Display: |
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TradeStation Performance Summary |
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All Trades
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Long Trades
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Short Trades
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Total Net Profit |
$44,960.00 |
$19,020.00 |
$25,940.00 |
Gross Profit |
$101,300.00 |
$46,840.00 |
$54,460.00 |
Gross Loss |
($56,340.00) |
($27,820.00) |
($28,520.00) |
Profit Factor |
1.80 |
1.68 |
1.91 |
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Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
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Select Total Net Profit |
$44,960.00 |
$19,020.00 |
$25,940.00 |
Select Gross Profit |
$101,300.00 |
$46,840.00 |
$54,460.00 |
Select Gross Loss |
($56,340.00) |
($27,820.00) |
($28,520.00) |
Select Profit Factor |
1.80 |
1.68 |
1.91 |
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Adjusted Total Net Profit |
$34,784.07 |
$12,162.44 |
$18,411.20 |
Adjusted Gross Profit |
$95,169.05 |
$42,778.46 |
$49,857.29 |
Adjusted Gross Loss |
($60,384.98) |
($30,616.02) |
($31,446.09) |
Adjusted Profit Factor |
1.58 |
1.40 |
1.59 |
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Total Number of Trades |
515 |
253 |
262 |
Percent Profitable |
53.01% |
52.57% |
53.44% |
Winning Trades |
273 |
133 |
140 |
Losing Trades |
194 |
99 |
95 |
Even Trades |
48 |
21 |
27 |
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Avg. Trade Net Profit |
$87.30 |
$75.18 |
$99.01 |
Avg. Winning Trade |
$371.06 |
$352.18 |
$389.00 |
Avg. Losing Trade |
($290.41) |
($281.01) |
($300.21) |
Ratio Avg. Win:Avg. Loss |
1.28 |
1.25 |
1.30 |
Largest Winning Trade |
$670.00 |
$650.00 |
$670.00 |
Largest Losing Trade |
($450.00) |
($400.00) |
($450.00) |
Largest Winner as % of Gross Profit |
0.66% |
1.39% |
1.23% |
Largest Loser as % of Gross Loss |
0.80% |
1.44% |
1.58% |
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Net Profit as % of Largest Loss |
9991.11% |
4755.00% |
5764.44% |
Select Net Profit as % of Largest Loss |
9991.11% |
4755.00% |
5764.44% |
Adjusted Net Profit as % of Largest Loss |
7729.79% |
3040.61% |
4091.38% |
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Max. Consecutive Winning Trades |
13 |
9 |
6 |
Max. Consecutive Losing Trades |
5 |
5 |
6 |
Avg. Bars in Total Trades |
36.11 |
37.40 |
34.87 |
Avg. Bars in Winning Trades |
43.03 |
45.60 |
40.58 |
Avg. Bars in Losing Trades |
27.45 |
26.77 |
28.16 |
Avg. Bars in Even Trades |
31.81 |
35.57 |
28.89 |
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Max. Shares/Contracts Held |
1 |
1 |
1 |
Total Shares/Contracts Held |
515 |
253 |
262 |
Account Size Required |
$2,500.00 |
$2,810.00 |
$1,960.00 |
Total Slippage |
$0.00 |
$0.00 |
$0.00 |
Total Commission |
$10,300.00 |
$5,060.00 |
$5,240.00 |
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Return on Initial Capital |
449.60% |
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Annual Rate of Return |
33.12% |
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Buy & Hold Return |
58.72% |
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Return on Account |
1798.40% |
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Avg. Monthly Return |
$556.75 |
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Std. Deviation of Monthly Return |
$1,012.48 |
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Return Retracement Ratio |
0.52 |
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RINA Index |
6890.65 |
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Sharpe Ratio |
0.41 |
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K-Ratio |
n/a |
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Trading Period |
5 Yrs, 1 Mth, 21 Dys, 6 Hrs, 35 Mins |
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Percent of Time in the Market |
3.48% |
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Time in the Market |
2 Mths, 4 Dys, 9 Hrs, 35 Mins |
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Longest Flat Period |
33 Dys, 5 Mins |
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Max. Equity Run-up |
$48,280.00 |
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Date of Max. Equity Run-up |
11/07/06 09:25 |
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Max. Equity Run-up as % of Initial Capital |
482.80% |
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Max. Drawdown (Intra-day Peak to Valley) |
Value |
($3,090.00) |
($3,050.00) |
($2,470.00) |
Date |
01/25/07 10:10 |
