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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $40,518.00 $16,476.00 $24,042.00
Gross Profit $57,420.00 $25,560.00 $31,860.00
Gross Loss ($16,902.00) ($9,084.00) ($7,818.00)
Profit Factor 3.40 2.81 4.08
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $22,992.00 $7,392.00 $15,600.00
Select Gross Profit $39,894.00 $16,476.00 $23,418.00
Select Gross Loss ($16,902.00) ($9,084.00) ($7,818.00)
Select Profit Factor 2.36 1.81 3.00
       
Adjusted Total Net Profit $27,771.88 $7,740.52 $14,738.95
Adjusted Gross Profit $47,572.55 $19,170.00 $24,350.53
Adjusted Gross Loss ($19,800.67) ($11,429.48) ($9,611.57)
Adjusted Profit Factor 2.40 1.68 2.53
       
Total Number of Trades 68 31 37
Percent Profitable 50.00% 51.61% 48.65%
Winning Trades 34 16 18
Losing Trades 34 15 19
Even Trades 0 0 0
       
Avg. Trade Net Profit $595.85 $531.48 $649.78
Avg. Winning Trade $1,688.82 $1,597.50 $1,770.00
Avg. Losing Trade ($497.12) ($605.60) ($411.47)
Ratio Avg. Win:Avg. Loss 3.40 2.64 4.30
Largest Winning Trade $9,084.00 $9,084.00 $8,442.00
Largest Losing Trade ($1,068.00) ($1,068.00) ($774.00)
Largest Winner as % of Gross Profit 15.82% 35.54% 26.50%
Largest Loser as % of Gross Loss 6.32% 11.76% 9.90%
       
Net Profit as % of Largest Loss 3793.82% 1542.70% 3106.20%
Select Net Profit as % of Largest Loss 2152.81% 692.13% 2015.50%
Adjusted Net Profit as % of Largest Loss 2600.36% 724.77% 1904.26%
       
Max. Consecutive Winning Trades 6 6 5
Max. Consecutive Losing Trades 5 5 4
Avg. Bars in Total Trades 123.66 116.97 129.27
Avg. Bars in Winning Trades 207.62 190.25 223.06
Avg. Bars in Losing Trades 39.71 38.80 40.42
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 68 31 37
Account Size Required $3,132.00 $3,642.00 $1,938.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $4,080.00 $1,860.00 $2,220.00
       
Return on Initial Capital 202.59%
Annual Rate of Return 29.69%
Buy & Hold Return (21.98%)
Return on Account 1293.68%    
Avg. Monthly Return $1,500.67    
Std. Deviation of Monthly Return $2,398.07    
       
Return Retracement Ratio 0.83    
RINA Index 174.96    
Sharpe Ratio 0.44    
K-Ratio n/a    
       
Trading Period 3 Yrs, 8 Mths, 22 Dys, 2 Hrs, 55 Mins
Percent of Time in the Market 39.14%
Time in the Market 1 Yr, 5 Mths, 14 Dys, 2 Hrs, 50 Mins    
Longest Flat Period 50 Dys, 23 Hrs, 20 Mins    
       
Max. Equity Run-up
 $42,768.00    
Date of Max. Equity Run-up 10/21/09 12:30    
Max. Equity Run-up as % of Initial Capital 213.84%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($4,482.00) ($5,526.00) ($3,486.00)
Date 11/10/08 13:15    
as % of Initial Capital 22.41% 27.63% 17.43%
Net Profit as % of Drawdown 904.02% 298.15% 689.67%
Select Net Profit as % of Drawdown 512.99% 133.77% 447.50%
Adjusted Net Profit as % of Drawdown 619.63% 140.07% 422.80%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($3,132.00) ($3,642.00) ($1,938.00)
Date 11/05/08 13:10    
as % of Initial Capital 15.66% 18.21% 9.69%
Net Profit as % of Drawdown 1293.68% 452.39% 1240.56%
Select Net Profit as % of Drawdown 734.10% 202.97% 804.95%
Adjusted Net Profit as % of Drawdown 886.71% 212.53% 760.52%
       
Max. Trade Drawdown ($1,008.00) ($1,008.00) ($798.00)
     
     
     
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TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

 $786.00 1.32% 1.24 13 30.77%
1/1/2010 $486.00 0.81% 100.00 1 100.00%
1/1/2009 $5,994.00 11.09% 2.01 27 48.15%
1/1/2008 $33,402.00 161.86% 4.04 40 50.00%
1/1/2007 $636.00 3.18% 100.00 1 100.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2010 - Today $486.00 0.81% 100.00 1 100.00%
1/1/2009 - 1/1/2010 $6,480.00 11.99% 2.10 28 50.00%
1/1/2008 - 1/1/2010 $39,882.00 193.26% 3.36 67 49.25%
1/1/2007 - 1/1/2010 $40,518.00 202.59% 3.40 68 50.00%
1/1/2006 - 1/1/2010 $40,518.00 202.59% 3.40 68 50.00%

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TradeStation Periodical Returns: Monthly

