Content-Type: multipart/related; type="text/html"; boundary="==TSBoundary-SPR" --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID:
TradeStation Performance Report <body> <p>This page uses frames, but your browser doesn't support them.</p> </body> --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: TradeStation Performance Summary
Display:
 
TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $39,750.00 $28,180.00 $11,570.00
Gross Profit $82,410.00 $46,680.00 $35,730.00
Gross Loss ($42,660.00) ($18,500.00) ($24,160.00)
Profit Factor 1.93 2.52 1.48
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $43,550.00 $28,180.00 $15,370.00
Select Gross Profit $82,410.00 $46,680.00 $35,730.00
Select Gross Loss ($38,860.00) ($18,500.00) ($20,360.00)
Select Profit Factor 2.12 2.52 1.75
       
Adjusted Total Net Profit $23,531.84 $16,326.47 $544.56
Adjusted Gross Profit $70,259.31 $37,344.00 $27,933.07
Adjusted Gross Loss ($46,727.47) ($21,017.53) ($27,388.52)
Adjusted Profit Factor 1.50 1.78 1.02
       
Total Number of Trades 156 79 77
Percent Profitable 29.49% 31.65% 27.27%
Winning Trades 46 25 21
Losing Trades 110 54 56
Even Trades 0 0 0
       
Avg. Trade Net Profit $254.81 $356.71 $150.26
Avg. Winning Trade $1,791.52 $1,867.20 $1,701.43
Avg. Losing Trade ($387.82) ($342.59) ($431.43)
Ratio Avg. Win:Avg. Loss 4.62 5.45 3.94
Largest Winning Trade $6,200.00 $6,060.00 $6,200.00
Largest Losing Trade ($2,040.00) ($1,300.00) ($2,040.00)
Largest Winner as % of Gross Profit 7.52% 12.98% 17.35%
Largest Loser as % of Gross Loss 4.78% 7.03% 8.44%
       
Net Profit as % of Largest Loss 1948.53% 2167.69% 567.16%
Select Net Profit as % of Largest Loss 2134.80% 2167.69% 753.43%
Adjusted Net Profit as % of Largest Loss 1153.52% 1255.88% 26.69%
       
Max. Consecutive Winning Trades 6 3 3
Max. Consecutive Losing Trades 12 14 10
Avg. Bars in Total Trades 72.58 79.19 65.81
Avg. Bars in Winning Trades 164.85 182.08 144.33
Avg. Bars in Losing Trades 34.00 31.56 36.36
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 156 79 77
Account Size Required $7,220.00 $7,670.00 $6,900.00
Total Slippage $0.0 $0.0 $0.0
Total Commission $9,360.0 $4,740.0 $4,620.0
       
Return on Initial Capital 198.75%
Annual Rate of Return 29.30%
Buy & Hold Return 508.08%
Return on Account 550.55%    
Avg. Monthly Return $1,135.71    
Std. Deviation of Monthly Return $3,259.67    
       
Return Retracement Ratio 0.55    
RINA Index 199.09    
Sharpe Ratio 0.28    
K-Ratio n/a    
       
Trading Period 3 Yrs, 8 Mths, 24 Dys, 3 Hrs
Percent of Time in the Market 51.68%
Time in the Market 1 Yr, 11 Mths, 3 Dys, 22 Hrs, 40 Mins    
Longest Flat Period 69 Dys, 20 Mins    
       
Max. Equity Run-up
 $48,730.00    
Date of Max. Equity Run-up 04/22/10 13:20    
Max. Equity Run-up as % of Initial Capital 243.65%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($9,170.00) ($10,550.00) ($9,830.00)
Date 11/28/08 12:00    
as % of Initial Capital 45.85% 52.75% 49.15%
Net Profit as % of Drawdown 433.48% 267.11% 117.70%
Select Net Profit as % of Drawdown 474.92% 267.11% 156.36%
Adjusted Net Profit as % of Drawdown 256.62% 154.75% 5.54%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($7,220.00) ($7,670.00) ($6,900.00)
Date 11/28/08 10:50    
as % of Initial Capital 36.10% 38.35% 34.50%
Net Profit as % of Drawdown 550.55% 367.41% 167.68%
Select Net Profit as % of Drawdown 603.19% 367.41% 222.75%
Adjusted Net Profit as % of Drawdown 325.93% 212.86% 7.89%
       
Max. Trade Drawdown ($1,980.00) ($1,240.00) ($1,980.00)
     
     
     
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Annual Trading Summary
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

