| TradeStation Performance Summary |
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All Trades |
Long Trades |
Short Trades |
| Total Net Profit |
$4,275.00 |
$4,725.00 |
($450.00) |
| Gross Profit |
$10,200.00 |
$7,700.00 |
$2,500.00 |
| Gross Loss |
($5,925.00) |
($2,975.00) |
($2,950.00) |
| Profit Factor |
1.72 |
2.59 |
0.85 |
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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 |
$4,275.00 |
$4,725.00 |
($450.00) |
| Select Gross Profit |
$10,200.00 |
$7,700.00 |
$2,500.00 |
| Select Gross Loss |
($5,925.00) |
($2,975.00) |
($2,950.00) |
| Select Profit Factor |
1.72 |
2.59 |
0.85 |
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| Adjusted Total Net Profit |
($1,204.89) |
($206.04) |
($3,097.71) |
| Adjusted Gross Profit |
$6,593.76 |
$4,256.46 |
$1,056.62 |
| Adjusted Gross Loss |
($7,798.65) |
($4,462.50) |
($4,154.33) |
| Adjusted Profit Factor |
0.85 |
0.95 |
0.25 |
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| Total Number of Trades |
18 |
9 |
9 |
| Percent Profitable |
44.44% |
55.56% |
33.33% |
| Winning Trades |
8 |
5 |
3 |
| Losing Trades |
10 |
4 |
6 |
| Even Trades |
0 |
0 |
0 |
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| Avg. Trade Net Profit |
$237.50 |
$525.00 |
($50.00) |
| Avg. Winning Trade |
$1,275.00 |
$1,540.00 |
$833.33 |
| Avg. Losing Trade |
($592.50) |
($743.75) |
($491.67) |
| Ratio Avg. Win:Avg. Loss |
2.15 |
2.07 |
1.69 |
| Largest Winning Trade |
$4,150.00 |
$4,150.00 |
$1,300.00 |
| Largest Losing Trade |
($1,350.00) |
($1,350.00) |
($1,300.00) |
| Largest Winner as % of Gross Profit |
40.69% |
53.90% |
52.00% |
| Largest Loser as % of Gross Loss |
22.78% |
45.38% |
44.07% |
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| Net Profit as % of Largest Loss |
316.67% |
350.00% |
-34.62% |
| Select Net Profit as % of Largest Loss |
316.67% |
350.00% |
-34.62% |
| Adjusted Net Profit as % of Largest Loss |
-89.25% |
-15.26% |
-238.29% |
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| Max. Consecutive Winning Trades |
3 |
2 |
1 |
| Max. Consecutive Losing Trades |
3 |
2 |
3 |
| Avg. Bars in Total Trades |
15.28 |
18.89 |
11.67 |
| Avg. Bars in Winning Trades |
25.5 |
28.6 |
20.33 |
| Avg. Bars in Losing Trades |
7.1 |
6.75 |
7.33 |
| Avg. Bars in Even Trades |
0 |
0 |
0 |
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| Max. Shares/Contracts Held |
2 |
2 |
2 |
| Total Shares/Contracts Held |
36 |
18 |
18 |
| Account Size Required |
$3,050.00 |
$1,750.00 |
$1,750.00 |
| Total Slippage |
$0.00 |
$0.00 |
$0.00 |
| Total Commission |
$0.00 |
$0.00 |
$0.00 |
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| Return on Initial Capital |
17.10% |
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| Annual Rate of Return |
703.62% |
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| Buy & Hold Return |
0.83% |
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| Return on Account |
140.16% |
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| Avg. Monthly Return |
$4,275.00 |
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| Std. Deviation of Monthly Return |
n/a |
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| Return Retracement Ratio |
n/a |
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| RINA Index |
115.16 |
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| Sharpe Ratio |
n/a |
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| K-Ratio |
n/a |
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| Trading Period |
8 Dys, 4 Hrs, 40 Mins |
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| Percent of Time in the Market |
6.12% |
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| Time in the Market |
12 Hrs, 2 Mins |
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| Longest Flat Period |
2 Dys, 22 Hrs, 16 Mins |
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| Max. Equity Run-up |
$6,200.00 |
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| Date of Max. Equity Run-up |
9/19/2008 15:22 |
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| Max. Equity Run-up as % of Initial Capital |
24.80% |
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| Max.
