| TradeStation Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
$7,950.00 |
$4,737.50 |
$3,212.50 |
| Gross Profit |
$24,675.00 |
$12,937.50 |
$11,737.50 |
| Gross Loss |
($16,725.00) |
($8,200.00) |
($8,525.00) |
| Profit Factor |
1.48 |
1.58 |
1.38 |
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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 |
$7,950.00 |
$4,737.50 |
$3,212.50 |
| Select Gross Profit |
$24,675.00 |
$12,937.50 |
$11,737.50 |
| Select Gross Loss |
($16,725.00) |
($8,200.00) |
($8,525.00) |
| Select Profit Factor |
1.48 |
1.58 |
1.38 |
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| Adjusted Total Net Profit |
$2,184.44 |
$546.99 |
($761.30) |
| Adjusted Gross Profit |
$21,185.43 |
$10,296.64 |
$9,435.59 |
| Adjusted Gross Loss |
($19,000.98) |
($9,749.65) |
($10,196.89) |
| Adjusted Profit Factor |
1.11 |
1.06 |
0.93 |
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| Total Number of Trades |
105 |
53 |
52 |
| Percent Profitable |
47.62% |
45.28% |
50.00% |
| Winning Trades |
50 |
24 |
26 |
| Losing Trades |
54 |
28 |
26 |
| Even Trades |
1 |
1 |
0 |
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| Avg. Trade Net Profit |
$75.71 |
$89.39 |
$61.78 |
| Avg. Winning Trade |
$493.50 |
$539.06 |
$451.44 |
| Avg. Losing Trade |
($309.72) |
($292.86) |
($327.88) |
| Ratio Avg. Win:Avg. Loss |
1.59 |
1.84 |
1.38 |
| Largest Winning Trade |
$1,425.00 |
$1,275.00 |
$1,425.00 |
| Largest Losing Trade |
($900.00) |
($900.00) |
($700.00) |
| Largest Winner as % of Gross Profit |
5.78% |
9.86% |
12.14% |
| Largest Loser as % of Gross Loss |
5.38% |
10.98% |
8.21% |
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| Net Profit as % of Largest Loss |
883.33% |
526.39% |
458.93% |
| Select Net Profit as % of Largest Loss |
883.33% |
526.39% |
458.93% |
| Adjusted Net Profit as % of Largest Loss |
242.72% |
60.78% |
-108.76% |
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| Max. Consecutive Winning Trades |
5 |
4 |
4 |
| Max. Consecutive Losing Trades |
4 |
6 |
3 |
| Avg. Bars in Total Trades |
10.17 |
10.47 |
9.87 |
| Avg. Bars in Winning Trades |
12.56 |
13.25 |
11.92 |
| Avg. Bars in Losing Trades |
7.81 |
7.82 |
7.81 |
| Avg. Bars in Even Trades |
18 |
18 |
0 |
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| Max. Shares/Contracts Held |
2 |
2 |
2 |
| Total Shares/Contracts Held |
180 |
91 |
89 |
| Account Size Required |
$2,050.00 |
$1,425.00 |
$1,775.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
31.80% |
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| Annual Rate of Return |
110.68% |
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| Buy & Hold Return |
-6.76% |
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| Return on Account |
387.80% |
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| Avg. Monthly Return |
$1,987.50 |
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| Std. Deviation of Monthly Return |
$2,315.30 |
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| Return Retracement Ratio |
2.85 |
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| RINA Index |
581.57 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
2 Mths, 30 Dys, 2 Hrs, 54 Mins |
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| Percent of Time in the Market |
4.80% |
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| Time in the Market |
4 Dys, 9 Hrs |
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| Longest Flat Period |
4 Dys, 22 Hrs, 19 Mins |
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| Max. Equity Run-up |
$9,625.00 |
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| Date of Max. Equity Run-up |
9/11/2008 15:13 |
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| Max. Equity Run-up as % of Initial Capital |
38.50% |
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| Max.
