|
All
Trades |
|
|
|
|
|
|
|
|
|
Total Net Profit |
$15,161.76 |
Profit Factor |
2.74 |
|
Gross Profit |
$23,897.92 |
Gross Loss |
($8,736.16) |
|
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$15,161.76 |
Select Profit Factor |
2.74 |
|
Select Gross Profit |
$23,897.92 |
Select Gross Loss |
($8,736.16) |
|
|
|
|
|
Adjusted Total Net Profit |
$7,078.96 |
Adjusted Profit Factor |
1.58 |
|
Adjusted Gross Profit |
$19,381.64 |
Adjusted Gross Loss |
($12,302.68) |
|
|
|
|
|
Total Number of Trades |
34 |
Percent Profitable |
82.35% |
|
Winning Trades |
28 |
Losing Trades |
6 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg.
Trade Net Profit |
$445.93 |
Ratio Avg. Win:Avg. Loss |
0.59 |
|
Avg.
Winning Trade |
$853.50 |
Avg. Losing Trade |
($1,456.03) |
|
Largest Winning Trade |
$2,060.64 |
Largest Losing Trade |
($2,539.36) |
|
Largest Winner as % of Gross Profit |
8.62% |
Largest Loser as % of Gross Loss |
29.07% |
|
|
|
|
|
Net
Profit as % of Largest Loss |
597.07% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
597.07% |
Adj. Net Profit as % of Largest Loss |
278.77% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
20 |
Max. Consecutive Losing Trades |
2 |
|
Avg.
Bars in Winning Trades |
2.07 |
Avg. Bars in Losing Trades |
2.00 |
|
Avg.
Bars in Total Trades |
2.06 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account Size Required |
$4,978.72 |
|
Total Commission |
$1,338.24 |
Total Slippage |
$3,400.00 |
|
|
|
|
|
Return on Initial Capital |
15.16% |
Annual Rate of Return |
424.52% |
|
Buy
and Hold Return |
(3.96%) |
Return on Account |
304.53% |
|
Avg.
Monthly Return |
$15,161.76 |
Std. Deviation of Monthly Return |
n/a |
|
|
|
|
|
Return Retracement Ratio |
n/a |
RINA Index |
859.79 |
|
Sharpe Ratio |
n/a |
K-Ratio |
n/a |
|
|
|
|
|
Trading Period |
12 Dys, 3 Hrs, 30
Mins |
Percent of Time in the Market |
6.00% |
|
Time
in the Market |
17 Hrs, 30 Mins |
Longest Flat Period |
2 Dys, 21 Hrs |
|
|
|
|
|
Max.
Equity Run-up |
$20,379.84 |
|
|
|
Date
of Max. E. Run-up |
06/30/08 13:00 |
Max. E. Run-up as % of Initial Capital |
20.38% |
|
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to
Trade Close) |
|
Value |
($5,378.72) |
Value |
($4,978.72) |
|
Date |
06/19/08 12:30 |
Date |
06/19/08 11:30 |
|
as %
of Initial Capital |
5.38% |
as % of Initial Capital |
4.98% |
|
Net
Profit as % of Drawdown |
281.88% |
Net Profit as % of Drawdown |
304.53% |
|
Slct.
Net Profit as % of Drawdown |
281.88% |
Slct. Net Profit as % of Drawdown |
304.53% |
|
Adj.
Net Prof as % of Drawdown |
131.61% |
Adj. Net Profit as % of Drawdown |
142.18% |
|
|
|
|
|
Max.
Trade Drawdown |
($2,400.00) |
|
|
|
|
|
|
|
Long
Trades |
|
|
|
|
|
|
|
|
Total Net Profit |
$7,352.16 |
Profit Factor |
2.45 |
|
Gross Profit |
$12,409.60 |
Gross Loss |
($5,057.44) |
|
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$7,352.16 |
Select Profit Factor |
2.45 |
|
Select Gross Profit |
$12,409.60 |
Select Gross Loss |
($5,057.44) |
|
|
|
|
|
Adjusted Total Net Profit |
$1,619.30 |
Adjusted Profit Factor |
1.21 |
|
Adjusted Gross Profit |
$9,205.46 |
Adjusted Gross Loss |
($7,586.16) |
|
|
|
|
|
Total Number of Trades |
19 |
Percent Profitable |
78.95% |
|
Winning Trades |
15 |
Losing Trades |
4 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg.
Trade Net Profit |
$386.96 |
Ratio Avg. Win:Avg. Loss |
0.65 |
|
Avg.
