| TradeStation Trade
Analysis |
|
|
| |
All Trades |
Winners |
Losers |
| Total Number of Trades |
37 |
20 |
17 |
| Avg. Trade Net Profit |
$53.78 |
$289.25 |
($223.24) |
| 1 Std. Deviation of Avg. Trade |
$318.12 |
$193.20 |
$180.39 |
| Avg. Trade + 1 Std. Deviation |
$371.91 |
$482.45 |
($42.85) |
| Avg. Trade - 1 Std. Deviation |
($264.34) |
$96.05 |
($403.62) |
| Coefficient of Variation |
591.48% |
66.79% |
80.81% |
|
| Time Averages |
|
| Avg. Time in Trades |
5 Hrs, 45 Mins |
6 Hrs, 39 Mins |
4 Hrs, 42 Mins |
| Avg. Time Between Trades |
1 Dy, 3 Hrs, 24 Mins |
2 Dys, 54 Mins |
2 Dys, 1 Hr, 25 Mins |
| Avg. Time Between Trade Profit Peaks |
11 Dys, 8 Hrs |
|
|
| 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 |
|
$825.00 |
($760.00) |
| Max. Value Date |
|
8/5/2003 |
7/24/2003 |
| Avg. Value |
|
$299.46 |
($238.24) |
| 1 Std. Deviation |
|
$227.31 |
$197.48 |
| Avg. + 1Std. Deviation |
|
$526.77 |
($40.76) |
| Avg. - 1Std. Deviation |
|
$72.15 |
($435.73) |
| Coefficient of Variation |
|
75.91% |
82.89% |
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
| Avg. Efficiency |
0.83% |
51.03% |
49.80% |
| 1 Std. Deviation |
58.73% |
32.17% |
34.25% |
| Avg. + 1Std. Deviation |
59.56% |
83.20% |
84.05% |
| Avg. - 1Std. Deviation |
-57.91% |
18.86% |
15.54% |
| Coefficient of Variation |
7101.81% |
63.04% |
68.79% |
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
| Largest Profit/Loss |
|
$810.00 |
($760.00) |
| Largest
Profit/Loss as % of Gross |
14.00% |
20.03% |
| Largest
Consec. Profit/Loss |
$1,680.00 |
($840.00) |
| Largest
Consec. Profit/Loss as % of Gross |
29.04% |
22.13% |
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
| 1 |
6 |
$273.33 |
($238.00) |
| 2 |
1 |
$330.00 |
($235.00) |
| 3 |
1 |
$221.67 |
($105.00) |
| 4 |
1 |
$285.00 |
($220.00) |
| 5 |
1 |
$336.00 |
($440.00) |
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
| 1 |
4 |
($130.00) |
$378.75 |
| 2 |
3 |
($280.83) |
$346.67 |
| 3 |
1 |
($250.00) |
$105.00 |
| 4 |
1 |
($210.00) |
$340.00 |
|
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