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TradeStation Performance Summary
  All Trades
 Long Trades
 Short Trades
Total Net Profit $1,105,363.00 $1,110,504.00 ($5,141.00)
Gross Profit $1,932,207.00 $1,921,128.00 $11,079.00
Gross Loss ($826,844.00) ($810,624.00) ($16,220.00)
Profit Factor 2.34 2.37 0.68
       
Roll Over Credit ($41,396.00) ($41,656.00) $260.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $932,941.00 $938,082.00 ($5,141.00)
Select Gross Profit $1,759,785.00 $1,748,706.00 $11,079.00
Select Gross Loss ($826,844.00) ($810,624.00) ($16,220.00)
Select Profit Factor 2.13 2.16 0.68
       
Adjusted Total Net Profit $1,029,558.80 $1,033,736.43 ($10,969.31)
Adjusted Gross Profit $1,899,215.16 $1,888,258.18 $8,118.01
Adjusted Gross Loss ($869,656.36) ($854,521.75) ($19,087.32)
Adjusted Profit Factor 2.18 2.21 0.43
       
Total Number of Trades 3803 3757 46
Percent Profitable 90.19% 90.92% 30.43%
Winning Trades 3430 3416 14
Losing Trades 373 341 32
Even Trades 0 0 0
       
Avg. Trade Net Profit $290.66 $295.58 ($111.76)
Avg. Winning Trade $563.33 $562.39 $791.36
Avg. Losing Trade ($2,216.74) ($2,377.20) ($506.87)
Ratio Avg. Win:Avg. Loss 0.25 0.24 1.56
Largest Winning Trade $2,952.00 $2,952.00 $1,482.00
Largest Losing Trade ($8,254.00) ($8,254.00) ($2,440.00)
Largest Winner as % of Gross Profit 0.15% 0.15% 13.38%
Largest Loser as % of Gross Loss 1.00% 1.02% 15.04%
       
Net Profit as % of Largest Loss 13391.85% 13454.13% (210.70%)
Select Net Profit as % of Largest Loss 11302.90% 11365.18% (210.70%)
Adjusted Net Profit as % of Largest Loss 12473.45% 12524.07% (449.56%)
       
Max. Consecutive Winning Trades 505 505 9
Max. Consecutive Losing Trades 43 41 20
Avg. Bars in Total Trades 279.15 282.16 33.17
Avg. Bars in Winning Trades 225.43 226.06 71.00
Avg. Bars in Losing Trades 773.14 844.13 16.63
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 8000000 8000000 400000
Total Shares/Contracts Held 460000000 454400000 5600000
Account Size Required $359,937.00 $359,617.00 $12,805.00
Total Slippage $92,000.00000 $90,880.00000 $1,120.00000
Total Commission $92,000.00000 $90,880.00000 $1,120.00000
       
Return on Initial Capital 1105.36%
Annual Rate of Return 124.83%
Buy & Hold Return 27.20%
Return on Account 307.10%    
Avg. Monthly Return $44,195.96    
Std. Deviation of Monthly Return $87,006.71    
       
Return Retracement Ratio 2.30    
RINA Index 1604.80    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 1 Yr, 11 Mths, 27 Dys, 8 Hrs, 45 Mins    
Percent of Time in the Market 70.10%
Time in the Market 1 Yr, 4 Mths, 22 Dys, 14 Hrs, 15 Mins    
Longest Flat Period 8 Dys, 22 Hrs    
       
Max. Equity Run-up
 $1,189,482.00    
Date of Max. Equity Run-up 11/21/07 01:45    
Max. Equity Run-up as % of Initial Capital 1189.48%    
       
Max. Drawdown (Intra-day Peak to Valley)
Value ($431,164.00) ($431,164.00) ($14,449.00)
Date 12/20/07 07:45    
as % of Initial Capital 431.16% 431.16% 14.45%
Net Profit as % of Drawdown 256.37% 257.56% (35.58%)
Select Net Profit as % of Drawdown 216.38% 217.57% (35.58%)
Adjusted Net Profit as % of Drawdown 238.79% 239.75% (75.92%)
       
