|
TradeStation Performance Summary |
|
|
|
|
|
| |
All
Trades
 |
Long
Trades
|
Short
Trades
|
|
Total Net
Profit |
$2,329,013.12 |
$1,109,907.84 |
$1,219,105.28 |
|
Gross Profit |
$2,738,186.24 |
$1,323,825.28 |
$1,414,360.96 |
|
Gross Loss |
($409,173.12) |
($213,917.44) |
($195,255.68) |
|
Profit Factor |
6.69 |
6.19 |
7.24 |
|
|
|
|
|
|
Roll Over
Credit |
$0.00 |
$0.00 |
$0.00 |
|
Open Position
P/L |
$0.00 |
$0.00 |
$0.00 |
|
|
|
|
|
|
Select Total
Net Profit |
$2,309,922.56 |
$1,086,246.40 |
$1,223,676.16 |
|
Select Gross
Profit |
$2,617,022.72 |
$1,244,409.60 |
$1,372,613.12 |
|
Select Gross
Loss |
($307,100.16) |
($158,163.20) |
($148,936.96) |
|
Select Profit
Factor |
8.52 |
7.87 |
9.22 |
|
|
|
|
|
|
Adjusted Total
Net Profit |
$2,240,939.30 |
$1,048,950.95 |
$1,155,527.16 |
|
Adjusted Gross
Profit |
$2,659,207.40 |
$1,269,508.07 |
$1,357,001.05 |
|
Adjusted Gross
Loss |
($418,268.10) |
($220,557.13) |
($201,473.89) |
|
Adjusted
Profit Factor |
6.36 |
5.76 |
6.74 |
|
|
|
|
|
|
Total Number
of Trades |
3226 |
1632 |
1594 |
|
Percent
Profitable |
37.26% |
36.40% |
38.14% |
|
Winning Trades |
1202 |
594 |
608 |
|
Losing Trades |
2024 |
1038 |
986 |
|
Even Trades |
0 |
0 |
0 |
|
|
|
|
|
|
Avg. Trade Net
Profit |
$721.95 |
$680.09 |
$764.81 |
|
Avg. Winning
Trade |
$2,278.03 |
$2,228.66 |
$2,326.25 |
|
Avg. Losing
Trade |
($202.16) |
($206.09) |
($198.03) |
| Ratio Avg.
Win:Avg. Loss |
11.27 |
10.81 |
11.75 |
|
Largest
Winning Trade |
$7,461.12 |
$7,381.12 |
$7,461.12 |
|
Largest Losing
Trade |
($5,338.88) |
($5,338.88) |
($4,138.88) |
|
Largest Winner
as % of Gross Profit |
0.27% |
0.56% |
0.53% |
|
Largest Loser
as % of Gross Loss |
1.30% |
2.50% |
2.12% |
| |
|
|
|
|
Net Profit as
% of Largest Loss |
43623.63% |
20789.15% |
29454.96% |
|
Select Net
Profit as % of Largest Loss |
43266.05% |
20345.96% |
29565.39% |
|
Adjusted Net
Profit as % of Largest Loss |
41973.96% |
19647.40% |
27918.84% |
|
|
|
|
|
|
Max.
Consecutive Winning Trades |
13 |
7 |
10 |
|
Max.
