| TradeStation Trade
Analysis |
|
|
|
| |
All Trades |
Winners |
Losers |
|
| Total Number of Trades |
18 |
8 |
10 |
|
| Avg. Trade Net Profit |
$237.50 |
$1,275.00 |
($592.50) |
|
| 1 Std. Deviation of Avg. Trade |
$1,324.24 |
$1,332.56 |
$457.20 |
|
| Avg. Trade + 1 Std. Deviation |
$1,561.74 |
$2,607.56 |
($135.30) |
|
| Avg. Trade - 1 Std. Deviation |
($1,086.74) |
($57.56) |
($1,049.70) |
|
| Coefficient of Variation |
557.58% |
104.51% |
77.17% |
|
|
| Time Averages |
|
| Avg. Time in Trades |
40 Mins, 7 secs |
1 Hr, 5 Mins |
20 Mins, 12 secs |
|
| Avg. Time Between Trades |
1 Dy, 6 Hrs, 16 Mins, 30 secs |
1 Dy, 2 Hrs, 25 Mins, 51 secs |
15 Hrs, 42 Mins, 53 secs |
| Avg. Time Between Trade Profit Peaks |
2 Dys, 8 Hrs |
|
|
| 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 |
|
$4,350.00 |
($1,350.00) |
|
| Max. Value Date |
|
9/18/2008 |
9/17/2008 |
|
| Avg. Value |
|
$1,038.89 |
($688.89) |
|
| 1 Std. Deviation |
|
$1,121.91 |
$337.29 |
|
| Avg. + 1 Std. Deviation |
|
$2,160.80 |
($351.60) |
|
| Avg. - 1 Std. Deviation |
|
($83.03) |
($1,026.18) |
|
| Coefficient
of Variation |
107.99% |
48.96% |
|
| |
|
| Efficiency Analysis |
Total |
Entry |
Exit |
|
| Avg. Efficiency |
-8.95% |
49.67% |
41.38% |
|
| 1 Std. Deviation |
53.81% |
25.88% |
32.93% |
|
| Avg. + 1 Std. Deviation |
44.85% |
75.55% |
74.31% |
|
| Avg. - 1 Std. Deviation |
-62.76% |
23.79% |
8.45% |
|
| Coefficient of Variation |
600.92% |
52.11% |
79.58% |
|
|
| TradeStation Trade Series Analysis |
|
|
Winners |
Losers |
|
| Largest Profit/Loss |
|
$4,150.00 |
($1,350.00) |
|
| Largest
Profit/Loss as % of Gross |
40.69% |
22.78% |
|
| Largest
Consec. Profit/Loss |
$5,025.00 |
($2,650.00) |
|
| Largest
Consec. Profit/Loss as % of Gross |
49.26% |
44.73% |
|
| Winning Series |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
5 |
$1,035.00 |
($650.00) |
|
| 3 |
1 |
$1,675.00 |
$0.00 |
|
| Losing Series |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
1 |
($350.00) |
$600.00 |
|
| 2 |
3 |
($800.00) |
$2,383.33 |
|
| 3 |
1 |
($258.33) |
$1,300.00 |
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