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TradeStation Performance Summary
All Trades
 
Total Net Profit $83,580.00    Profit Factor 4.12
Gross Profit $110,332.50    Gross Loss ($26,752.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $83,580.00    Select Profit Factor 4.12
Select Gross Profit $110,332.50    Select Gross Loss ($26,752.50)
Adjusted Total Net Profit $54,522.21    Adjusted Profit Factor 2.60
Adjusted Gross Profit $88,694.52    Adjusted Gross Loss ($34,172.31)
Total Number of Trades 39    Percent Profitable 66.67%
Winning Trades 26    Losing Trades 13
Even Trades 0
Avg. Trade Net Profit $2,143.08    Ratio Avg. Win:Avg. Loss 2.06
Avg. Winning Trade $4,243.56    Avg. Losing Trade ($2,057.88)
Largest Winning Trade $7,620.00    Largest Losing Trade ($3,105.00)
Largest Winner as % of Gross Profit 6.91%    Largest Loser as % of Gross Loss 11.61%
Net Profit as % of Largest Loss 2691.79%
Slct. Net Profit as % of Largest Loss 2691.79%    Adj. Net Profit as % of Largest Loss 1755.95%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 3
Avg. Bars in Winning Trades 20.23    Avg. Bars in Losing Trades 10.62
Avg. Bars in Total Trades 17.03
Max. Shares/Contracts Held 3    Account Size Required $6,127.50
Total Commission $2,340.000    Total Slippage $4,680.000
Return on Initial Capital 83.58%    Annual Rate of Return 220.39%
Buy and Hold Return (28.19%)    Return on Account 1364.01%
Avg. Monthly Return $20,895.00    Std. Deviation of Monthly Return $22,653.10
Return Retracement Ratio 13.40    RINA Index 136.12
Sharpe Ratio n/a    K-Ratio n/a
Trading Period 3 Mths, 8 Dys, 16 Hrs, 15 Mins    Percent of Time in the Market 51.64%
Time in the Market 1 Mth, 20 Dys, 23 Hrs, 45 Mins    Longest Flat Period 3 Dys, 23 Hrs
Max. Equity Run-up $91,747.50
Date of Max. E. Run-up 05/29/08 13:30    Max. E. Run-up as % of Initial Capital 91.75%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)
Value ($10,200.00)    Value ($6,127.50)
Date 06/18/08 20:00    Date 06/17/08 12:30
as % of Initial Capital 10.20%    as % of Initial Capital 6.13%
Net Profit as % of Drawdown 819.41%    Net Profit as % of Drawdown 1364.01%
Slct. Net Profit as % of Drawdown 819.41%    Slct. Net Profit as % of Drawdown 1364.01%
Adj. Net Prof as % of Drawdown 534.53%    Adj. Net Profit as % of Drawdown 889.80%
Max. Trade Drawdown ($3,187.50)    
Long Trades
Total Net Profit $7,462.50    Profit Factor 2.30
Gross Profit $13,222.50    Gross Loss ($5,760.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $7,462.50    Select Profit Factor 2.30
Select Gross Profit $13,222.50    Select Gross Loss ($5,760.00)
Adjusted Total Net Profit ($4,244.45)    Adjusted Profit Factor 0.57
Adjusted Gross Profit $5,588.49    Adjusted Gross Loss ($9,832.94)
Total Number of Trades 5    Percent Profitable 60.00%
Winning Trades 3    Losing Trades 2
Even Trades 0
Avg. Trade Net Profit $1,492.50    Ratio Avg. Win:Avg. Loss 1.53
Avg. Winning Trade $4,407.50    Avg. Losing Trade ($2,880.00)
Largest Winning Trade $6,307.50    Largest Losing Trade ($2,880.00)
Largest Winner as % of Gross Profit 47.70%    Largest Loser as % of Gross Loss 50.00%
Max. Consecutive Winning Trades 2    Max. Consecutive Losing Trades 2
Avg. Bars in Winning Trades 6.33    Avg. Bars in Losing Trades 3.00
Avg. Bars in Total Trades 5.00
Max. Shares/Contracts Held 3    Account Size Required $5,760.00
Total Commission $300.000    Total Slippage $600.000
     
Net Profit as % of Largest Loss 259.11%
Slct. Net Profit as % of Largest Loss 259.11%    Adj. Net Profit as % of Largest Loss (147.38%)

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)
Value ($6,352.50)    Value ($5,760.00)
as % of Initial Capital 6.35%    as % of Initial Capital 5.76%
Net Profit as % of Drawdown 117.47%    Net Profit as % of Drawdown 129.56%
Slct. Net Profit as % of Drawdown 117.47%    Slct. Net Profit as % of Drawdown 129.56%
Adj. Net Prof as % of Drawdown (66.82%)    Adj. Net Profit as % of Drawdown 129.56%
Max. Trade Drawdown ($2,700.00)  
Short Trades
Total Net Profit $76,117.50    Profit Factor 4.63
Gross Profit $97,110.00    Gross Loss ($20,992.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $76,117.50    Select Profit Factor 4.63
Select Gross Profit $97,110.00    Select Gross Loss ($20,992.50)
Adjusted Total Net Profit $49,539.19    Adjusted Profit Factor 2.81
Adjusted Gross Profit $76,861.17    Adjusted Gross Loss ($27,321.98)
     
Total Number of Trades 34    Percent Profitable 67.65%
Winning Trades 23    Losing Trades 11
Even Trades 0
Avg. Trade Net Proft $2,238.75    Ratio Avg. Win:Avg. Loss 2.21
Avg. Winning Trade $4,222.17    Avg. Losing Trade ($1,908.41)
Largest Winning Trade $7,620.00    Largest Losing Trade ($3,105.00)
Largest Winner as % of Gross Profit 7.85%    Largest Loser as % of Gross Loss 50.00%
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 3
Avg. Bars in Winning Trades 22.04    Avg. Bars in Losing Trades 12.00
Avg. Bars in Total Trades 18.79
Max. Shares/Contracts Held 3    Account Size Required $6,127.50
Total Slippage $4,080.000    Total Commission $2,040.000
Net Profit as % of Largest Loss 2451.45%
Slct. Net Profit as % of Largest Loss 2451.45%    Adj. Net Profit as % of Largest Loss 1595.47%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)
Value ($10,200.00)    Value ($6,127.50)
as % of Initial Capital 10.20%    as % of Initial Capital 6.13%
Net Profit as % of Drawdown 746.25%    Net Profit as % of Drawdown 1242.23%
Slct. Net Profit as % of Drawdown 746.25%    Slct. Net Profit as % of Drawdown 1242.23%
Adj. Net Prof as % of Drawdown 485.68%    Adj. Net Prof as % of Drawdown 808.47%

Max. Trade Drawdown

 ($3,187.50)  
 

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