Consecutive Losing Trades |
14 |
15 |
14 |
|
Avg. Bars in
Total Trades |
1.05 |
1.06 |
1.04 |
|
Avg. Bars in
Winning Trades |
1.07 |
1.10 |
1.05 |
|
Avg. Bars in
Losing Trades |
1.03 |
1.04 |
1.03 |
|
Avg. Bars in
Even Trades |
0.00 |
0.00 |
0.00 |
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
8 |
8 |
|
Total
Shares/Contracts Held |
25808 |
13056 |
12752 |
|
Account Size
Required |
$7,232.00 |
$5,692.16 |
$8,205.44 |
|
Total Slippage |
$322,600.00 |
$163,200.00 |
$159,400.00 |
|
Total
Commission |
$125,426.88 |
$63,452.16 |
$61,974.72 |
|
|
|
|
|
|
Return on
Initial Capital |
2329.01% |
|
|
|
Annual Rate of
Return |
65.69% |
|
|
|
Buy & Hold
Return |
39.67% |
|
|
|
Return on
Account |
32204.27% |
|
|
|
Avg. Monthly
Return |
$46,005.22 |
|
|
|
Std. Deviation
of Monthly Return |
$20,939.20 |
|
|
|
|
|
|
|
|
Return
Retracement Ratio |
0.93 |
|
|
|
RINA Index |
364506.50 |
|
|
|
Sharpe Ratio |
1.17 |
|
|
|
K-Ratio |
n/a |
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| |
|
|
|
|
Trading Period |
4 Yrs, 10 Mths, 7 Dys, 20 Hrs |
|
|
|
Percent of
Time in the Market |
1.85% |
|
|
|
Time in the
Market |
1 Mth, 1 Dy, 21 Hrs, 15 Mins |
|
|
|
Longest Flat
Period |
4 Dys, 20 Hrs, 15 Mins |
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|
|
|
|
|
|
|
Max. Equity
Run-up
|
$2,332,513.60 |
|
|
|
Date of Max.
Equity Run-up |
06/04/08 12:30 |
|
|
|
Max. Equity
Run-up as % of Initial Capital |
2332.51% |
|
|
| |
|
|
|
|
Max. Drawdown (Intra-day
Peak to Valley)
|
|
Value |
($16,421.12) |
($21,532.16) |
($11,089.92) |
|
Date |
08/16/07 16:15 |
|
|
|
as % of
Initial Capital |
16.42% |
21.53% |
11.09% |
|
Net Profit as
% of Drawdown |
14183.03% |
5154.65% |
10992.91% |
|
Select Net
Profit as % of Drawdown |
14066.78% |
5044.76% |
11034.13% |
|
Adjusted Net
Profit as % of Drawdown |
13646.69% |
4871.55% |
10419.62% |
| |
|
|
|
|
Max. Drawdown (Trade Close
to Trade Close)
|
|
Value |
($7,232.00) |
($5,692.16) |
($8,205.44) |
|
Date |
01/08/04 12:30 |
|
|
|
as % of
Initial Capital |
7.23% |
5.69% |
8.21% |
|
Net Profit as
% of Drawdown |
32204.27% |
19498.89% |
14857.28% |
|
Select Net
Profit as % of Drawdown |
31940.30% |
19083.20% |
14912.99% |
|
Adjusted Net
Profit as % of Drawdown |
30986.44% |
18427.99% |
14082.45% |
|
|
|
|
|
|
Max. Trade
Drawdown |
($13,360.00) |
($13,360.00) |
($6,480.00) |
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|
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|
|
All Trades |
|
|
|
| |
|
|
|
|
Total Net
Profit |
$2,329,013.12 |
Profit
Factor |
6.69 |
|
Gross Profit |
$2,738,186.24 |
Gross Loss |
($409,173.12) |
|
|
|
|
|
Roll Over
Credit |
$0.00 |
|
|
|
Open Position
Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total
Net Profit |
$2,309,922.56 |
Select
Profit Factor |
8.52 |
|
Select Gross
Profit |
$2,617,022.72 |
Select
Gross Loss |
($307,100.16) |
|
|
|
|
|
Adjusted Total
Net Profit |
$2,240,939.30 |
Adjusted
Profit Factor |
6.36 |
|
Adjusted Gross
Profit |
$2,659,207.40 |
Adjusted
Gross Loss |
($418,268.10) |
|
|
|
|
|
Total Number
of Trades |
3226 |
Percent
Profitable |
37.26% |
|
Winning Trades |
1202 |
Losing
Trades |
2024 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net
Profit |
$721.95 |
Ratio Avg.