Drawdown (Intra-day Peak to Valley) |
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| Value |
($4,875.00) |
($3,575.00) |
($3,200.00) |
| Date |
9/18/2008 14:56 |
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| as % of Initial Capital |
19.50% |
14.30% |
12.80% |
| Net Profit as % of Drawdown |
87.69% |
132.17% |
-14.06% |
| Select Net Profit as % of Drawdown |
87.69% |
132.17% |
-14.06% |
| Adjusted Net Profit as % of Drawdown |
-24.72% |
-5.76% |
-96.80% |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($3,050.00) |
($1,750.00) |
($1,750.00) |
| Date |
9/18/2008 14:49 |
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| as % of Initial Capital |
12.20% |
7.00% |
7.00% |
| Net Profit as % of Drawdown |
140.16% |
270.00% |
-25.71% |
| Select Net Profit as % of Drawdown |
140.16% |
270.00% |
-25.71% |
| Adjusted Net Profit as % of Drawdown |
-39.50% |
-11.77% |
-177.01% |
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| Max. Trade Drawdown |
($1,350.00) |
($1,350.00) |
($1,325.00) |
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| All Trades |
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| Total Net Profit |
$4,275.00 |
Profit Factor |
1.72 |
| Gross Profit |
$10,200.00 |
Gross Loss |
($5,925.00) |
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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 |
$4,275.00 |
Select Profit Factor |
1.72 |
| Select Gross Profit |
$10,200.00 |
Select Gross Loss |
($5,925.00) |
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| Adjusted Total Net Profit |
($1,204.89) |
Adjusted Profit Factor |
0.85 |
| Adjusted Gross Profit |
$6,593.76 |
Adjusted Gross Loss |
($7,798.65) |
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| Total Number of Trades |
18 |
Percent Profitable |
44.44% |
| Winning Trades |
8 |
Losing Trades |
10 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$237.50 |
Ratio Avg. Win:Avg. Loss |
2.15 |
| Avg. Winning Trade |
$1,275.00 |
Avg. Losing Trade |
($592.50) |
| Largest Winning Trade |
$4,150.00 |
Largest Losing Trade |
($1,350.00) |
| Largest Winner as % of Gross Profit |
40.69% |
Largest Loser as % of Gross Loss |
22.78% |
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| Net Profit as % of Largest Loss |
316.67% |
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| Slct. Net Profit as % of Largest Loss |
316.67% |
Adj. Net Profit as % of Largest Loss |
-89.25% |
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| Max. Consecutive Winning Trades |
3 |
Max. Consecutive Losing Trades |
3 |
| Avg. Bars in Winning Trades |
25.5 |
Avg. Bars in Losing Trades |
7.1 |
| Avg. Bars in Total Trades |
15.28 |
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| Max. Shares/Contracts Held |
2 |
Account Size Required |
$3,050.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Return on Initial Capital |
17.10% |
Annual Rate of Return |
703.62% |
| Buy and Hold Return |
0.83% |
Return on Account |
140.16% |
| Avg. Monthly Return |
$4,275.00 |
Std. Deviation of Monthly Return |
n/a |
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| Return Retracement Ratio |
n/a |
RINA Index |
115.16 |
| Sharpe Ratio |
n/a |
K-Ratio |
n/a |
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| Trading Period |
8 Dys, 4 Hrs, 40 Mins |
Percent of Time in the Market |
6.12% |
| Time in the Market |
12 Hrs, 2 Mins |
Longest Flat Period |
2 Dys, 22 Hrs, 16 Mins |
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| Max. Equity Run-up |
$6,200.00 |
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| Date of Max. E. Run-up |
9/19/2008 15:22 |
Max. E. Run-up as % of Initial Capital |
24.80% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($4,875.00) |
Value |
($3,050.00) |
| Date |
9/18/2008 14:56 |
Date |
9/18/2008 14:49 |
| as % of Initial Capital |
19.50% |
as % of Initial Capital |
12.20% |
| Net Profit as % of Drawdown |
87.69% |
Net Profit as % of Drawdown |
140.16% |
| Slct. Net Profit as % of Drawdown |
87.69% |
Slct. Net Profit as % of Drawdown |
140.16% |
| Adj. Net Prof as % of Drawdown |
-24.72% |
Adj. Net Profit as % of Drawdown |
-39.50% |
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| Max. Trade Drawdown |
($1,350.00) |
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| Long Trades |
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| Total Net Profit |
$4,725.00 |
Profit Factor |
2.59 |
| Gross Profit |
$7,700.00 |
Gross Loss |
($2,975.00) |
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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 |
$4,725.00 |