Max. Drawdown (Trade Close to Trade Close)
Value ($359,937.00) ($359,617.00) ($12,805.00)
Date 01/23/08 09:00    
as % of Initial Capital 359.94% 359.62% 12.80%
Net Profit as % of Drawdown 307.10% 308.80% (40.15%)
Select Net Profit as % of Drawdown 259.20% 260.86% (40.15%)
Adjusted Net Profit as % of Drawdown 286.04% 287.45% (85.66%)
       
Max. Trade Drawdown ($12,696.00) ($12,696.00) ($2,480.00)
     
 
All Trades      
       
Total Net Profit $1,105,363.00    Profit Factor 2.34
Gross Profit $1,932,207.00    Gross Loss ($826,844.00)
       
Roll Over Credit ($41,396.00)    
Open Position Profit/Loss $0.00    
       
Select Total Net Profit $932,941.00    Select Profit Factor 2.13
Select Gross Profit $1,759,785.00    Select Gross Loss ($826,844.00)
       
Adjusted Total Net Profit $1,029,558.80    Adjusted Profit Factor 2.18
Adjusted Gross Profit $1,899,215.16    Adjusted Gross Loss ($869,656.36)
       
Total Number of Trades 3803    Percent Profitable 90.19%
Winning Trades 3430    Losing Trades 373
Even Trades 0    
       
Avg. Trade Net Profit $290.66    Ratio Avg. Win:Avg. Loss 0.25
Avg. Winning Trade $563.33    Avg. Losing Trade ($2,216.74)
Largest Winning Trade $2,952.00    Largest Losing Trade ($8,254.00)
Largest Winner as % of Gross Profit 0.15%    Largest Loser as % of Gross Loss 1.00%
       
Net Profit as % of Largest Loss 13391.85%    
Slct. Net Profit as % of Largest Loss 11302.90%    Adj. Net Profit as % of Largest Loss 12473.45%
       
Max. Consecutive Winning Trades 505    Max. Consecutive Losing Trades 43
Avg. Bars in Winning Trades 225.43    Avg. Bars in Losing Trades 773.14
Avg. Bars in Total Trades 279.15    
       
Max. Shares/Contracts Held 8000000    Account Size Required $359,937.00
Total Commission $92,000.00000    Total Slippage $92,000.00000
       
Return on Initial Capital 1105.36%    Annual Rate of Return 124.83%
Buy and Hold Return 27.20%    Return on Account 307.10%
Avg. Monthly Return $44,195.96    Std. Deviation of Monthly Return $87,006.71
       
Return Retracement Ratio 2.30    RINA Index 1604.80
Sharpe Ratio n/a    K-Ratio n/a
       
Trading Period 1 Yr, 11 Mths, 27 Dys, 8 Hrs, 45 Mins    Percent of Time in the Market 70.10%
Time in the Market 1 Yr, 4 Mths, 22 Dys, 14 Hrs, 15 Mins    Longest Flat Period 8 Dys, 22 Hrs
       
Max. Equity Run-up $1,189,482.00    
Date of Max. E. Run-up 11/21/07 01:45    Max. E. Run-up as % of Initial Capital 1189.48%
       

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)
Value ($431,164.00)    Value ($359,937.00)
Date 12/20/07 07:45    Date 01/23/08 09:00
as % of Initial Capital 431.16%    as % of Initial Capital 359.94%
Net Profit as % of Drawdown 256.37%    Net Profit as % of Drawdown 307.10%
Slct. Net Profit as % of Drawdown 216.38%    Slct. Net Profit as % of Drawdown 259.20%
Adj. Net Prof as % of Drawdown 238.79%    Adj. Net Profit as % of Drawdown 286.04%
       
Max. Trade Drawdown ($12,696.00)    
       
Long Trades      
       
Total Net Profit $1,110,504.00    Profit Factor 2.37
Gross Profit $1,921,128.00    Gross Loss ($810,624.00)
       
Roll Over Credit ($41,656.00)    
Open Position Profit/Loss $0.00    
       
Select Total Net Profit $938,082.00    Select Profit Factor 2.16
Select Gross Profit $1,748,706.00    Select Gross Loss ($810,624.00)
       
