74% |
|
| Largest
Consec. Profit/Loss |
$2,735.00 |
($2,205.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
14.73% |
12.71% |
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
13 |
$642.31 |
($640.42) |
|
| 2 |
4 |
$603.75 |
($403.75) |
|
| 4 |
2 |
$331.88 |
($805.00) |
|
| 5 |
1 |
$547.00 |
($195.00) |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
14 |
($583.93) |
$561.07 |
|
| 2 |
5 |
($713.00) |
$804.00 |
|
| 4 |
1 |
($512.50) |
$1,310.00 |
|
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