Drawdown (Intra-day Peak to Valley) |
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| Value |
($2,675.00) |
($2,150.00) |
($2,250.00) |
| Date |
9/3/2008 15:33 |
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| as % of Initial Capital |
10.70% |
8.60% |
9.00% |
| Net Profit as % of Drawdown |
297.20% |
220.35% |
142.78% |
| Select Net Profit as % of Drawdown |
297.20% |
220.35% |
142.78% |
| Adjusted Net Profit as % of Drawdown |
81.66% |
25.44% |
-33.84% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($2,050.00) |
($1,425.00) |
($1,775.00) |
| Date |
9/4/2008 15:46 |
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| as % of Initial Capital |
8.20% |
5.70% |
7.10% |
| Net Profit as % of Drawdown |
387.80% |
332.46% |
180.99% |
| Select Net Profit as % of Drawdown |
387.80% |
332.46% |
180.99% |
| Adjusted Net Profit as % of Drawdown |
106.56% |
38.39% |
-42.89% |
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| Max. Trade Drawdown |
($925.00) |
($925.00) |
($825.00) |
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| All Trades |
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| Total Net Profit |
$7,950.00 |
Profit Factor |
1.48 |
| Gross Profit |
$24,675.00 |
Gross Loss |
($16,725.00) |
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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 |
$7,950.00 |
Select Profit Factor |
1.48 |
| Select Gross Profit |
$24,675.00 |
Select Gross Loss |
($16,725.00) |
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| Adjusted Total Net Profit |
$2,184.44 |
Adjusted Profit Factor |
1.11 |
| Adjusted Gross Profit |
$21,185.43 |
Adjusted Gross Loss |
($19,000.98) |
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| Total Number of Trades |
105 |
Percent Profitable |
47.62% |
| Winning Trades |
50 |
Losing Trades |
54 |
| Even Trades |
1 |
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| Avg. Trade Net Profit |
$75.71 |
Ratio Avg. Win:Avg. Loss |
1.59 |
| Avg. Winning Trade |
$493.50 |
Avg. Losing Trade |
($309.72) |
| Largest Winning Trade |
$1,425.00 |
Largest Losing Trade |
($900.00) |
| Largest Winner as % of Gross Profit |
5.78% |
Largest Loser as % of Gross Loss |
5.38% |
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| Net Profit as % of Largest Loss |
883.33% |
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| Slct. Net Profit as % of Largest Loss |
883.33% |
Adj. Net Profit as % of Largest Loss |
242.72% |
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| Max. Consecutive Winning Trades |
5 |
Max. Consecutive Losing Trades |
4 |
| Avg. Bars in Winning Trades |
12.56 |
Avg. Bars in Losing Trades |
7.81 |
| Avg. Bars in Total Trades |
10.17 |
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| Max. Shares/Contracts Held |
2 |
Account Size Required |
$2,050.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
31.80% |
Annual Rate of Return |
110.68% |
| Buy and Hold Return |
-6.76% |
Return on Account |
387.80% |
| Avg. Monthly Return |
$1,987.50 |
Std. Deviation of Monthly Return |
$2,315.30 |
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| Return Retracement Ratio |
2.85 |
RINA Index |
581.57 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
2 Mths, 30 Dys, 2 Hrs, 54 Mins |
Percent of Time in the Market |
4.80% |
| Time in the Market |
4 Dys, 9 Hrs |
Longest Flat Period |
4 Dys, 22 Hrs, 19 Mins |
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| Max. Equity Run-up |
$9,625.00 |
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| Date of Max. E. Run-up |
9/11/2008 15:13 |
Max. E. Run-up as % of Initial Capital |
38.50% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($2,675.00) |
Value |
($2,050.00) |
| Date |
9/3/2008 15:33 |
Date |
9/4/2008 15:46 |
| as % of Initial Capital |
10.70% |
as % of Initial Capital |
8.20% |
| Net Profit as % of Drawdown |
297.20% |
Net Profit as % of Drawdown |
387.80% |
| Slct. Net Profit as % of Drawdown |
297.20% |
Slct. Net Profit as % of Drawdown |
387.80% |
| Adj. Net Prof as % of Drawdown |
81.66% |
Adj. Net Profit as % of Drawdown |
106.56% |
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| Max. Trade Drawdown |
($925.00) |
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| Long Trades |
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| Total Net Profit |
$4,737.50 |
Profit Factor |
1.58 |
| Gross Profit |
$12,937.50 |
Gross Loss |