 $13,010.00 27.83% 3.87 31 48.39%
1/1/2010 $2,280.00 3.97% 2.39 7 42.86%
1/1/2009 $31,160.00 118.43% 3.48 56 42.86%
1/1/2008 $9,480.00 56.33% 1.38 83 19.28%
1/1/2007 ($3,170.00) (15.85%) 0.32 12 25.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2010 - Today $2,280.00 3.97% 2.39 7 42.86%
1/1/2009 - 1/1/2010 $33,440.00 127.10% 3.40 62 43.55%
1/1/2008 - 1/1/2010 $42,920.00 255.02% 2.13 144 29.86%
1/1/2007 - 1/1/2010 $39,750.00 198.75% 1.93 156 29.49%
1/1/2006 - 1/1/2010 $39,750.00 198.75% 1.93 156 29.49%

--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Monthly Analysis
TradeStation Periodical Returns: Monthly

Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain

%Profitable
January ($1,773.33) (8.87%) 19.05%
February $540.00 1.70% 23.08%
March $2,930.00 15.56% 50.00%
April $1,173.33 3.35% 33.33%
May ($525.00) (1.45%) 22.22%
June $2,042.50 8.79% 45.45%
July $2,197.50 6.47% 23.53%
August $3,080.00 8.52% 28.57%
September $803.33 2.56% 20.00%
October $306.67 0.95% 28.00%
November ($1,070.00) (3.30%) 26.67%
December $3,205.00 10.21% 55.56%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 ($830.00) (1.37%) 0.00 2 0.00%
6/1/2010 ($570.00) (0.93%) 0.00 1 0.00%
4/1/2010 $2,590.00 4.42% 100.00 2 100.00%
3/1/2010 ($160.00) (0.27%) 0.00 1 0.00%
1/1/2010 $1,250.00 2.18% 6.21 2 50.00%
12/1/2009 $10.00 0.02% 1.01 7 42.86%
11/1/2009 $1,580.00 2.83% 2.78 5 60.00%
10/1/2009 $1,980.00 3.67% 2.96 8 50.00%
9/1/2009 ($1,430.00) (2.58%) 0.00 7 0.00%
8/1/2009 $8,020.00 16.95% 100.00 3 100.00%
7/1/2009 $8,280.00 21.21% 64.69 4 50.00%
6/1/2009 $7,110.00 22.27% 100.00 3 100.00%
5/1/2009 $3,110.00 10.79% 3.78 3 66.67%
4/1/2009 $2,960.00 11.45% 3.60 5 40.00%
3/1/2009 $3,170.00 13.98% 12.74 4 75.00%
2/1/2009 $730.00 3.33% 1.35 7 28.57%
1/1/2009 ($4,360.00) (16.57%) 0.07 10 10.00%
12/1/2008 $6,400.00 32.14% 100.00 2 100.00%
11/1/2008 ($4,200.00) (17.42%) 0.11 9 11.11%
10/1/2008 ($860.00) (3.44%) 0.74 13 15.38%
9/1/2008 $3,640.00 17.07% 6.35 7 28.57%
8/1/2008 $1,230.00 6.12% 1.53 10 10.00%
7/1/2008 $1,680.00 9.12% 2.29 7 14.29%
6/1/2008 $3,860.00 26.51% 4.04 4 50.00%
5/1/2008 ($4,160.00) (22.22%) 0.00 6 0.00%
4/1/2008 ($2,030.00) (9.78%) 0.37 11 18.18%
3/1/2008 $5,780.00 38.61% 10.32 5 40.00%
2/1/2008 $350.00 2.39% 1.39 6 16.67%
1/1/2008 ($2,210.00) (13.13%) 0.36 9 22.22%
11/1/2007 ($590.00) (3.39%) 0.00 1 0.00%
10/1/2007 ($200.00) (1.14%) 0.81 4 25.00%
9/1/2007 $200.00 1.15% 100.00 1 100.00%
8/1/2007 ($10.00) (0.06%) 0.00 1 0.00%
7/1/2007 ($340.00) (1.91%) 0.77 4 25.00%
