| TradeStation Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
($737.50) |
($1,662.50) |
$925.00 |
| Gross Profit |
$9,112.50 |
$4,037.50 |
$5,075.00 |
| Gross Loss |
($9,850.00) |
($5,700.00) |
($4,150.00) |
| Profit Factor |
0.93 |
0.71 |
1.22 |
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|
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| Roll Over Credit |
$0.00 |
$0.00 |
$0.00 |
| Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
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| Select Total Net Profit |
($737.50) |
($1,662.50) |
$925.00 |
| Select Gross Profit |
$9,112.50 |
$4,037.50 |
$5,075.00 |
| Select Gross Loss |
($9,850.00) |
($5,700.00) |
($4,150.00) |
| Select Profit Factor |
0.93 |
0.71 |
1.22 |
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| Adjusted Total Net Profit |
($3,532.00) |
($3,718.94) |
($966.73) |
| Adjusted Gross Profit |
$7,634.26 |
$3,058.26 |
$3,967.54 |
| Adjusted Gross Loss |
($11,166.26) |
($6,777.20) |
($4,934.28) |
| Adjusted Profit Factor |
0.68 |
0.45 |
0.8 |
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| Total Number of Trades |
96 |
46 |
50 |
| Percent Profitable |
39.58% |
36.96% |
42.00% |
| Winning Trades |
38 |
17 |
21 |
| Losing Trades |
56 |
28 |
28 |
| Even Trades |
2 |
1 |
1 |
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| Avg. Trade Net Profit |
($7.68) |
($36.14) |
$18.50 |
| Avg. Winning Trade |
$239.80 |
$237.50 |
$241.67 |
| Avg. Losing Trade |
($175.89) |
($203.57) |
($148.21) |
| Ratio Avg. Win:Avg. Loss |
1.36 |
1.17 |
1.63 |
| Largest Winning Trade |
$537.50 |
$537.50 |
$537.50 |
| Largest Losing Trade |
($450.00) |
($450.00) |
($362.50) |
| Largest Winner as % of Gross Profit |
5.90% |
13.31% |
10.59% |
| Largest Loser as % of Gross Loss |
4.57% |
7.89% |
8.73% |
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| Net Profit as % of Largest Loss |
-163.89% |
-369.44% |
255.17% |
| Select Net Profit as % of Largest Loss |
-163.89% |
-369.44% |
255.17% |
| Adjusted Net Profit as % of Largest Loss |
-784.89% |
-826.43% |
-266.68% |
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| Max. Consecutive Winning Trades |
5 |
3 |
4 |
| Max. Consecutive Losing Trades |
4 |
4 |
7 |
| Avg. Bars in Total Trades |
8.77 |
8.02 |
9.46 |
| Avg. Bars in Winning Trades |
10.87 |
9.82 |
11.71 |
| Avg. Bars in Losing Trades |
7.43 |
7.11 |
7.75 |
| Avg. Bars in Even Trades |
6.5 |
3 |
10 |
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| Max. Shares/Contracts Held |
1 |
1 |
1 |
| Total Shares/Contracts Held |
96 |
46 |
50 |
| Account Size Required |
$1,687.50 |
$1,900.00 |
$1,000.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
-2.95% |
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| Annual Rate of Return |
-13.40% |
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| Buy & Hold Return |
-1.23% |
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| Return on Account |
-43.70% |
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| Avg. Monthly Return |
($184.38) |
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| Std. Deviation of Monthly Return |
$761.67 |
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| Return Retracement Ratio |
-1.2 |
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| RINA Index |
-84.9 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
2 Mths, 18 Dys, 5 Hrs, 40 Mins |
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| Percent of Time in the Market |
5.16% |
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| Time in the Market |
4 Dys, 2 Hrs, 10 Mins |
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| Longest Flat Period |
3 Dys, 22 Hrs, 20 Mins |
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| Max. Equity Run-up |
$2,062.50 |
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| Date of Max. Equity Run-up |
6/4/2008 14:57 |
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| Max. Equity Run-up as % of Initial Capital |
8.25% |
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| Max.