Winning Trade |
$827.31 |
Avg. Losing Trade |
($1,264.36) |
|
Largest Winning Trade |
$1,860.64 |
Largest Losing Trade |
($2,439.36) |
|
Largest Winner as % of Gross Profit |
14.99% |
Largest Loser as % of Gross Loss |
48.23% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
10 |
Max. Consecutive Losing Trades |
2 |
|
Avg.
Bars in Winning Trades |
2.07 |
Avg. Bars in Losing Trades |
2.25 |
|
Avg.
Bars in Total Trades |
2.11 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account Size Required |
$2,439.36 |
|
Total Commission |
$747.84 |
Total Slippage |
$1,900.00 |
|
|
|
|
|
Net
Profit as % of Largest Loss |
301.40% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
301.40% |
Adj. Net Profit as % of Largest Loss |
66.38% |
|
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to
Trade Close) |
|
Value |
($4,257.44) |
Value |
($2,439.36) |
|
as %
of Initial Capital |
4.26% |
as % of Initial Capital |
2.44% |
|
Net
Profit as % of Drawdown |
172.69% |
Net Profit as % of Drawdown |
301.40% |
|
Slct.
Net Profit as % of Drawdown |
172.69% |
Slct. Net Profit as % of Drawdown |
301.40% |
|
Adj.
Net Prof as % of Drawdown |
38.03% |
Adj. Net Profit as % of Drawdown |
301.40% |
|
|
|
|
|
Max.
Trade Drawdown |
($2,300.00) |
|
|
|
|
|
|
|
Short Trades |
|
|
|
|
|
|
|
|
Total Net Profit |
$7,809.60 |
Profit Factor |
3.12 |
|
Gross Profit |
$11,488.32 |
Gross Loss |
($3,678.72) |
|
|
|
|
|
Roll
Over Credit |
$0.00 |
|
|
|
Open
Position Profit/Loss |
$0.00 |
|
|
|
|
|
|
|
Select Total Net Profit |
$7,809.60 |
Select Profit Factor |
3.12 |
|
Select Gross Profit |
$11,488.32 |
Select Gross Loss |
($3,678.72) |
|
|
|
|
|
Adjusted Total Net Profit |
$2,022.07 |
Adjusted Profit Factor |
1.32 |
|
Adjusted Gross Profit |
$8,302.03 |
Adjusted Gross Loss |
($6,279.97) |
|
|
|
|
|
|
Total Number of Trades |
15 |
Percent Profitable |
86.67% |
|
Winning Trades |
13 |
Losing Trades |
2 |
|
Even
Trades |
0 |
|
|
|
|
|
|
|
Avg.
Trade Net Proft |
$520.64 |
Ratio Avg. Win:Avg. Loss |
0.48 |
|
Avg.
Winning Trade |
$883.72 |
Avg. Losing Trade |
($1,839.36) |
|
Largest Winning Trade |
$2,060.64 |
Largest Losing Trade |
($2,539.36) |
|
Largest Winner as % of Gross Profit |
17.94% |
Largest Loser as % of Gross Loss |
48.23% |
|
|
|
|
|
Max.
Consecutive Winning Trades |
12 |
Max. Consecutive Losing Trades |
1 |
|
Avg.
Bars in Winning Trades |
2.08 |
Avg. Bars in Losing Trades |
1.50 |
|
Avg.
Bars in Total Trades |
2.00 |
|
|
|
|
|
|
|
Max.
Shares/Contracts Held |
8 |
Account Size Required |
$2,818.08 |
|
Total Slippage |
$1,500.00 |
Total Commission |
$590.40 |
|
|
|
|
|
Net
Profit as % of Largest Loss |
307.54% |
|
|
|
Slct.
Net Profit as % of Largest Loss |
307.54% |
Adj. Net Profit as % of Largest Loss |
79.63% |
|
|
|
|
|
Max. Drawdown
(Intra-day Peak to Valley) |
Max. Drawdown (Trade Close to
Trade Close) |
|
Value |
($3,118.08) |
Value |
($2,818.08) |
|
as %
of Initial Capital |
3.12% |
as % of Initial Capital |
2.82% |
|
Net
Profit as % of Drawdown |
250.46% |
Net Profit as % of Drawdown |
277.12% |
|
Slct.
Net Profit as % of Drawdown |
250.46% |
Slct. Net Profit as % of Drawdown |
277.12% |
|
Adj.
Net Prof as % of Drawdown |
64.85% |
Adj. Net Prof as % of Drawdown |
71.75% |
|
|
|
|
|
Max.
Trade Drawdown |
($2,400.00) |
|
