|
TradeStation Performance Summary |
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All Trades
 |
Long Trades
|
Short Trades
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Total
Net Profit |
$903,711.58 |
$415,970.94 |
$487,740.64 |
|
Gross
Profit |
$1,277,857.28 |
$654,564.16 |
$623,293.12 |
|
Gross
Loss |
($374,145.70) |
($238,593.22) |
($135,552.48) |
|
Profit
Factor |
3.42 |
2.74 |
4.60 |
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Roll
Over Credit |
$0.00 |
$0.00 |
$0.00 |
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Open
Position P/L |
$0.00 |
$0.00 |
$0.00 |
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Select
Total Net Profit |
$879,884.20 |
$414,660.36 |
$465,223.84 |
|
Select
Gross Profit |
$1,200,001.60 |
$617,097.44 |
$582,904.16 |
|
Select
Gross Loss |
($320,117.40) |
($202,437.08) |
($117,680.32) |
|
Select
Profit Factor |
3.75 |
3.05 |
4.95 |
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Adjusted
Total Net Profit |
$851,146.89 |
$377,653.63 |
$451,884.70 |
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Adjusted
Gross Profit |
$1,237,528.46 |
$626,077.91 |
$594,724.53 |
|
Adjusted
Gross Loss |
($386,381.57) |
($248,424.28) |
($142,839.83) |
|
Adjusted
Profit Factor |
3.20 |
2.52 |
4.16 |
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Total
Number of Trades |
1939 |
1117 |
822 |
|
Percent
Profitable |
51.78% |
47.27% |
57.91% |
|
Winning
Trades |
1004 |
528 |
476 |
|
Losing
Trades |
935 |
589 |
346 |
|
Even
Trades |
0 |
0 |
0 |
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Avg.
Trade Net Profit |
$466.07 |
$372.40 |
$593.36 |
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Avg.
Winning Trade |
$1,272.77 |
$1,239.70 |
$1,309.44 |
|
Avg.
Losing Trade |
($400.16) |
($405.08) |
($391.77) |
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Ratio
Avg. Win:Avg. Loss |
3.18 |
3.06 |
3.34 |
|
Largest
Winning Trade |
$11,461.12 |
$11,461.12 |
$6,561.12 |
|
Largest
Losing Trade |
($5,138.88) |
($5,138.88) |
($3,138.88) |
|
Largest
Winner as % of Gross Profit |
0.90% |
1.75% |
1.05% |
|
Largest
Loser as % of Gross Loss |
1.37% |
2.15% |
2.32% |
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Net
Profit as % of Largest Loss |
17585.77% |
8094.58% |
15538.68% |
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Select
Net Profit as % of Largest Loss |
17122.10% |
8069.08% |
14821.33% |
|
Adjusted
Net Profit as % of Largest Loss |
16562.89% |
7348.95% |
14396.37% |
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Max.
Consecutive Winning Trades |
8 |
7 |
11 |
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Max.
Consecutive Losing Trades |
12 |
7 |
6 |
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Avg.
Bars in Total Trades |
1.16 |
1.20 |
1.11 |
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Avg.
Bars in Winning Trades |
1.08 |
1.10 |
1.06 |
|
Avg.
Bars in Losing Trades |
1.24 |
1.29 |
1.17 |
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Avg.
Bars in Even Trades |
0.00 |
0.00 |
0.00 |
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Max.
Shares/Contracts Held |
8 |
8 |
8 |
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Total
Shares/Contracts Held |
14172 |
7596 |
6576 |
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Account
Size Required |
$6,642.28 |
$8,083.82 |
$9,044.32 |
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Total
Slippage |
$177,150.00 |
$94,950.00 |
$82,200.00 |
|
Total
Commission |
$68,875.92 |
$36,916.56 |
$31,959.36 |
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Return
on Initial Capital |
903.71% |
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Annual
Rate of Return |
320.50% |
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Buy &
Hold Return |
(7.28%) |
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Return
on Account |
13605.44% |
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Avg.
Monthly Return |
$90,371.16 |
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Std.
Deviation of Monthly Return |
$50,400.85 |
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Return
Retracement Ratio |
13.59 |
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RINA
Index |
21654.98 |
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Sharpe
Ratio |
n/a |
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K-Ratio |
n/a |
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Trading
Period |
8 Mths, 18 Dys, 20 Hrs |
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Percent
of Time in the Market |
9.76% |
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Time in
the Market |
25 Dys, 15 Hrs, 45 Mins |
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Longest
Flat Period |
3 Dys, 4 Hrs, 15 Mins |
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Max.
Equity Run-up
|
$908,178.14 |
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Date of
Max. Equity Run-up |
06/05/08 04:30 |
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Max.