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as % of Initial Capital |
30.90% |
30.50% |
24.70% |
Net Profit as % of Drawdown |
1455.02% |
623.61% |
1050.20% |
Select Net Profit as % of Drawdown |
1455.02% |
623.61% |
1050.20% |
Adjusted Net Profit as % of Drawdown |
1125.70% |
398.77% |
745.39% |
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Max. Drawdown (Trade Close to Trade Close) |
Value |
($2,500.00) |
($2,810.00) |
($1,960.00) |
Date |
12/07/06 11:20 |
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as % of Initial Capital |
25.00% |
28.10% |
19.60% |
Net Profit as % of Drawdown |
1798.40% |
676.87% |
1323.47% |
Select Net Profit as % of Drawdown |
1798.40% |
676.87% |
1323.47% |
Adjusted Net Profit as % of Drawdown |
1391.36% |
432.83% |
939.35% |
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Max. Trade Drawdown |
($1,260.00) |
($380.00) |
($1,260.00) |
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All Trades |
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Total Net Profit |
$44,960.00 |
Profit Factor |
1.80 |
Gross Profit |
$101,300.00 |
Gross Loss |
($56,340.00) |
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Open Position Profit/Loss |
$0.00 |
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Select Total Net Profit |
$44,960.00 |
Select Profit Factor |
1.80 |
Select Gross Profit |
$101,300.00 |
Select Gross Loss |
($56,340.00) |
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Adjusted Total Net Profit |
$34,784.07 |
Adjusted Profit Factor |
1.58 |
Adjusted Gross Profit |
$95,169.05 |
Adjusted Gross Loss |
($60,384.98) |
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Total Number of Trades |
515 |
Percent Profitable |
53.01% |
Winning Trades |
273 |
Losing Trades |
194 |
Even Trades |
48 |
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Avg. Trade Net Profit |
$87.30 |
Ratio Avg. Win:Avg. Loss |
1.28 |
Avg. Winning Trade |
$371.06 |
Avg. Losing Trade |
($290.41) |
Largest Winning Trade |
$670.00 |
Largest Losing Trade |
($450.00) |
Largest Winner as % of Gross Profit |
0.66% |
Largest Loser as % of Gross Loss |
0.80% |
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Net Profit as % of Largest Loss |
9991.11% |
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Slct. Net Profit as % of Largest Loss |
9991.11% |
Adj. Net Profit as % of Largest Loss |
7729.79% |
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Max. Consecutive Winning Trades |
13 |
Max. Consecutive Losing Trades |
5 |
Avg. Bars in Winning Trades |
43.03 |
Avg. Bars in Losing Trades |
27.45 |
Avg. Bars in Total Trades |
36.11 |
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Max. Shares/Contracts Held |
1 |
Account Size Required |
$2,500.00 |
Total Commission |
$10,300.00 |
Total Slippage |
$0.00 |
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Return on Initial Capital |
449.60% |
Annual Rate of Return |
33.12% |
Buy and Hold Return |
58.72% |
Return on Account |
1798.40% |
Avg. Monthly Return |
$556.75 |
Std. Deviation of Monthly Return |
$1,012.48 |
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Return Retracement Ratio |
0.52 |
RINA Index |
6890.65 |
Sharpe Ratio |
0.41 |
K-Ratio |
n/a |
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Trading Period |
5 Yrs, 1 Mth, 21 Dys, 6 Hrs, 35 Mins |
Percent of Time in the Market |
3.48% |
Time in the Market |
2 Mths, 4 Dys, 9 Hrs, 35 Mins |
Longest Flat Period |
33 Dys, 5 Mins |
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Max. Equity Run-up |
$48,280.00 |
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Date of Max. E. Run-up |
11/07/06 09:25 |
Max. E. Run-up as % of Initial Capital |
482.80% |
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Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
Value |
($3,090.00) |
Value |
($2,500.00) |
Date |
01/25/07 10:10 |
Date |
12/07/06 11:20 |
as % of Initial Capital |
30.90%
| as % of Initial Capital |
25.00% |
Net Profit as % of Drawdown |
1455.02%
| Net Profit as % of Drawdown |
1798.40% |
Slct. Net Profit as % of Drawdown |
1455.02%
| Slct. Net Profit as % of Drawdown |
1798.40% |
Adj. Net Prof as % of Drawdown |
1125.70%
| Adj. Net Profit as % of Drawdown |
1391.36% |
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Max. Trade Drawdown |
($1,260.00) |
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Long Trades |
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Total Net Profit |
$19,020.00 |
Profit Factor |
1.68 |
Gross Profit |
$46,840.00 |
Gross Loss |
($27,820.00) |
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Open Position Profit/Loss |
$0.00 |
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Select Total Net Profit |