Drawdown (Intra-day Peak to Valley) |
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| Value |
($1,937.50) |
($1,987.50) |
($1,237.50) |
| Date |
6/11/2008 15:43 |
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| as % of Initial Capital |
7.75% |
7.95% |
4.95% |
| Net Profit as % of Drawdown |
-38.06% |
-83.65% |
74.75% |
| Select Net Profit as % of Drawdown |
-38.06% |
-83.65% |
74.75% |
| Adjusted Net Profit as % of Drawdown |
-182.30% |
-187.12% |
-78.12% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($1,687.50) |
($1,900.00) |
($1,000.00) |
| Date |
5/5/2008 15:48 |
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| as % of Initial Capital |
6.75% |
7.60% |
4.00% |
| Net Profit as % of Drawdown |
-43.70% |
-87.50% |
92.50% |
| Select Net Profit as % of Drawdown |
-43.70% |
-87.50% |
92.50% |
| Adjusted Net Profit as % of Drawdown |
-209.30% |
-195.73% |
-96.67% |
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| Max. Trade Drawdown |
($487.50) |
($487.50) |
($462.50) |
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| All Trades |
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| Total Net Profit |
($737.50) |
Profit Factor |
0.93 |
| Gross Profit |
$9,112.50 |
Gross Loss |
($9,850.00) |
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| Roll Over Credit |
$0.00 |
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| Open Position Profit/Loss |
$0.00 |
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|
| Select Total Net Profit |
($737.50) |
Select Profit Factor |
0.93 |
| Select Gross Profit |
$9,112.50 |
Select Gross Loss |
($9,850.00) |
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| Adjusted Total Net Profit |
($3,532.00) |
Adjusted Profit Factor |
0.68 |
| Adjusted Gross Profit |
$7,634.26 |
Adjusted Gross Loss |
($11,166.26) |
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| Total Number of Trades |
96 |
Percent Profitable |
39.58% |
| Winning Trades |
38 |
Losing Trades |
56 |
| Even Trades |
2 |
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| Avg. Trade Net Profit |
($7.68) |
Ratio Avg. Win:Avg. Loss |
1.36 |
| Avg. Winning Trade |
$239.80 |
Avg. Losing Trade |
($175.89) |
| Largest Winning Trade |
$537.50 |
Largest Losing Trade |
($450.00) |
| Largest Winner as % of Gross Profit |
5.90% |
Largest Loser as % of Gross Loss |
4.57% |
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| Net Profit as % of Largest Loss |
-163.89% |
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| Slct. Net Profit as % of Largest Loss |
-163.89% |
Adj. Net Profit as % of Largest Loss |
-784.89% |
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| Max. Consecutive Winning Trades |
5 |
Max. Consecutive Losing Trades |
4 |
| Avg. Bars in Winning Trades |
10.87 |
Avg. Bars in Losing Trades |
7.43 |
| Avg. Bars in Total Trades |
8.77 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,687.50 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
-2.95% |
Annual Rate of Return |
-13.40% |
| Buy and Hold Return |
-1.23% |
Return on Account |
-43.70% |
| Avg. Monthly Return |
($184.38) |
Std. Deviation of Monthly Return |
$761.67 |
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| Return Retracement Ratio |
-1.2 |
RINA Index |
-84.9 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
2 Mths, 18 Dys, 5 Hrs, 40 Mins |
Percent of Time in the Market |
5.16% |
| Time in the Market |
4 Dys, 2 Hrs, 10 Mins |
Longest Flat Period |
3 Dys, 22 Hrs, 20 Mins |
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| Max. Equity Run-up |
$2,062.50 |
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| Date of Max. E. Run-up |
6/4/2008 14:57 |
Max. E. Run-up as % of Initial Capital |
8.25% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,937.50) |
Value |
($1,687.50) |
| Date |
6/11/2008 15:43 |
Date |
5/5/2008 15:48 |
| as % of Initial Capital |
7.75% |
as % of Initial Capital |
6.75% |
| Net Profit as % of Drawdown |
-38.06% |
Net Profit as % of Drawdown |
-43.70% |
| Slct. Net Profit as % of Drawdown |
-38.06% |
Slct. Net Profit as % of Drawdown |
-43.70% |
| Adj. Net Prof as % of Drawdown |
-182.30% |
Adj. Net Profit as % of Drawdown |
-209.30% |
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| Max. Trade Drawdown |
($487.50) |
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| Long Trades |
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| Total Net Profit |
($1,662.50) |
Profit Factor |
0.71 |
| Gross Profit |
