TradeStation Trade Analysis
  All Trades Winners Losers
Total Number of Trades 96 38 56
Avg. Trade Net Profit ($7.68) $239.80 ($175.89)
1 Std. Deviation of Avg. Trade $239.05 $159.89 $101.88
Avg. Trade + 1 Std. Deviation $231.37 $399.69 ($74.01)
Avg. Trade - 1 Std. Deviation ($246.73) $79.91 ($277.77)
Coefficient of Variation 3111.73% 66.68% 57.92%
Time Averages
Avg. Time in Trades 1 Hr, 1 Min, 21 secs 1 Hr, 8 Mins, 43 secs 56 Mins, 41 secs
Avg. Time Between Trades 1 Dy, 8 Hrs, 8 Mins, 13 secs 2 Dys, 1 Hr, 25 Mins, 47 secs 1 Dy, 9 Hrs, 6 Mins, 16 secs
Avg. Time Between Trade Profit Peaks 2 Dys, 20 secs
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 ($487.50)
Max. Value Date 5/7/2008 4/2/2008
Avg. Value $195.18 ($169.53)
1 Std. Deviation $182.91 $108.23
Avg. + 1 Std. Deviation $378.09 ($61.30)
Avg. - 1 Std. Deviation $12.27 ($277.76)
Coefficient of Variation 93.71% 63.84%
 
Efficiency Analysis Total Entry Exit
Avg. Efficiency -11.48% 48.32% 40.20%
1 Std. Deviation 57.92% 30.19% 34.88%
Avg. + 1 Std. Deviation 46.44% 78.51% 75.08%
Avg. - 1 Std. Deviation -69.40% 18.13% 5.33%
Coefficient of Variation 504.68% 62.47% 86.75%
 TradeStation Trade Series Analysis
Winners Losers
Largest Profit/Loss $537.50 ($450.00)
Largest Profit/Loss as % of Gross 5.90% 4.57%
Largest Consec. Profit/Loss $1,462.50 ($862.50)
Largest Consec. Profit/Loss as % of Gross 16.05% 8.76%
Winning Series Number of Series Avg. Gain per Series Avg. Loss Next Trade
1 14 $219.64 ($163.39)
2 8 $258.59 ($189.29)
3 1 $145.83 ($250.00)
5 1 $292.50 ($162.50)
Losing Series Number of Series Avg. Loss per Series Avg. Gain Next Trade
1 12 ($151.04) $184.38
2 4 ($218.75) $184.38
3 4 ($198.96) $137.50
4 6 ($162.50) $216.67