$19,020.00 |
Select Profit Factor |
1.68 |
Select Gross Profit |
$46,840.00 |
Select Gross Loss |
($27,820.00) |
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Adjusted Total Net Profit |
$12,162.44 |
Adjusted Profit Factor |
1.40 |
Adjusted Gross Profit |
$42,778.46 |
Adjusted Gross Loss |
($30,616.02) |
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Total Number of Trades |
253 |
Percent Profitable |
52.57% |
Winning Trades |
133 |
Losing Trades |
99 |
Even Trades |
21 |
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Avg. Trade Net Profit |
$75.18 |
Ratio Avg. Win:Avg. Loss |
1.25 |
Avg. Winning Trade |
$352.18 |
Avg. Losing Trade |
($281.01) |
Largest Winning Trade |
$650.00 |
Largest Losing Trade |
($400.00) |
Largest Winner as % of Gross Profit |
1.39% |
Largest Loser as % of Gross Loss |
1.44% |
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Max. Consecutive Winning Trades |
9 |
Max. Consecutive Losing Trades |
5 |
Avg. Bars in Winning Trades |
45.60 |
Avg. Bars in Losing Trades |
26.77 |
Avg. Bars in Total Trades |
37.40 |
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Max. Shares/Contracts Held |
1 |
Account Size Required |
$2,810.00 |
Total Commission |
$5,060.00 |
Total Slippage |
$0.00 |
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Net Profit as % of Largest Loss |
4755.00% |
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Slct. Net Profit as % of Largest Loss |
4755.00% |
Adj. Net Profit as % of Largest Loss |
3040.61% |
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Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
Value |
($3,050.00) |
Value |
($2,810.00) |
as % of Initial Capital |
30.50% |
as % of Initial Capital |
28.10% |
Net Profit as % of Drawdown |
623.61%
| Net Profit as % of Drawdown |
676.87% |
Slct. Net Profit as % of Drawdown |
623.61%
| Slct. Net Profit as % of Drawdown |
676.87% |
Adj. Net Prof as % of Drawdown |
398.77%
| Adj. Net Profit as % of Drawdown |
676.87% |
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Max. Trade Drawdown |
($380.00) |
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Short Trades |
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Total Net Profit |
$25,940.00 |
Profit Factor |
1.91 |
Gross Profit |
$54,460.00 |
Gross Loss |
($28,520.00) |
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Open Position Profit/Loss |
$0.00 |
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Select Total Net Profit |
$25,940.00 |
Select Profit Factor |
1.91 |
Select Gross Profit |
$54,460.00 |
Select Gross Loss |
($28,520.00) |
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Adjusted Total Net Profit |
$18,411.20 |
Adjusted Profit Factor |
1.59 |
Adjusted Gross Profit |
$49,857.29 |
Adjusted Gross Loss |
($31,446.09) |
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Total Number of Trades |
262 |
Percent Profitable |
53.44% |
Winning Trades |
140 |
Losing Trades |
95 |
Even Trades |
27 |
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Avg. Trade Net Proft |
$99.01 |
Ratio Avg. Win:Avg. Loss |
1.30 |
Avg. Winning Trade |
$389.00 |
Avg. Losing Trade |
($300.21) |
Largest Winning Trade |
$670.00 |
Largest Losing Trade |
($450.00) |
Largest Winner as % of Gross Profit |
1.23% |
Largest Loser as % of Gross Loss |
1.44% |
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Max. Consecutive Winning Trades |
6 |
Max. Consecutive Losing Trades |
6 |
Avg. Bars in Winning Trades |
40.58 |
Avg. Bars in Losing Trades |
28.16 |
Avg. Bars in Total Trades |
34.87 |
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Max. Shares/Contracts Held |
1 |
Account Size Required |
$1,960.00 |
Total Slippage |
$0.00 |
Total Commission |
$5,240.00 |
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Net Profit as % of Largest Loss |
5764.44% |
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Slct. Net Profit as % of Largest Loss |
5764.44% |
Adj. Net Profit as % of Largest Loss |
4091.38% |
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Max. Drawdown (Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
Value |
($2,470.00) |
Value |
($1,960.00) |
as % of Initial Capital |
24.70% |
as % of Initial Capital |
19.60% |
Net Profit as % of Drawdown |
1050.20%
| Net Profit as % of Drawdown |
1323.47% |
Slct. Net Profit as % of Drawdown |
1050.20%
| Slct. Net Profit as % of Drawdown |
1323.47% |
Adj. Net Prof as % of Drawdown |
745.39%
| Adj. Net Prof as % of Drawdown |
939.35% |
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Max. Trade Drawdown |
($1,260.00) |
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