Equity Run-up as % of Initial Capital |
908.18% |
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Max. Drawdown
(Intra-day Peak to Valley)
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Value |
($13,900.00) |
($13,900.00) |
($10,380.48) |
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Date |
01/22/08 12:30 |
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as % of
Initial Capital |
13.90% |
13.90% |
10.38% |
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Net
Profit as % of Drawdown |
6501.52% |
2992.60% |
4698.63% |
|
Select
Net Profit as % of Drawdown |
6330.10% |
2983.17% |
4481.72% |
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Adjusted
Net Profit as % of Drawdown |
6123.36% |
2716.93% |
4353.22% |
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Max. Drawdown (Trade
Close to Trade Close)
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Value |
($6,642.28) |
($8,083.82) |
($9,044.32) |
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Date |
12/28/07 10:30 |
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as % of
Initial Capital |
6.64% |
8.08% |
9.04% |
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Net
Profit as % of Drawdown |
13605.44% |
5145.72% |
5392.78% |
|
Select
Net Profit as % of Drawdown |
13246.72% |
5129.51% |
5143.82% |
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Adjusted
Net Profit as % of Drawdown |
12814.08% |
4671.72% |
4996.34% |
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Max.
Trade Drawdown |
($14,200.00) |
($11,500.00) |
($14,200.00) |
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All
Trades |
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Total
Net Profit |
$903,711.58 |
Profit Factor |
3.42 |
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Gross
Profit |
$1,277,857.28 |
Gross
Loss |
($374,145.70) |
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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 |
$879,884.20 |
Select Profit Factor |
3.75 |
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Select
Gross Profit |
$1,200,001.60 |
Select Gross Loss |
($320,117.40) |
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Adjusted
Total Net Profit |
$851,146.89 |
Adjusted Profit Factor |
3.20 |
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Adjusted
Gross Profit |
$1,237,528.46 |
Adjusted Gross Loss |
($386,381.57) |
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Total
Number of Trades |
1939 |
Percent Profitable |
51.78% |
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Winning
Trades |
1004 |
Losing Trades |
935 |
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Even
Trades |
0 |
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| |
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Avg.
Trade Net Profit |
$466.07 |
Ratio
Avg. Win:Avg. Loss |
3.18 |
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Avg.
Winning Trade |
$1,272.77 |
Avg.
Losing Trade |
($400.16) |
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Largest
Winning Trade |
$11,461.12 |
Largest Losing Trade |
($5,138.88) |
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Largest
Winner as % of Gross Profit |
0.90% |
Largest Loser as % of Gross Loss |
1.37% |
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Net
Profit as % of Largest Loss |
17585.77% |
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Slct.
Net Profit as % of Largest Loss |
17122.10% |
Adj.
Net Profit as % of Largest Loss |
16562.89% |
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Max.
Consecutive Winning Trades |
8 |
Max.
Consecutive Losing Trades |
12 |
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Avg.
Bars in Winning Trades |
1.08 |
Avg.
Bars in Losing Trades |
1.24 |
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Avg.
Bars in Total Trades |
1.16 |
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Max.
Shares/Contracts Held |
8 |
Account Size Required |
$6,642.28 |
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Total
Commission |
$68,875.92 |
Total
Slippage |
$177,150.00 |
| |
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|
Return
on Initial Capital |
903.71% |
Annual Rate of Return |
320.50% |
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Buy and
Hold Return |
(7.28%) |
Return on Account |
13605.44% |
|
Avg.
Monthly Return |
$90,371.16 |
Std.
Deviation of Monthly Return |
$50,400.85 |
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Return
Retracement Ratio |
13.59 |
RINA
Index |
21654.98 |
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Sharpe
Ratio |
n/a |
K-Ratio |
n/a |
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Trading
Period |
8 Mths, 18 Dys, 20 Hrs |
Percent of Time in the Market |
9.76% |
|
Time in
the Market |
25 Dys, 15 Hrs, 45 Mins |
Longest Flat Period |
3 Dys, 4 Hrs, 15 Mins |
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Max.
Equity Run-up |
$908,178.14 |
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Date of
Max. E. Run-up |
06/05/08 04:30 |
Max. E. Run-up as % of Initial Capital |
908.18% |
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Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($13,900.00) |
Value |
($6,642.28) |
|
Date |
01/22/08 12:30 |
Date |
12/28/07 10:30 |
|
as % of
Initial Capital |
13.90% |
as %
of Initial Capital |
6.64% |
|
Net
Profit as % of Drawdown |
6501.52% |
Net
Profit as % of Drawdown |
13605.44% |
|
Slct.
Net Profit as % of Drawdown |
6330.10% |
Slct.
Net Profit as % of Drawdown |
13246.72% |
|
Adj. Net
Prof as % of Drawdown |
6123.36% |
Adj.
Net Profit as % of Drawdown |
12814.08% |
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Max.
Trade Drawdown |
($14,200.00) |
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| |
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Long
Trades |
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| |
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Total
Net Profit |
$415,970.94 |
Profit Factor |
2.74 |
|
Gross
Profit |
$654,564.16 |
Gross
Loss |
($238,593.22) |
| |
|
|
|
|
Roll
Over Credit |
$0.00 |
|
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|
Open
Position Profit/Loss |
$0.00 |
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| |
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|
Select
Total Net Profit |
$414,660.36 |
Select Profit Factor |
3.05 |
|
Select
Gross Profit |
$617,097.44 |
Select Gross Loss |
($202,437.08) |
| |
|
|
|
|
Adjusted
Total Net Profit |
$377,653.63 |
Adjusted Profit Factor |
2.52 |
|
Adjusted
Gross Profit |
$626,077.91 |
Adjusted Gross Loss |
($248,424.28) |
| |
|
|
|
|
Total
Number of Trades |
1117 |
Percent Profitable |
47.27% |
|
Winning
Trades |
528 |
Losing Trades |
589 |
|
Even
Trades |
0 |
|
|
| |
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|
|
Avg.