$4,037.50 |
Gross Loss |
($5,700.00) |
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| Roll Over Credit |
$0.00 |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
($1,662.50) |
Select Profit Factor |
0.71 |
| Select Gross Profit |
$4,037.50 |
Select Gross Loss |
($5,700.00) |
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| Adjusted Total Net Profit |
($3,718.94) |
Adjusted Profit Factor |
0.45 |
| Adjusted Gross Profit |
$3,058.26 |
Adjusted Gross Loss |
($6,777.20) |
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| Total Number of Trades |
46 |
Percent Profitable |
36.96% |
| Winning Trades |
17 |
Losing Trades |
28 |
| Even Trades |
1 |
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| Avg. Trade Net Profit |
($36.14) |
Ratio Avg. Win:Avg. Loss |
1.17 |
| Avg. Winning Trade |
$237.50 |
Avg. Losing Trade |
($203.57) |
| Largest Winning Trade |
$537.50 |
Largest Losing Trade |
($450.00) |
| Largest Winner as % of Gross Profit |
13.31% |
Largest Loser as % of Gross Loss |
7.89% |
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| Max. Consecutive Winning Trades |
3 |
Max. Consecutive Losing Trades |
4 |
| Avg. Bars in Winning Trades |
9.82 |
Avg. Bars in Losing Trades |
7.11 |
| Avg. Bars in Total Trades |
8.02 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,900.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
-369.44% |
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| Slct. Net Profit as % of Largest Loss |
-369.44% |
Adj. Net Profit as % of Largest Loss |
-826.43% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,987.50) |
Value |
($1,900.00) |
| as % of Initial Capital |
7.95% |
as % of Initial Capital |
7.60% |
| Net Profit as % of Drawdown |
-83.65% |
Net Profit as % of Drawdown |
-87.50% |
| Slct. Net Profit as % of Drawdown |
-83.65% |
Slct. Net Profit as % of Drawdown |
-87.50% |
| Adj. Net Prof as % of Drawdown |
-187.12% |
Adj. Net Profit as % of Drawdown |
-87.50% |
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| Max. Trade Drawdown |
($487.50) |
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| Short Trades |
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| Total Net Profit |
$925.00 |
Profit Factor |
1.22 |
| Gross Profit |
$5,075.00 |
Gross Loss |
($4,150.00) |
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| Roll Over Credit |
$0.00 |
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| Open Position Profit/Loss |
$0.00 |
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| Select Total Net Profit |
$925.00 |
Select Profit Factor |
1.22 |
| Select Gross Profit |
$5,075.00 |
Select Gross Loss |
($4,150.00) |
|
| Adjusted Total Net Profit |
($966.73) |
Adjusted Profit Factor |
0.8 |
| Adjusted Gross Profit |
$3,967.54 |
Adjusted Gross Loss |
($4,934.28) |
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| Total Number of Trades |
50 |
Percent Profitable |
42.00% |
| Winning Trades |
21 |
Losing Trades |
28 |
| Even Trades |
1 |
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| Avg. Trade Net Proft |
$18.50 |
Ratio Avg. Win:Avg. Loss |
1.63 |
| Avg. Winning Trade |
$241.67 |
Avg. Losing Trade |
($148.21) |
| Largest Winning Trade |
$537.50 |
Largest Losing Trade |
($362.50) |
| Largest Winner as % of Gross Profit |
10.59% |
Largest Loser as % of Gross Loss |
7.89% |
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| Max. Consecutive Winning Trades |
4 |
Max. Consecutive Losing Trades |
7 |
| Avg. Bars in Winning Trades |
11.71 |
Avg. Bars in Losing Trades |
7.75 |
| Avg. Bars in Total Trades |
9.46 |
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| Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,000.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
255.17% |
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| Slct. Net Profit as % of Largest Loss |
255.17% |
Adj. Net Profit as % of Largest Loss |
-266.68% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($1,237.50) |
Value |
($1,000.00) |
| as % of Initial Capital |
4.95% |
as % of Initial Capital |
4.00% |
| Net Profit as % of Drawdown |
74.75% |
Net Profit as % of Drawdown |
92.50% |
| Slct. Net Profit as % of Drawdown |
74.75% |
Slct. Net Profit as % of Drawdown |
92.50% |
| Adj. Net Prof as % of Drawdown |
-78.12% |
Adj. Net Prof as % of Drawdown |
-96.67% |
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| Max. Trade Drawdown |
($462.50) |
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