Select Profit Factor |
2.59 |
| Select Gross Profit |
$7,700.00 |
Select Gross Loss |
($2,975.00) |
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| Adjusted Total Net Profit |
($206.04) |
Adjusted Profit Factor |
0.95 |
| Adjusted Gross Profit |
$4,256.46 |
Adjusted Gross Loss |
($4,462.50) |
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| Total Number of Trades |
9 |
Percent Profitable |
55.56% |
| Winning Trades |
5 |
Losing Trades |
4 |
| Even Trades |
0 |
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| Avg. Trade Net Profit |
$525.00 |
Ratio Avg. Win:Avg. Loss |
2.07 |
| Avg. Winning Trade |
$1,540.00 |
Avg. Losing Trade |
($743.75) |
| Largest Winning Trade |
$4,150.00 |
Largest Losing Trade |
($1,350.00) |
| Largest Winner as % of Gross Profit |
53.90% |
Largest Loser as % of Gross Loss |
45.38% |
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| Max. Consecutive Winning Trades |
2 |
Max. Consecutive Losing Trades |
2 |
| Avg. Bars in Winning Trades |
28.6 |
Avg. Bars in Losing Trades |
6.75 |
| Avg. Bars in Total Trades |
18.89 |
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| Max. Shares/Contracts Held |
2 |
Account Size Required |
$1,750.00 |
| Total Commission |
$0.00 |
Total Slippage |
$0.00 |
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| Net Profit as % of Largest Loss |
350.00% |
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| Slct. Net Profit as % of Largest Loss |
350.00% |
Adj. Net Profit as % of Largest Loss |
-15.26% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($3,575.00) |
Value |
($1,750.00) |
| as % of Initial Capital |
14.30% |
as % of Initial Capital |
7.00% |
| Net Profit as % of Drawdown |
132.17% |
Net Profit as % of Drawdown |
270.00% |
| Slct. Net Profit as % of Drawdown |
132.17% |
Slct. Net Profit as % of Drawdown |
270.00% |
| Adj. Net Prof as % of Drawdown |
-5.76% |
Adj. Net Profit as % of Drawdown |
270.00% |
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| Max. Trade Drawdown |
($1,350.00) |
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| Short Trades |
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| Total Net Profit |
($450.00) |
Profit Factor |
0.85 |
| Gross Profit |
$2,500.00 |
Gross Loss |
($2,950.00) |
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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 |
($450.00) |
Select Profit Factor |
0.85 |
| Select Gross Profit |
$2,500.00 |
Select Gross Loss |
($2,950.00) |
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| Adjusted Total Net Profit |
($3,097.71) |
Adjusted Profit Factor |
0.25 |
| Adjusted Gross Profit |
$1,056.62 |
Adjusted Gross Loss |
($4,154.33) |
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| Total Number of Trades |
9 |
Percent Profitable |
33.33% |
| Winning Trades |
3 |
Losing Trades |
6 |
| Even Trades |
0 |
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| Avg. Trade Net Proft |
($50.00) |
Ratio Avg. Win:Avg. Loss |
1.69 |
| Avg. Winning Trade |
$833.33 |
Avg. Losing Trade |
($491.67) |
| Largest Winning Trade |
$1,300.00 |
Largest Losing Trade |
($1,300.00) |
| Largest Winner as % of Gross Profit |
52.00% |
Largest Loser as % of Gross Loss |
45.38% |
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| Max. Consecutive Winning Trades |
1 |
Max. Consecutive Losing Trades |
3 |
| Avg. Bars in Winning Trades |
20.33 |
Avg. Bars in Losing Trades |
7.33 |
| Avg. Bars in Total Trades |
11.67 |
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| Max. Shares/Contracts Held |
2 |
Account Size Required |
$1,750.00 |
| Total Slippage |
$0.00 |
Total Commission |
$0.00 |
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| Net Profit as % of Largest Loss |
-34.62% |
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| Slct. Net Profit as % of Largest Loss |
-34.62% |
Adj. Net Profit as % of Largest Loss |
-238.29% |
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| Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
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| Value |
($3,200.00) |
Value |
($1,750.00) |
| as % of Initial Capital |
12.80% |
as % of Initial Capital |
7.00% |
| Net Profit as % of Drawdown |
-14.06% |
Net Profit as % of Drawdown |
-25.71% |
| Slct. Net Profit as % of Drawdown |
-14.06% |
Slct. Net Profit as % of Drawdown |
-25.71% |
| Adj. Net Prof as % of Drawdown |
-96.80% |
Adj. Net Prof as % of Drawdown |
-177.01% |
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| Max. Trade Drawdown |
($1,325.00) |
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