| 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 |
|
|
|
|
|
|