Trade Net Profit |
$372.40 |
Ratio
Avg. Win:Avg. Loss |
3.06 |
|
Avg.
Winning Trade |
$1,239.70 |
Avg.
Losing Trade |
($405.08) |
|
Largest
Winning Trade |
$11,461.12 |
Largest Losing Trade |
($5,138.88) |
|
Largest
Winner as % of Gross Profit |
1.75% |
Largest Loser as % of Gross Loss |
2.15% |
| |
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|
|
|
Max.
Consecutive Winning Trades |
7 |
Max.
Consecutive Losing Trades |
7 |
|
Avg.
Bars in Winning Trades |
1.10 |
Avg.
Bars in Losing Trades |
1.29 |
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Avg.
Bars in Total Trades |
1.20 |
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| |
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Max.
Shares/Contracts Held |
8 |
Account Size Required |
$8,083.82 |
|
Total
Commission |
$36,916.56 |
Total
Slippage |
$94,950.00 |
| |
|
|
|
|
Net
Profit as % of Largest Loss |
8094.58% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
8069.08% |
Adj. Net Profit as % of Largest Loss |
7348.95% |
| |
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|
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|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($13,900.00) |
Value |
($8,083.82) |
|
as % of
Initial Capital |
13.90% |
as %
of Initial Capital |
8.08% |
|
Net
Profit as % of Drawdown |
2992.60% |
Net
Profit as % of Drawdown |
5145.72% |
|
Slct.
Net Profit as % of Drawdown |
2983.17% |
Slct.
Net Profit as % of Drawdown |
5129.51% |
|
Adj. Net
Prof as % of Drawdown |
2716.93% |
Adj.
Net Profit as % of Drawdown |
5129.51% |
| |
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|
|
|
Max.
Trade Drawdown |
($11,500.00) |
|
|
| |
|
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|
Short
Trades |
|
|
|
| |
|
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|
|
Total
Net Profit |
$487,740.64 |
Profit Factor |
4.60 |
|
Gross
Profit |
$623,293.12 |
Gross
Loss |
($135,552.48) |
| |
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
| |
|
|
|
|
Select
Total Net Profit |
$465,223.84 |
Select Profit Factor |
4.95 |
|
Select
Gross Profit |
$582,904.16 |
Select Gross Loss |
($117,680.32) |
| |
|
|
|
|
Adjusted
Total Net Profit |
$451,884.70 |
Adjusted Profit Factor |
4.16 |
|
Adjusted
Gross Profit |
$594,724.53 |
Adjusted Gross Loss |
($142,839.83) |
|
|
|
|
|
|
Total
Number of Trades |
822 |
Percent Profitable |
57.91% |
|
Winning
Trades |
476 |
Losing Trades |
346 |
|
Even
Trades |
0 |
|
|
| |
|
|
|
|
Avg.
Trade Net Proft |
$593.36 |
Ratio
Avg. Win:Avg. Loss |
3.34 |
|
Avg.
Winning Trade |
$1,309.44 |
Avg.
Losing Trade |
($391.77) |
|
Largest
Winning Trade |
$6,561.12 |
Largest Losing Trade |
($3,138.88) |
|
Largest
Winner as % of Gross Profit |
1.05% |
Largest Loser as % of Gross Loss |
2.15% |
| |
|
|
|
|
Max.
Consecutive Winning Trades |
11 |
Max.
Consecutive Losing Trades |
6 |
|
Avg.
Bars in Winning Trades |
1.06 |
Avg.
Bars in Losing Trades |
1.17 |
|
Avg.
Bars in Total Trades |
1.11 |
|
|
| |
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account Size Required |
$9,044.32 |
|
Total
Slippage |
$82,200.00 |
Total
Commission |
$31,959.36 |
| |
|
|
|
|
Net
Profit as % of Largest Loss |
15538.68% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
14821.33% |
Adj.
Net Profit as % of Largest Loss |
14396.37% |
| |
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($10,380.48) |
Value |
($9,044.32) |
|
as % of
Initial Capital |
10.38% |
as %
of Initial Capital |
9.04% |
|
Net
Profit as % of Drawdown |
4698.63% |
Net
Profit as % of Drawdown |
5392.78% |
|
Slct.
Net Profit as % of Drawdown |
4481.72% |
Slct.
Net Profit as % of Drawdown |
5143.82% |
|
Adj. Net
Prof as % of Drawdown |
4353.22% |
Adj.
Net Prof as % of Drawdown |
4996.34% |
| |
|
|
|
|
Max.
Trade Drawdown |
($14,200.00) |
|
|
|
|
|
|