Win:Avg. Loss |
11.27 |
|
Avg. Winning
Trade |
$2,278.03 |
Avg. Losing
Trade |
($202.16) |
|
Largest
Winning Trade |
$7,461.12 |
Largest
Losing Trade |
($5,338.88) |
|
Largest Winner
as % of Gross Profit |
0.27% |
Largest
Loser as % of Gross Loss |
1.30% |
|
|
|
|
|
Net Profit as
% of Largest Loss |
43623.63% |
|
|
|
Slct. Net
Profit as % of Largest Loss |
43266.05% |
Adj. Net Profit as % of Largest Loss |
41973.96% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
13 |
Max. Consecutive Losing Trades |
14 |
|
Avg. Bars in
Winning Trades |
1.07 |
Avg. Bars in Losing Trades |
1.03 |
|
Avg. Bars in
Total Trades |
1.05 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account Size Required |
$7,232.00 |
|
Total
Commission |
$125,426.88 |
Total Slippage |
$322,600.00 |
|
|
|
|
|
Return on
Initial Capital |
2329.01% |
Annual Rate
of Return |
65.69% |
|
Buy and Hold
Return |
39.67% |
Return on
Account |
32204.27% |
|
Avg. Monthly
Return |
$46,005.22 |
Std.
Deviation of Monthly Return |
$20,939.20 |
|
|
|
|
|
Return
Retracement Ratio |
0.93 |
RINA Index |
364506.50 |
|
Sharpe Ratio |
1.17 |
K-Ratio |
n/a |
|
|
|
|
|
Trading Period |
4 Yrs, 10 Mths, 7 Dys, 20 Hrs |
Percent of
Time in the Market |
1.85% |
|
Time in the
Market |
1 Mth, 1 Dy, 21 Hrs, 15 Mins |
Longest
Flat Period |
4 Dys, 20 Hrs, 15 Mins |
|
|
|
|
|
Max. Equity
Run-up |
$2,332,513.60 |
|
|
|
Date of Max.
E. Run-up |
06/04/08 12:30 |
Max. E.
Run-up as % of Initial Capital |
2332.51% |
|
|
|
|
|
Max. Drawdown (Intra-day Peak
to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($16,421.12) |
Value |
($7,232.00) |
|
Date |
08/16/07 16:15 |
Date |
01/08/04 12:30 |
|
as % of
Initial Capital |
16.42% |
as % of
Initial Capital |
7.23% |
|
Net Profit as
% of Drawdown |
14183.03% |
Net Profit
as % of Drawdown |
32204.27% |
|
Slct. Net
Profit as % of Drawdown |
14066.78% |
Slct. Net
Profit as % of Drawdown |
31940.30% |
|
Adj. Net Prof
as % of Drawdown |
13646.69% |
Adj. Net
Profit as % of Drawdown |
30986.44% |
|
|
|
|
|
Max. Trade
Drawdown |
($13,360.00) |
|
|
|
|
|
|
|
Long Trades |
|
|
|
|
|
|
|
|
Total Net
Profit |
$1,109,907.84 |
Profit
Factor |
6.19 |
|
Gross Profit |
$1,323,825.28 |
Gross Loss |
($213,917.44) |
|
|
|
|
|
Roll Over
Credit |
$0.00 |
|
|
|
Open Position
Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total
Net Profit |
$1,086,246.40 |
Select
Profit Factor |
7.87 |
|
Select Gross
Profit |
$1,244,409.60 |
Select
Gross Loss |
($158,163.20) |
|
|
|
|
|
Adjusted Total
Net Profit |
$1,048,950.95 |
Adjusted
Profit Factor |
5.76 |
|
Adjusted Gross
Profit |
$1,269,508.07 |
Adjusted
Gross Loss |
($220,557.13) |
|
|
|
|
|
Total Number
of Trades |
1632 |
Percent
Profitable |
36.40% |
|
Winning Trades |
594 |
Losing
Trades |
1038 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net
Profit |
$680.09 |
Ratio Avg.
Win:Avg. Loss |
10.81 |
|
Avg. Winning
Trade |
$2,228.66 |
Avg. Losing
Trade |
($206.09) |
|
Largest
Winning Trade |
$7,381.12 |
Largest
Losing Trade |
($5,338.88) |
|
Largest Winner
as % of Gross Profit |
0.56% |
Largest
Loser as % of Gross Loss |
2.50% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
7 |
Max.