6/1/2007 ($2,230.00) (11.15%) 0.00 3 0.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 - Today ($830.00) (1.37%) 0.00 2 0.00%
6/1/2010 - 7/1/2010 ($1,400.00) (7.00%) 0.00 3 0.00%
5/1/2010 - 7/1/2010 ($1,400.00) (2.29%) 0.00 3 0.00%
4/1/2010 - 7/1/2010 $1,190.00 2.03% 1.85 5 40.00%
3/1/2010 - 7/1/2010 $1,030.00 5.15% 1.74 5 40.00%
2/1/2010 - 7/1/2010 $1,030.00 1.75% 1.74 5 40.00%
1/1/2010 - 7/1/2010 $2,280.00 3.97% 2.39 7 42.86%
12/1/2009 - 7/1/2010 $2,290.00 3.99% 1.82 13 46.15%
11/1/2009 - 7/1/2010 $3,870.00 6.93% 2.25 17 52.94%
10/1/2009 - 7/1/2010 $5,850.00 10.85% 2.52 24 54.17%
9/1/2009 - 7/1/2010 $4,420.00 7.99% 1.84 30 43.33%
8/1/2009 - 7/1/2010 $12,440.00 26.29% 3.74 32 50.00%
7/1/2009 - 7/1/2010 $20,720.00 53.09% 5.44 35 48.57%
6/1/2009 - 7/1/2010 $27,830.00 87.19% 7.05 37 54.05%
5/1/2009 - 7/1/2010 $30,940.00 107.39% 6.41 39 53.85%
4/1/2009 - 7/1/2010 $33,900.00 131.14% 5.94 43 51.16%
3/1/2009 - 7/1/2010 $37,070.00 163.45% 6.20 46 52.17%
2/1/2009 - 7/1/2010 $37,800.00 172.21% 5.09 53 49.06%
1/1/2009 - 7/1/2010 $33,440.00 127.10% 3.40 62 43.55%
12/1/2008 - 7/1/2010 $39,840.00 200.10% 4.08 63 46.03%
11/1/2008 - 7/1/2010 $35,640.00 147.82% 3.03 71 42.25%
10/1/2008 - 7/1/2010 $34,780.00 139.29% 2.68 83 38.55%
9/1/2008 - 7/1/2010 $38,420.00 180.12% 2.80 89 37.08%
8/1/2008 - 7/1/2010 $39,650.00 197.26% 2.68 99 34.34%
7/1/2008 - 7/1/2010 $41,330.00 224.38% 2.66 105 33.33%
6/1/2008 - 7/1/2010 $45,190.00 310.37% 2.72 109 33.94%
5/1/2008 - 7/1/2010 $41,030.00 219.18% 2.35 115 32.17%
4/1/2008 - 7/1/2010 $39,000.00 187.95% 2.16 126 30.95%
3/1/2008 - 7/1/2010 $44,780.00 299.13% 2.33 130 31.54%
2/1/2008 - 7/1/2010 $45,130.00 308.69% 2.31 136 30.88%
1/1/2008 - 7/1/2010 $42,920.00 214.60% 2.13 144 29.86%
12/1/2007 - 7/1/2010 $42,920.00 255.02% 2.13 144 29.86%
11/1/2007 - 7/1/2010 $42,330.00 243.00% 2.10 145 29.66%
10/1/2007 - 7/1/2010 $42,130.00 239.10% 2.06 149 29.53%
9/1/2007 - 7/1/2010 $42,330.00 243.00% 2.07 150 30.00%
8/1/2007 - 7/1/2010 $42,320.00 242.80% 2.07 151 29.80%
7/1/2007 - 7/1/2010 $41,980.00 236.24% 2.02 154 29.87%
6/1/2007 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
5/1/2007 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
4/1/2007 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
3/1/2007 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
2/1/2007 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
1/1/2007 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
12/1/2006 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%
11/1/2006 - 7/1/2010 $39,750.00 198.75% 1.93 156 29.49%

