|
All
Trades |
|
|
|
|
|
|
|
|
|
Total
Net Profit |
$43,912.08 |
Profit Factor |
2.13 |
|
Gross
Profit |
$82,609.08 |
Gross
Loss |
($38,697.00) |
|
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select
Total Net Profit |
$43,912.08 |
Select Profit Factor |
2.13 |
|
Select
Gross Profit |
$82,609.08 |
Select Gross Loss |
($38,697.00) |
|
|
|
|
|
Adjusted
Total Net Profit |
$31,457.61 |
Adjusted Profit Factor |
1.73 |
|
Adjusted
Gross Profit |
$74,622.96 |
Adjusted Gross Loss |
($43,165.34) |
|
|
|
|
|
Total
Number of Trades |
182 |
Percent Profitable |
58.79% |
|
Winning
Trades |
107 |
Losing Trades |
75 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg.
Trade Net Profit |
$241.28 |
Ratio
Avg. Win:Avg. Loss |
1.50 |
|
Avg.
Winning Trade |
$772.05 |
Avg.
Losing Trade |
($515.96) |
|
Largest
Winning Trade |
$1,126.44 |
Largest Losing Trade |
($1,693.56) |
|
Largest
Winner as % of Gross Profit |
1.36% |
Largest Loser as % of Gross Loss |
4.38% |
|
|
|
|
|
Net
Profit as % of Largest Loss |
2592.89% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
2592.89% |
Adj.
Net Profit as % of Largest Loss |
1857.48% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
8 |
Max.
Consecutive Losing Trades |
5 |
|
Avg.
Bars in Winning Trades |
3.48 |
Avg.
Bars in Losing Trades |
3.64 |
|
Avg.
Bars in Total Trades |
3.54 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
3 |
Account Size Required |
$5,167.80 |
|
Total
Commission |
$2,467.92 |
Total
Slippage |
$5,460.00 |
|
|
|
|
|
Return
on Initial Capital |
43.91% |
Annual Rate of Return |
680.96% |
|
Buy and
Hold Return |
2.27% |
Return on Account |
849.72% |
|
Avg.
Monthly Return |
$43,912.08 |
Std.
Deviation of Monthly Return |
n/a |
|
|
|
|
|
Return
Retracement Ratio |
n/a |
RINA
Index |
1434.78 |
|
Sharpe
Ratio |
n/a |
K-Ratio |
n/a |
|
|
|
|
|
Trading
Period |
19 Dys, 12 Hrs, 37 Mins |
Percent of Time in the Market |
6.26% |
|
Time in
the Market |
1 Dy, 5 Hrs, 20 Mins |
Longest Flat Period |
2 Dys, 12 Hrs, 55 Mins |
|
|
|
|
|
Max.
Equity Run-up |
$45,619.20 |
|
|
|
Date of
Max. E. Run-up |
06/25/08 14:09 |
Max.
E. Run-up as % of Initial Capital |
45.62% |
|
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($5,841.36) |
Value |
($5,167.80) |
|
Date |
06/24/08 05:47 |
Date |
06/24/08 04:48 |
|
as % of
Initial Capital |
5.84% |
as %
of Initial Capital |
5.17% |
|
Net
Profit as % of Drawdown |
751.74% |
Net
Profit as % of Drawdown |
849.72% |
|
Slct.
Net Profit as % of Drawdown |
751.74% |
Slct.
Net Profit as % of Drawdown |
849.72% |
|
Adj. Net
Prof as % of Drawdown |
538.53% |
Adj.
Net Profit as % of Drawdown |
608.72% |
|
|
|
|
|
Max.
Trade Drawdown |
($1,650.00) |
|
|
|
|
|
|
|
Long
Trades |
|
|
|
|
|
|
|
|
Total
Net Profit |
$20,608.08 |
Profit Factor |
2.16 |
|
Gross
Profit |
$38,414.88 |
Gross
Loss |
($17,806.80) |
|
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select
Total Net Profit |
$20,608.08 |
Select Profit Factor |
2.16 |
|
Select
Gross Profit |
$38,414.88 |
Select Gross Loss |
($17,806.80) |
|
|
|
|
|
Adjusted
Total Net Profit |
$12,029.83 |
Adjusted Profit Factor |
1.57 |
|
Adjusted
Gross Profit |
$33,087.69 |
Adjusted Gross Loss |
($21,057.86) |
|
|
|
|
|
Total
Number of Trades |
82 |
Percent Profitable |
63.41% |
|
Winning
Trades |
52 |
Losing Trades |
30 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg.
