| TradeStation Trade
Analysis |
|
|
|
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
105 |
50 |
54 |
|
| Avg. Trade Net Profit |
$75.71 |
$493.50 |
($309.72) |
|
| 1 Std. Deviation of Avg. Trade |
$497.49 |
$371.71 |
$204.41 |
|
| Avg. Trade + 1 Std. Deviation |
$573.21 |
$865.21 |
($105.31) |
|
| Avg. Trade - 1 Std. Deviation |
($421.78) |
$121.79 |
($514.14) |
|
| Coefficient of Variation |
657.07% |
75.32% |
66.00% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
1 Hr |
1 Hr, 11 Mins, 38 secs |
48 Mins, 38 secs |
|
| Avg. Time Between Trades |
1 Dy, 10 Hrs, 6 Mins, 3 secs |
1 Dy, 19 Hrs, 22 Mins, 36 secs |
1 Dy, 14 Hrs, 34 Mins, 59 secs |
| Avg. Time Between Trade Profit Peaks |
12 Dys, 17 Hrs, 9 Mins |
|
|
| 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 |
|
$2,400.00 |
($925.00) |
|
| Max. Value Date |
|
7/11/2008 |
7/10/2008 |
|
| Avg. Value |
|
$451.31 |
($288.21) |
|
| 1 Std. Deviation |
|
$415.15 |
$207.51 |
|
| Avg. + 1 Std. Deviation |
|
$866.46 |
($80.71) |
|
| Avg. - 1 Std. Deviation |
|
$36.16 |
($495.72) |
|
| Coefficient
of Variation |
91.99% |
72.00% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
-1.43% |
54.46% |
44.11% |
|
| 1 Std. Deviation |
59.10% |
31.43% |
34.76% |
|
| Avg. + 1 Std. Deviation |
57.67% |
85.89% |
78.88% |
|
| Avg. - 1 Std. Deviation |
-60.53% |
23.02% |
9.35% |
|
| Coefficient of Variation |
4135.53% |
57.72% |
78.81% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$1,425.00 |
($900.00) |
|
| Largest
Profit/Loss as % of Gross |
5.78% |
5.38% |
|
| Largest
Consec. Profit/Loss |
$3,200.00 |
($1,975.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
12.97% |
11.81% |
|
| Winning Series |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
21 |
$465.48 |
($288.10) |
|
| 2 |
3 |
$616.67 |
($466.67) |
|
| 3 |
2 |
$508.33 |
($325.00) |
|
| 4 |
3 |
$412.50 |
($200.00) |
|
| 5 |
1 |
$640.00 |
$0.00 |
|
| Losing Series |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
15 |
($290.83) |
$461.67 |
|
| 2 |
8 |
($362.50) |
$400.00 |
|
| 3 |
5 |
($274.17) |
$512.50 |
|
| 4 |
2 |
($306.25) |
$293.75 |
|
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