Adjusted Total Net Profit $1,033,736.43    Adjusted Profit Factor 2.21
Adjusted Gross Profit $1,888,258.18    Adjusted Gross Loss ($854,521.75)
       
Total Number of Trades 3757    Percent Profitable 90.92%
Winning Trades 3416    Losing Trades 341
Even Trades 0    
       
Avg. Trade Net Profit $295.58    Ratio Avg. Win:Avg. Loss 0.24
Avg. Winning Trade $562.39    Avg. Losing Trade ($2,377.20)
Largest Winning Trade $2,952.00    Largest Losing Trade ($8,254.00)
Largest Winner as % of Gross Profit 0.15%    Largest Loser as % of Gross Loss 1.02%
       
Max. Consecutive Winning Trades 505    Max. Consecutive Losing Trades 41
Avg. Bars in Winning Trades 226.06    Avg. Bars in Losing Trades 844.13
Avg. Bars in Total Trades 282.16    
       
Max. Shares/Contracts Held 8000000    Account Size Required $359,617.00
Total Commission $90,880.00000    Total Slippage $90,880.00000
       
Net Profit as % of Largest Loss 13454.13%    
Slct. Net Profit as % of Largest Loss 11365.18%    Adj. Net Profit as % of Largest Loss 12524.07%
       

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)
Value ($431,164.00)    Value ($359,617.00)
as % of Initial Capital 431.16%    as % of Initial Capital 359.62%
Net Profit as % of Drawdown 257.56%    Net Profit as % of Drawdown 308.80%
Slct. Net Profit as % of Drawdown 217.57%    Slct. Net Profit as % of Drawdown 260.86%
Adj. Net Prof as % of Drawdown 239.75%    Adj. Net Profit as % of Drawdown 260.86%
       
Max. Trade Drawdown ($12,696.00)    
       
Short Trades      
       
Total Net Profit ($5,141.00)    Profit Factor 0.68
Gross Profit $11,079.00    Gross Loss ($16,220.00)
       
Roll Over Credit $260.00    
Open Position Profit/Loss $0.00    
       
Select Total Net Profit ($5,141.00)    Select Profit Factor 0.68
Select Gross Profit $11,079.00    Select Gross Loss ($16,220.00)
       
Adjusted Total Net Profit ($10,969.31)    Adjusted Profit Factor 0.43
Adjusted Gross Profit $8,118.01    Adjusted Gross Loss ($19,087.32)
       
Total Number of Trades 46    Percent Profitable 30.43%
Winning Trades 14    Losing Trades 32
Even Trades 0    
       
Avg. Trade Net Proft ($111.76)    Ratio Avg. Win:Avg. Loss 1.56
Avg. Winning Trade $791.36    Avg. Losing Trade ($506.87)
Largest Winning Trade $1,482.00    Largest Losing Trade ($2,440.00)
Largest Winner as % of Gross Profit 13.38%    Largest Loser as % of Gross Loss 1.02%
       
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 20
Avg. Bars in Winning Trades 71.00    Avg. Bars in Losing Trades 16.63
Avg. Bars in Total Trades 33.17    
       
Max. Shares/Contracts Held 400000    Account Size Required $12,805.00
Total Slippage $1,120.00000    Total Commission $1,120.00000
       
Net Profit as % of Largest Loss (210.70%)    
Slct. Net Profit as % of Largest Loss (210.70%)    Adj. Net Profit as % of Largest Loss (449.56%)
       

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)
Value ($14,449.00)    Value ($12,805.00)
as % of Initial Capital 14.45%    as % of Initial Capital 12.80%
Net Profit as % of Drawdown (35.58%)    Net Profit as % of Drawdown (40.15%)
Slct. Net Profit as % of Drawdown (35.58%)    Slct. Net Profit as % of Drawdown (40.15%)
Adj. Net Prof as % of Drawdown (75.92%)    Adj. Net Prof as % of Drawdown (85.66%)
       
Max. Trade Drawdown ($2,480.00)  
 

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