Trade Net Profit |
$251.32 |
Ratio
Avg. Win:Avg. Loss |
1.24 |
|
Avg.
Winning Trade |
$738.75 |
Avg.
Losing Trade |
($593.56) |
|
Largest
Winning Trade |
$1,126.44 |
Largest Losing Trade |
($1,693.56) |
|
Largest
Winner as % of Gross Profit |
2.93% |
Largest Loser as % of Gross Loss |
9.51% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
10 |
Max.
Consecutive Losing Trades |
3 |
|
Avg.
Bars in Winning Trades |
3.42 |
Avg.
Bars in Losing Trades |
3.77 |
|
Avg.
Bars in Total Trades |
3.55 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
3 |
Account Size Required |
$3,591.36 |
|
Total
Commission |
$1,111.92 |
Total
Slippage |
$2,460.00 |
|
|
|
|
|
Net
Profit as % of Largest Loss |
1216.85% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
1216.85% |
Adj.
Net Profit as % of Largest Loss |
710.33% |
|
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($3,850.68) |
Value |
($3,591.36) |
|
as % of
Initial Capital |
3.85% |
as %
of Initial Capital |
3.59% |
|
Net
Profit as % of Drawdown |
535.18% |
Net
Profit as % of Drawdown |
573.82% |
|
Slct.
Net Profit as % of Drawdown |
535.18% |
Slct.
Net Profit as % of Drawdown |
573.82% |
|
Adj. Net
Prof as % of Drawdown |
312.41% |
Adj.
Net Profit as % of Drawdown |
573.82% |
|
|
|
|
|
Max.
Trade Drawdown |
($1,650.00) |
|
|
|
|
|
|
|
Short
Trades |
|
|
|
|
|
|
|
|
Total
Net Profit |
$23,304.00 |
Profit Factor |
2.12 |
|
Gross
Profit |
$44,194.20 |
Gross
Loss |
($20,890.20) |
|
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select
Total Net Profit |
$23,304.00 |
Select Profit Factor |
2.12 |
|
Select
Gross Profit |
$44,194.20 |
Select Gross Loss |
($20,890.20) |
|
|
|
|
|
Adjusted
Total Net Profit |
$14,230.73 |
Adjusted Profit Factor |
1.59 |
|
Adjusted
Gross Profit |
$38,235.06 |
Adjusted Gross Loss |
($24,004.33) |
|
|
|
|
|
|
Total
Number of Trades |
100 |
Percent Profitable |
55.00% |
|
Winning
Trades |
55 |
Losing Trades |
45 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg.
Trade Net Proft |
$233.04 |
Ratio
Avg. Win:Avg. Loss |
1.73 |
|
Avg.
Winning Trade |
$803.53 |
Avg.
Losing Trade |
($464.23) |
|
Largest
Winning Trade |
$1,126.44 |
Largest Losing Trade |
($1,693.56) |
|
Largest
Winner as % of Gross Profit |
2.55% |
Largest Loser as % of Gross Loss |
9.51% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
9 |
Max.
Consecutive Losing Trades |
4 |
|
Avg.
Bars in Winning Trades |
3.53 |
Avg.
Bars in Losing Trades |
3.56 |
|
Avg.
Bars in Total Trades |
3.54 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
3 |
Account Size Required |
$3,474.24 |
|
Total
Slippage |
$3,000.00 |
Total
Commission |
$1,356.00 |
|
|
|
|
|
Net
Profit as % of Largest Loss |
1376.04% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
1376.04% |
Adj.
Net Profit as % of Largest Loss |
840.28% |
|
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($4,430.52) |
Value |
($3,474.24) |
|
as % of
Initial Capital |
4.43% |
as %
of Initial Capital |
3.47% |
|
Net
Profit as % of Drawdown |
525.99% |
Net
Profit as % of Drawdown |
670.77% |
|
Slct.
Net Profit as % of Drawdown |
525.99% |
Slct.
Net Profit as % of Drawdown |
670.77% |
|
Adj. Net
Prof as % of Drawdown |
321.20% |
Adj.
Net Prof as % of Drawdown |
409.61% |
|
|
|
|
|
Max.
Trade Drawdown |
($1,650.00) |
|