--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID:

TradeStation Performance Report


Performance Summary
Annual
Monthly
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: TD { FONT-SIZE: 8pt; FONT-FAMILY: Verdana,tahoma,Arial,Sans-Serif } .title { FONT-WEIGHT: bold; FONT-SIZE: 10pt; COLOR: #ffffff; FONT-FAMILY: tahoma,Arial,Verdana,Sans-Serif; BACKGROUND-COLOR: #0066cc; TEXT-DECORATION: none } .titlesub { FONT-SIZE: 10pt; COLOR: #ffffff; FONT-FAMILY: tahoma,Arial,Verdana,Sans-Serif; BACKGROUND-COLOR: #0066cc; TEXT-DECORATION: none } .titlesection { FONT-WEIGHT: bold; FONT-SIZE: 10pt; FONT-FAMILY: Verdana,tahoma,Arial,Sans-Serif; TEXT-DECORATION: none } A { COLOR: #3f82c1; FONT-FAMILY: tahoma,Arial,Verdana,Sans-Serif; TEXT-DECORATION: underline } A.helpLink { CURSOR: hand; COLOR: black; TEXT-DECORATION: none } A.helpLinkTitleSection { CURSOR: hand; COLOR: white; TEXT-DECORATION: none } A.helpLink:hover { COLOR: #3f82c1; TEXT-DECORATION: underline } A.helpLinkTitleSection:hover { FONT-WEIGHT: bold; EXT-DECORATION: underline } .help-tooltip { BORDER-RIGHT: #f5f5f5 solid; BORDER-TOP: #f5f5f5 solid; BORDER-LEFT: #f5f5f5 solid; BORDER-BOTTOM: #f5f5f5 solid; Z-INDEX: 10000; BACKGROUND: white; FILTER: progid:DXImageTransform.Microsoft.Shadow(color="#000000", Direction=135, Strength=5); FONT: Status-Bar; WIDTH: 250px; COLOR: infotext; POSITION: absolute } .help-tooltip A { BACKGROUND: none transparent scroll repeat 0% 0%; COLOR: blue! important } .help-tooltip A:hover { BACKGROUND: none transparent scroll repeat 0% 0%; COLOR: blue! important } .Detail { DISPLAY: none } .Main { DISPLAY: block } TR.Main { DISPLAY: block } TR.Detail { DISPLAY: none; BACKGROUND-COLOR: #f5f5f5 } TABLE.hiddentable { DISPLAY: none } TD { FONT-SIZE: 8pt; FONT-FAMILY: Verdana,tahoma,Arial,Sans-Serif } .title { FONT-WEIGHT: bold; FONT-SIZE: 10pt; COLOR: #ffffff; FONT-FAMILY: tahoma,Arial,Verdana,Sans-Serif; BACKGROUND-COLOR: #0066cc; TEXT-DECORATION: none } .titlesub { FONT-SIZE: 10pt; COLOR: #ffffff; FONT-FAMILY: tahoma,Arial,Verdana,Sans-Serif; BACKGROUND-COLOR: #0066cc; TEXT-DECORATION: none } .titlesection { FONT-WEIGHT: bold; FONT-SIZE: 10pt; FONT-FAMILY: Verdana,tahoma,Arial,Sans-Serif; TEXT-DECORATION: none } A { COLOR: #3f82c1; FONT-FAMILY: tahoma,Arial,Verdana,Sans-Serif; TEXT-DECORATION: underline } A.helpLink { CURSOR: hand; COLOR: black; TEXT-DECORATION: none } A.helpLinkTitleSection { CURSOR: hand; COLOR: white; TEXT-DECORATION: none } A.helpLink:hover { COLOR: #3f82c1; TEXT-DECORATION: underline } A.helpLinkTitleSection:hover { FONT-WEIGHT: bold; EXT-DECORATION: underline } .help-tooltip { BORDER-RIGHT: #f5f5f5 solid; BORDER-TOP: #f5f5f5 solid; BORDER-LEFT: #f5f5f5 solid; BORDER-BOTTOM: #f5f5f5 solid; Z-INDEX: 10000; BACKGROUND: white; FILTER: progid:DXImageTransform.Microsoft.Shadow(color="#000000", Direction=135, Strength=5); FONT: Status-Bar; WIDTH: 250px; COLOR: infotext; POSITION: absolute } .help-tooltip A { BACKGROUND: none transparent scroll repeat 0% 0%; COLOR: blue! important } .help-tooltip A:hover { BACKGROUND: none transparent scroll repeat 0% 0%; COLOR: blue! important } .Detail { DISPLAY: none } .Main { DISPLAY: block } TR.Main { DISPLAY: block } TR.Detail { DISPLAY: none; BACKGROUND-COLOR: #f5f5f5 } TABLE.hiddentable { DISPLAY: none } --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: /////////////////////////////////////////////////////////////////////////////// // Global variables and constants /////////////////////////////////////////////////////////////////////////////// var g_cSmallestTableWidth = 512; var g_bIsTMA = false; /////////////////////////////////////////////////////////////////////////////// // TMA support /////////////////////////////////////////////////////////////////////////////// function ConfigureAsTMA() { g_bIsTMA = true; InitTMA(); } //------------------------------------------------------------------- // Override the function to init the document for use with the TMA //------------------------------------------------------------------- function InitTMA() { alert("Override Function for local implementation"); } function UpdateTMAInformation() { //--------------------------------------------- // Look for the META data to see if we are // supposed to display TMA information //--------------------------------------------- var objTMA = document.all.item("TMA"); if(objTMA != null) { if(objTMA.content == 'true') { g_bIsTMA = true; } else { g_bIsTMA = false; } } } /////////////////////////////////////////////////////////////////////////////// // External