Consecutive Losing Trades |
15 |
|
Avg. Bars in
Winning Trades |
1.10 |
Avg. Bars
in Losing Trades |
1.04 |
|
Avg. Bars in
Total Trades |
1.06 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account
Size Required |
$5,692.16 |
|
Total
Commission |
$63,452.16 |
Total
Slippage |
$163,200.00 |
|
|
|
|
|
Net Profit as
% of Largest Loss |
20789.15% |
|
|
|
Slct. Net
Profit as % of Largest Loss |
20345.96% |
Adj. Net Profit as % of Largest Loss |
19647.40% |
|
|
|
|
|
Max. Drawdown (Intra-day Peak
to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($21,532.16) |
Value |
($5,692.16) |
|
as % of
Initial Capital |
21.53% |
as % of
Initial Capital |
5.69% |
|
Net Profit as
% of Drawdown |
5154.65% |
Net Profit
as % of Drawdown |
19498.89% |
|
Slct. Net
Profit as % of Drawdown |
5044.76% |
Slct. Net
Profit as % of Drawdown |
19083.20% |
|
Adj. Net Prof
as % of Drawdown |
4871.55% |
Adj. Net
Profit as % of Drawdown |
19083.20% |
|
|
|
|
|
Max. Trade
Drawdown |
($13,360.00) |
|
|
|
|
|
|
|
Short Trades |
|
|
|
|
|
|
|
|
Total Net
Profit |
$1,219,105.28 |
Profit
Factor |
7.24 |
|
Gross Profit |
$1,414,360.96 |
Gross Loss |
($195,255.68) |
|
|
|
|
|
Roll Over
Credit |
$0.00 |
|
|
|
Open Position
Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total
Net Profit |
$1,223,676.16 |
Select
Profit Factor |
9.22 |
|
Select Gross
Profit |
$1,372,613.12 |
Select
Gross Loss |
($148,936.96) |
|
|
|
|
|
Adjusted Total
Net Profit |
$1,155,527.16 |
Adjusted
Profit Factor |
6.74 |
|
Adjusted Gross
Profit |
$1,357,001.05 |
Adjusted
Gross Loss |
($201,473.89) |
|
|
|
|
|
|
Total Number
of Trades |
1594 |
Percent
Profitable |
38.14% |
|
Winning Trades |
608 |
Losing
Trades |
986 |
|
Even Trades |
0 |
|
|
|
|
|
|
|
Avg. Trade Net
Proft |
$764.81 |
Ratio Avg.
Win:Avg. Loss |
11.75 |
|
Avg. Winning
Trade |
$2,326.25 |
Avg. Losing
Trade |
($198.03) |
|
Largest
Winning Trade |
$7,461.12 |
Largest
Losing Trade |
($4,138.88) |
|
Largest Winner
as % of Gross Profit |
0.53% |
Largest
Loser as % of Gross Loss |
2.50% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
10 |
Max.
Consecutive Losing Trades |
14 |
|
Avg. Bars in
Winning Trades |
1.05 |
Avg. Bars
in Losing Trades |
1.03 |
|
Avg. Bars in
Total Trades |
1.04 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account
Size Required |
$8,205.44 |
|
Total Slippage |
$159,400.00 |
Total
Commission |
$61,974.72 |
|
|
|
|
|
Net Profit as
% of Largest Loss |
29454.96% |
|
|
|
Slct. Net
Profit as % of Largest Loss |
29565.39% |
Adj. Net Profit as % of Largest Loss |
27918.84% |
|
|
|
|
|
Max. Drawdown (Intra-day Peak
to Valley) |
Max. Drawdown (Trade Close to Trade Close) |
|
Value |
($11,089.92) |
Value |
($8,205.44) |
|
as % of
Initial Capital |
11.09% |
as % of
Initial Capital |
8.21% |
|
Net Profit as
% of Drawdown |
10992.91% |
Net Profit
as % of Drawdown |
14857.28% |
|
Slct. Net
Profit as % of Drawdown |
11034.13% |
Slct. Net
Profit as % of Drawdown |
14912.99% |
|
Adj. Net Prof
as % of Drawdown |
10419.62% |
Adj. Net
Prof as % of Drawdown |
14082.45% |
|
|
|
|
|
Max. Trade
Drawdown |
($6,480.00) |
|
|
|
|
|
|
|
|
|
|
|
|
|
