| |
|
Email us for more info or Call 1-858-652-1253 |
|
|
|
TradeStation Performance Summary | |
| |
All Trades
 |
Long Trades
|
Short Trades
|
| Total Net Profit |
$1,097,859.84 |
$684,122.88 |
$413,736.96 |
| Gross Profit |
$1,595,057.52 |
$943,876.64 |
$651,180.88 |
| Gross Loss |
($497,197.68) |
($259,753.76) |
($237,443.92) |
| Profit Factor |
3.21 |
3.63 |
2.74 |
| |
|
|
|
| Roll Over Credit |
$0.00 |
$0.00 |
$0.00 |
| Open Position P/L |
$0.00 |
$0.00 |
$0.00 |
| |
|
|
|
| Select Total Net Profit |
$1,150,057.44 |
$726,765.76 |
$423,291.68 |
| Select Gross Profit |
$1,548,118.32 |
$913,819.20 |
$634,299.12 |
| Select Gross Loss |
($398,060.88) |
($187,053.44) |
($211,007.44) |
| Select Profit Factor |
3.89 |
4.89 |
3.01 |
| |
|
|
|
| Adjusted Total Net Profit |
$1,052,882.01 |
$650,508.84 |
$383,888.35 |
| Adjusted Gross Profit |
$1,565,519.42 |
$921,104.51 |
$632,367.22 |
| Adjusted Gross Loss |
($512,637.41) |
($270,595.67) |
($248,478.87) |
| Adjusted Profit Factor |
3.05 |
3.40 |
2.54 |
| |
|
|
|
| Total Number of Trades |
3953 |
2292 |
1661 |
| Percent Profitable |
73.77% |
74.96% |
72.13% |
| Winning Trades |
2916 |
1718 |
1198 |
| Losing Trades |
1037 |
574 |
463 |
| Even Trades |
0 |
0 |
0 |
| |
|
|
|
| Avg. Trade Net Profit |
$277.73 |
$298.48 |
$249.09 |
| Avg. Winning Trade |
$547.00 |
$549.40 |
$543.56 |
| Avg. Losing Trade |
($479.46) |
($452.53) |
($512.84) |
| Ratio Avg. Win:Avg. Loss |
1.14 |
1.21 |
1.06 |
| Largest Winning Trade |
$2,556.96 |
$2,556.96 |
$2,556.96 |
| Largest Losing Trade |
($2,203.04) |
($2,203.04) |
($2,203.04) |
| Largest Winner as % of Gross Profit |
0.16% |
0.27% |
0.39% |
| Largest Loser as % of Gross Loss |
0.44% |
0.85% |
0.93% |
| |
|
|
|
| Net Profit as % of Largest Loss |
49833.86% |
31053.58% |
18780.27% |
| Select Net Profit as % of Largest Loss |
52203.20% |
32989.22% |
19213.98% |
| Adjusted Net Profit as % of Largest Loss |
47792.23% |
29527.78% |
17425.39% |
| |
|
|
|
| Max. Consecutive Winning Trades |
24 |
17 |
16 |
| Max. Consecutive Losing Trades |
6 |
5 |
5 |
| Avg. Bars in Total Trades |
2.03 |
2.05 |
2.00 |
| Avg. Bars in Winning Trades |
1.99 |
1.99 |
1.99 |
| Avg. Bars in Losing Trades |
2.13 |
2.22 |
2.03 |
| Avg. Bars in Even Trades |
0.00 |
0.00 |
0.00 |
|
|
|
|
| Max. Shares/Contracts Held |
14 |
14 |
14 |
| Total Shares/Contracts Held |
32606 |
18592 |
14014 |
| Account Size Required |
$6,861.68 |
$5,827.36 |
$7,874.72 |
| Total Slippage |
$407,575.00 |
$232,400.00 |
$175,175.00 |
| Total Commission |
$158,465.16 |
$90,357.12 |
$68,108.04 |
| |
|
|
|
| Return on Initial Capital |
1097.86% |
|
|
| Annual Rate of Return |
860.92% |
|
|
| Buy & Hold Return |
(0.82%) |
|
|
| Return on Account |
15999.87% |
|
|
| Avg. Monthly Return |
$219,571.97 |
|
|
| Std. Deviation of Monthly Return |
$137,296.59 |
|
|
| |
|
|
|
| Return Retracement Ratio |
30.67 |
|
|
| RINA Index |
202595.43 |
|
|
| Sharpe Ratio |
n/a |
|
|
| K-Ratio |
n/a |
|
|
| |
|
|
|
| Trading Period |
3 Mths, 13 Dys, 8 Hrs, 21 Mins |
| Percent of Time in the Market |
2.30% |
|
|
| Time in the Market |
2 Dys, 10 Hrs, 4 Mins |
|
|
| Longest Flat Period |
2 Dys, 23 Hrs, 56 Mins |
|
|
| |
|
|
|
|
Max. Equity Run-up |
$1,099,325.92 |
|
|
| Date of Max. Equity Run-up |
09/11/09 14:34 |
|
|
| Max. Equity Run-up as % of Initial Capital |
1099.33% |
|
|
| |
|
|
|
|
Max. Drawdown (Intra-day Peak to Valley) |
| Value |
($8,401.68) |
($7,420.00) |
($9,039.52) |
| Date |
06/24/09 11:53 |
|
|
| as % of Initial Capital |
8.40% |
7.42% |
9.04% |
| Net Profit as % of Drawdown |
13067.15% |
9219.98% |
4576.98% |
| Select Net Profit as % of Drawdown |
13688.42% |
9794.69% |
4682.68% |
| Adjusted Net Profit as % of Drawdown |
12531.80% |
8766.97% |
4246.78% |
| |
|
|
|
|
Max. Drawdown (Trade Close to Trade Close) |
| Value |
($6,861.68) |
($5,827.36) |
($7,874.72) |
| Date |
06/24/09 11:53 |
|
|
| as % of Initial Capital |
6.86% |
5.83% |
7.87% |
| Net Profit as % of Drawdown |
15999.87% |
11739.84% |
5253.99% |
| Select Net Profit as % of Drawdown |
16760.58% |
12471.61% |
5375.32% |
| Adjusted Net Profit as % of Drawdown |
15344.38% |
11163.01% |
4874.95% |
| |
|
|
|
| Max. Trade Drawdown |
($1,960.00) |
($1,960.00) |
($1,960.00) |
|
|
| |
| |