shared functions - Called from outside the HTML file /////////////////////////////////////////////////////////////////////////////// //------------------------------------------ // Called to change the font which will // make it necessary to resize the table // to be proportional to the font //------------------------------------------ function SetTextSize(fontSize) { //--------------------------------------------- // If the meta data AbsoluteFontEnabled is //--------------------------------------------- var metaData = document.all('AbsoluteFontEnabled'); var table = document.all('tblResize'); if(table && metaData && metaData.content == 'TRUE') { ModifyTableSize(fontSize, tblResize); SetFontSize(fontSize); } } /////////////////////////////////////////////////////////////////////////////// // Implementation /////////////////////////////////////////////////////////////////////////////// function SetFontSize(fSize) { var styleSheetCollection = document.styleSheets; var styleSheet = 0; if(styleSheetCollection) { //---------------------------------------------------- // Loop through all style sheets //---------------------------------------------------- for( i = 0; i < styleSheetCollection.length; i++) { styleSheet = styleSheetCollection.item(i); if(styleSheet) { //---------------------------------------------------- // Loop through all style sheet rules //---------------------------------------------------- var styleSheetRulesCollection = styleSheet.rules; var styleSheetRule = 0; var style = 0; if(styleSheetRulesCollection) { for( x = 0; x < styleSheetRulesCollection.length; x++) { styleSheetRule = styleSheetRulesCollection.item(x); if(styleSheetRule) { style = styleSheetRule.style; if(style && style.fontSize) { style.fontSize = fSize; } } } } } } } } function ModifyTableSize(fontSize, table) { ModifyTableSizeEx(fontSize, table, g_cSmallestTableWidth); } function ModifyTableSizeEx(fontSize, table, cSmallestTableWidth) { switch(fontSize) { case "xx-small": table.width = cSmallestTableWidth; break; case "x-small": table.width = cSmallestTableWidth * 1.25; break; case "small": table.width = cSmallestTableWidth * 1.5; break; case "medium": table.width = cSmallestTableWidth * 1.66; break; case "large": table.width = cSmallestTableWidth * 2.33; break; case "x-large": table.width = cSmallestTableWidth * 3.0; break; case "xx-large": table.width = cSmallestTableWidth * 4.5; break; } } function SetHeaderFooterInfo( sHeaderInfo, sFooterInfo ) { HeaderInfo.innerText = sHeaderInfo; FooterInfo.innerText = sFooterInfo; } //------------------------------------------ // Called to show or hide header and footer //------------------------------------------ function SwitchHeaderFooter( value ) { var Tables = document.all.tags("table"); for ( i = 0; i < Tables.length; i++ ) { if ( Tables[ i ].id == "hftable" ) { Tables[ i ].style.display = value; } } } function FrameScroll(frame) { if ( window.parent.frames(frame).document.body.scrollLeft != document.body.scrollLeft ) { window.parent.frames(frame).document.body.scrollLeft = document.body.scrollLeft; } } function ExpandTable( Table, TName, Picture, bIsTMPR ) { if (document.images[Picture].alt == "Collapse") { document.images[Picture].src = "cid:GIFS/#3233"; document.images[Picture].alt = "Expand"; with(Table) for(var i = 0; i < rows.length; i++) { if(rows[i].className == 'Detail') { rows[i].style.display = 'none'; } } } else if (document.images[Picture].alt == "Expand") { document.images[Picture].src = "cid:GIFS/#3234"; document.images[Picture].alt = "Collapse"; with(Table) for(var i = 0; i < rows.length; i++) { if(rows[i].className == 'Detail') { if ( bIsTMPR == true ) { if ( rows[i].id != "NoTMPRRow" ) { rows[i].style.display = 'block'; } } else { rows[i].style.display = 'block'; } } } } } function ExpandSpan(Span,SName,Picture) { if (document.images[Picture].alt == "Collapse") { document.images[Picture].src = "cid:GIFS/#3233"; document.images[Picture].alt = "Expand"; Span.className = 'Detail'; } else if (document.images[Picture].alt == "Expand") { document.images[Picture].src = "cid:GIFS/#3234"; document.images[Picture].alt = "Collapse"; Span.className = 'Main'; } } /////////////////////////////////////////////////////////////////////////////// // Help support section /////////////////////////////////////////////////////////////////////////////// //--------------------------------------- // Popups for Help //--------------------------------------- var prePopUp = "