|
All Trades |
|
|
|
|
|
|
|
|
|
Total Net
Profit |
$288,004.00 |
Profit Factor |
2.31 |
|
Gross
Profit |
$507,234.00 |
Gross Loss |
($219,230.00) |
|
|
|
|
|
Roll Over
Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select
Total Net Profit |
$267,030.00 |
Select Profit Factor |
2.29 |
|
Select
Gross Profit |
$473,888.00 |
Select Gross Loss |
($206,858.00) |
|
|
|
|
|
Adjusted
Total Net Profit |
$238,177.37 |
Adjusted Profit Factor |
2.01 |
|
Adjusted
Gross Profit |
$473,932.46 |
Adjusted Gross Loss |
($235,755.08) |
|
|
|
|
|
Total
Number of Trades |
408 |
Percent Profitable |
56.86% |
|
Winning
Trades |
232 |
Losing Trades |
176 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade
Net Profit |
$705.89 |
Ratio Avg. Win:Avg. Loss |
1.76 |
|
Avg.
Winning Trade |
$2,186.35 |
Avg. Losing Trade |
($1,245.63) |
|
Largest
Winning Trade |
$17,364.00 |
Largest Losing Trade |
($6,236.00) |
|
Largest
Winner as % of Gross Profit |
3.42% |
Largest Loser as % of Gross Loss |
2.84% |
|
|
|
|
|
Net Profit
as % of Largest Loss |
4618.41% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
4282.07% |
Adj. Net Profit as % of Largest Loss |
3819.39% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
8 |
Max. Consecutive Losing Trades |
8 |
|
Avg. Bars
in Winning Trades |
1.51 |
Avg. Bars in Losing Trades |
1.30 |
|
Avg. Bars
in Total Trades |
1.42 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account Size Required |
$19,804.00 |
|
Total
Commission |
$11,196.00 |
Total Slippage |
$31,100.00 |
|
|
|
|
|
Return on
Initial Capital |
288.00% |
Annual Rate of Return |
53.42% |
|
Buy and
Hold Return |
(6.71%) |
Return on Account |
1454.27% |
|
Avg.
Monthly Return |
$9,290.45 |
Std. Deviation of Monthly Return |
$12,965.44 |
|
|
|
|
|
Return
Retracement Ratio |
0.99 |
RINA Index |
1165.15 |
|
Sharpe
Ratio |
0.75 |
K-Ratio |
2.52 |
|
|
|
|
|
Trading
Period |
2 Yrs, 6 Mths, 13 Dys |
Percent of Time in the Market |
25.35% |
|
Time in
the Market |
7 Mths, 21 Dys |
Longest Flat Period |
7 Dys |
|
|
|
|
|
Max.
Equity Run-up |
$290,022.00 |
|
|
|
Date of
Max. E. Run-up |
06/27/08 16:15 |
Max. E. Run-up as % of Initial Capital |
290.02% |
|
|
|
|
|
Max. Drawdown (Intra-day
Peak to Valley) |
Max. Drawdown (Trade Close to Trade
Close) |
|
Value |
($21,944.00) |
Value |
($19,804.00) |
|
Date |
11/01/07 16:15 |
Date |
11/01/07 16:15 |
|
as % of Initial Capital |
21.94% |
as % of Initial Capital |
19.80% |
|
Net Profit as % of
Drawdown |
1312.45% |
Net Profit as % of Drawdown |
1454.27% |
|
Slct. Net Profit
as % of Drawdown |
1216.87% |
Slct. Net Profit as % of Drawdown |
1348.36% |
|
Adj. Net Prof as % of
Drawdown |
1085.39% |
Adj. Net Profit as % of Drawdown |
1202.67% |
|
|
|
|
|
Max. Trade Drawdown |
($6,100.00) |
|
|
|
|
|
|
|
Long Trades |
|
|
|
|
|
|
|
|
Total Net Profit |
$119,268.00 |
Profit Factor |
2.02 |
|
Gross Profit |
$235,766.00 |
Gross Loss |
($116,498.00) |
|
|
|
|
|
Roll Over Credit
|
$0.00 |
|
|
|
Open Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$119,268.00 |
Select Profit Factor |
2.02 |
|
Select Gross Profit |
$235,766.00 |
Select Gross Loss |
($116,498.00) |
|
|
|
|
|
Adjusted Total Net Profit |
$86,100.06 |
Adjusted Profit Factor |
1.67 |
|
Adjusted Gross Profit |
$215,087.95 |
Adjusted Gross Loss |
($128,987.90) |
|
|
|
|
|
Total Number of Trades |
217 |
Percent Profitable |
59.91% |
|
Winning Trades |
130 |
Losing Trades |