($8,200.00) |
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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 |
$4,737.50 |
Select Profit Factor |
1.58 |
| Select Gross Profit |
$12,937.50 |
Select Gross Loss |
($8,200.00) |
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| Adjusted Total Net Profit |
$546.99 |
Adjusted Profit Factor |
1.06 |
| Adjusted Gross Profit |
$10,296.64 |
Adjusted Gross Loss |
($9,749.65) |
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| Total Number of Trades |
53 |
Percent Profitable |
45.28% |
| Winning Trades |
24 |
Losing Trades |
28 |
| Even Trades |
1 |
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| Avg. Trade Net Profit |
$89.39 |
Ratio Avg. Win:Avg. Loss |
1.84 |
| Avg. Winning Trade |
$539.06 |
Avg. Losing Trade |
($292.86) |
| Largest Winning Trade |
$1,275.00 |
Largest Losing Trade |
($900.00) |
| Largest Winner as % of Gross Profit |
9.86% |
Largest Loser as % of Gross Loss |
10.98% |
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| Max. Consecutive Winning Trades |
4 |
Max. Consecutive Losing Trades |
6 |
| Avg. Bars in Winning Trades |
13.25 |
Avg. Bars in Losing Trades |
7.82 |
| Avg. Bars in Total Trades |
10.47 |
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| Max. Shares/Contracts Held |
2 |
Account Size Required |
$1,425.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
526.39% |
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| Slct. Net Profit as % of Largest Loss |
526.39% |
Adj. Net Profit as % of Largest Loss |
60.78% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($2,150.00) |
Value |
($1,425.00) |
| as % of Initial Capital |
8.60% |
as % of Initial Capital |
5.70% |
| Net Profit as % of Drawdown |
220.35% |
Net Profit as % of Drawdown |
332.46% |
| Slct. Net Profit as % of Drawdown |
220.35% |
Slct. Net Profit as % of Drawdown |
332.46% |
| Adj. Net Prof as % of Drawdown |
25.44% |
Adj. Net Profit as % of Drawdown |
332.46% |
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| Max. Trade Drawdown |
($925.00) |
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| Short Trades |
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| Total Net Profit |
$3,212.50 |
Profit Factor |
1.38 |
| Gross Profit |
$11,737.50 |
Gross Loss |
($8,525.00) |
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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 |
$3,212.50 |
Select Profit Factor |
1.38 |
| Select Gross Profit |
$11,737.50 |
Select Gross Loss |
($8,525.00) |
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| Adjusted Total Net Profit |
($761.30) |
Adjusted Profit Factor |
0.93 |
| Adjusted Gross Profit |
$9,435.59 |
Adjusted Gross Loss |
($10,196.89) |
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| Total Number of Trades |
52 |
Percent Profitable |
50.00% |
| Winning Trades |
26 |
Losing Trades |
26 |
| Even Trades |
0 |
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| Avg. Trade Net Proft |
$61.78 |
Ratio Avg. Win:Avg. Loss |
1.38 |
| Avg. Winning Trade |
$451.44 |
Avg. Losing Trade |
($327.88) |
| Largest Winning Trade |
$1,425.00 |
Largest Losing Trade |
($700.00) |
| Largest Winner as % of Gross Profit |
12.14% |
Largest Loser as % of Gross Loss |
10.98% |
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| Max. Consecutive Winning Trades |
4 |
Max. Consecutive Losing Trades |
3 |
| Avg. Bars in Winning Trades |
11.92 |
Avg. Bars in Losing Trades |
7.81 |
| Avg. Bars in Total Trades |
9.87 |
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| Max. Shares/Contracts Held |
2 |
Account Size Required |
$1,775.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
458.93% |
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| Slct. Net Profit as % of Largest Loss |
458.93% |
Adj. Net Profit as % of Largest Loss |
-108.76% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($2,250.00) |
Value |
($1,775.00) |
| as % of Initial Capital |
9.00% |
as % of Initial Capital |
7.10% |
| Net Profit as % of Drawdown |
142.78% |
Net Profit as % of Drawdown |
180.99% |
| Slct. Net Profit as % of Drawdown |
142.78% |
Slct. Net Profit as % of Drawdown |
180.99% |
| Adj. Net Prof as % of Drawdown |
-33.84% |
Adj. Net Prof as % of Drawdown |
-42.89% |
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| Max. Trade Drawdown |
($825.00) |
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