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

%Profitable
January ($64.00) (0.32%) 50.00%
February $3,054.00 6.81% 66.67%
March $3,009.00 6.28% 50.00%
April $3,735.00 8.38% 50.00%
May $1,317.00 2.73% 66.67%
June $1,731.00 3.49% 83.33%
July $2,361.00 4.60% 60.00%
August $795.00 1.48% 30.00%
September $1,302.00 2.39% 50.00%
October $390.00 0.70% 36.36%
November $554.00 0.99% 57.14%
December $303.00 0.68% 50.00%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

2/1/2010 ($438.00) (0.72%) 0.00 1 0.00%
1/1/2010 $924.00 1.54% 100.00 1 100.00%
12/1/2009 ($642.00) (1.06%) 0.00 2 0.00%
11/1/2009 $720.00 1.20% 2.25 2 50.00%
10/1/2009 $336.00 0.56% 1.46 4 50.00%
9/1/2009 $312.00 0.53% 1.79 2 50.00%
8/1/2009 ($426.00) (0.71%) 0.62 4 25.00%
7/1/2009 $510.00 0.86% 1.94 3 66.67%
6/1/2009 $1,644.00 2.86% 100.00 1 100.00%
5/1/2009 $1,824.00 3.27% 100.00 2 100.00%
4/1/2009 ($72.00) (0.13%) 0.00 1 0.00%
3/1/2009 $168.00 0.30% 1.20 3 33.33%
2/1/2009 $1,056.00 1.93% 2.83 4 75.00%
1/1/2009 $564.00 1.04% 1.82 4 75.00%
12/1/2008 $1,248.00 2.36% 3.39 4 75.00%
11/1/2008 $306.00 0.58% 1.24 4 50.00%
10/1/2008 $444.00 0.85% 1.16 7 28.57%
9/1/2008 $2,292.00 4.61% 2.73 4 50.00%
8/1/2008 $2,016.00 4.22% 1.77 6 33.33%
7/1/2008 $4,212.00 9.68% 14.50 2 50.00%
6/1/2008 $1,818.00 4.36% 4.09 5 80.00%
5/1/2008 $810.00 1.98% 1.81 4 50.00%
4/1/2008 $7,542.00 22.61% 39.09 3 66.67%
3/1/2008 $5,850.00 21.27% 9.06 5 60.00%
2/1/2008 $8,544.00 45.07% 100.00 1 100.00%
1/1/2008 ($1,680.00) (8.14%) 0.16 5 20.00%
11/1/2007 $636.00 3.18% 100.00 1 100.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

2/1/2010 - Today ($438.00) (0.72%) 0.00 1 0.00%
1/1/2010 - 2/1/2010 $486.00 0.81% 100.00 1 100.00%
12/1/2009 - 2/1/2010 ($156.00) (0.26%) 0.76 3 33.33%
11/1/2009 - 2/1/2010 $564.00 0.94% 1.46 5 40.00%
10/1/2009 - 2/1/2010 $900.00 1.51% 1.50 8 37.50%
9/1/2009 - 2/1/2010 $1,212.00 2.04% 1.55 10 40.00%
8/1/2009 - 2/1/2010 $786.00 1.32% 1.24 13 30.77%
7/1/2009 - 2/1/2010 $1,296.00 2.19% 1.34 16 37.50%
6/1/2009 - 2/1/2010 $2,940.00 5.11% 1.76 16 37.50%
5/1/2009 - 2/1/2010 $4,764.00 8.54% 2.24 18 44.44%
4/1/2009 - 2/1/2010 $4,692.00 8.40% 2.22 18 44.44%
3/1/2009 - 2/1/2010 $4,860.00 8.73% 2.04 21 42.86%
2/1/2009 - 2/1/2010 $5,916.00 10.83% 2.13 24 45.83%
1/1/2009 - 2/1/2010 $6,480.00 11.99% 2.10 28 50.00%
12/1/2008 - 2/1/2010 $7,728.00 14.64% 2.20 31 51.61%
11/1/2008 - 2/1/2010 $8,034.00 15.31% 2.08 34 50.00%
10/1/2008 - 2/1/2010 $8,478.00 16.29% 1.89 40 47.50%
9/1/2008 - 2/1/2010 $10,770.00 21.65% 2.00 43 46.51%
8/1/2008 - 2/1/2010 $12,786.00 26.79% 1.95 49 44.90%
7/1/2008 - 2/1/2010 $16,998.00 39.06% 2.24 50 44.00%
6/1/2008 - 2/1/2010 $18,816.00 45.12% 2.34 54 48.15%
5/1/2008 - 2/1/2010 $19,626.00 47.99% 2.36 57 49.12%
4/1/2008 - 2/1/2010 $27,168.00 81.46% 2.92 59 50.85%
3/1/2008 - 2/1/2010 $33,018.00 120.07% 3.22 63 52.38%
2/1/2008 - 2/1/2010 $41,562.00 219.26% 3.79 63 52.38%
1/1/2008 - 2/1/2010 $39,882.00 199.41% 3.36 67 49.25%
12/1/2007 - 2/1/2010 $39,882.00 193.26% 3.36 67 49.25%
11/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
10/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
9/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
8/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
7/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
6/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
5/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
4/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
3/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
2/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
1/1/2007 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
12/1/2006 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%
11/1/2006 - 2/1/2010 $40,518.00 202.59% 3.40 68 50.00%

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TradeStation Performance Report


Performance Summary
Annual
Monthly
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