87 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net Profit |
$549.62 |
Ratio Avg. Win:Avg. Loss |
1.35 |
|
Avg. Winning Trade |
$1,813.58 |
Avg. Losing Trade |
($1,339.06) |
|
Largest Winning Trade |
$6,764.00 |
Largest Losing Trade |
($4,336.00) |
|
Largest Winner as % of
Gross Profit |
2.87% |
Largest Loser as % of Gross Loss |
3.72% |
|
|
|
|
|
Max. Consecutive Winning
Trades |
8 |
Max. Consecutive Losing Trades |
7 |
|
Avg. Bars in Winning
Trades |
1.58 |
Avg. Bars in Losing Trades |
1.32 |
|
Avg. Bars in Total Trades |
1.48 |
|
|
|
|
|
|
|
Max. Shares/Contracts Held |
8 |
Account Size Required |
$13,582.00 |
|
Total Commission |
$5,832.00 |
Total Slippage |
$16,200.00 |
|
|
|
|
|
Net Profit as % of Largest
Loss |
2750.65% |
|
|
|
Slct. Net Profit
as % of Largest Loss |
2750.65% |
Adj. Net Profit as % of Largest Loss |
1985.70% |
|
|
|
|
|
Max. Drawdown (Intra-day
Peak to Valley) |
Max. Drawdown (Trade Close to Trade
Close) |
|
Value |
($19,018.00) |
Value |
($13,582.00) |
|
as % of Initial Capital |
19.02% |
as % of Initial Capital |
13.58% |
|
Net Profit as % of
Drawdown |
627.13% |
Net Profit as % of Drawdown |
878.13% |
|
Slct. Net Profit
as % of Drawdown |
627.13% |
Slct. Net Profit as % of Drawdown |
878.13% |
|
Adj. Net Prof as % of
Drawdown |
452.73% |
Adj. Net Profit as % of Drawdown |
878.13% |
|
|
|
|
|
Max. Trade Drawdown |
($4,200.00) |
|
|
|
|
|
|
|
Short Trades |
|
|
|
|
|
|
|
|
Total Net Profit |
$168,736.00 |
Profit Factor |
2.64 |
|
Gross Profit |
$271,468.00 |
Gross Loss |
($102,732.00) |
|
|
|
|
|
Roll Over Credit
|
$0.00 |
|
|
|
Open Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$147,762.00 |
Select Profit Factor |
2.64 |
|
Select Gross Profit |
$238,122.00 |
Select Gross Loss |
($90,360.00) |
|
|
|
|
|
Adjusted Total Net Profit |
$130,967.09 |
Adjusted Profit Factor |
2.15 |
|
Adjusted Gross Profit |
$244,588.66 |
Adjusted Gross Loss |
($113,621.57) |
|
|
|
|
|
|
Total Number of Trades |
191 |
Percent Profitable |
53.40% |
|
Winning Trades |
102 |
Losing Trades |
89 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net Proft |
$883.43 |
Ratio Avg. Win:Avg. Loss |
2.31 |
|
Avg. Winning Trade |
$2,661.45 |
Avg. Losing Trade |
($1,154.29) |
|
Largest Winning Trade |
$17,364.00 |
Largest Losing Trade |
($6,236.00) |
|
Largest Winner as % of
Gross Profit |
6.40% |
Largest Loser as % of Gross Loss |
3.72% |
|
|
|
|
|
Max. Consecutive Winning
Trades |
7 |
Max. Consecutive Losing Trades |
6 |
|
Avg. Bars in Winning
Trades |
1.41 |
Avg. Bars in Losing Trades |
1.28 |
|
Avg. Bars in Total Trades |
1.35 |
|
|
|
|
|
|
|
Max. Shares/Contracts Held |
8 |
Account Size Required |
$15,202.00 |
|
Total Slippage |
$14,900.00 |
Total Commission |
$5,364.00 |
|
|
|
|
|
Net Profit as % of Largest
Loss |
2705.84% |
|
|
|
Slct. Net Profit
as % of Largest Loss |
2369.50% |
Adj. Net Profit as % of Largest Loss |
2100.18% |
|
|
|
|
|
Max. Drawdown (Intra-day
Peak to Valley) |
Max. Drawdown (Trade Close to Trade
Close) |
|
Value |
($16,504.00) |
Value |
($15,202.00) |
|
as % of Initial Capital |
16.50% |
as % of Initial Capital |
15.20% |
|
Net Profit as % of
Drawdown |
1022.39% |
Net Profit as % of Drawdown |
1109.96% |
|
Slct. Net Profit
as % of Drawdown |
895.31% |
Slct. Net Profit as % of Drawdown |
971.99% |
|
Adj. Net Prof as % of
Drawdown |
793.55% |
Adj. Net Prof as % of Drawdown |
861.51% |
|
|
|
|
|
Max. Trade Drawdown |
($6,100.00) |
|
