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