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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $48,830.00 $28,290.00 $20,540.00
Gross Profit $77,170.00 $39,190.00 $37,980.00
Gross Loss ($28,340.00) ($10,900.00) ($17,440.00)
Profit Factor 2.72 3.60 2.18
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $37,720.00 $28,290.00 $9,430.00
Select Gross Profit $66,060.00 $39,190.00 $26,870.00
Select Gross Loss ($28,340.00) ($10,900.00) ($17,440.00)
Select Profit Factor 2.33 3.60 1.54
       
Adjusted Total Net Profit $31,487.39 $16,957.69 $7,326.78
Adjusted Gross Profit $64,308.33 $30,426.85 $28,485.00
Adjusted Gross Loss ($32,820.95) ($13,469.15) ($21,158.22)
Adjusted Profit Factor 1.96 2.26 1.35
       
Total Number of Trades 76 38 38
Percent Profitable 47.37% 52.63% 42.11%
Winning Trades 36 20 16
Losing Trades 40 18 22
Even Trades 0 0 0
       
Avg. Trade Net Profit $642.50 $744.47 $540.53
Avg. Winning Trade $2,143.61 $1,959.50 $2,373.75
Avg. Losing Trade ($708.50) ($605.56) ($792.73)
Ratio Avg. Win:Avg. Loss 3.03 3.24 2.99
Largest Winning Trade $11,110.00 $8,890.00 $11,110.00
Largest Losing Trade ($3,260.00) ($2,310.00) ($3,260.00)
Largest Winner as % of Gross Profit 14.40% 22.68% 29.25%
Largest Loser as % of Gross Loss 11.50% 21.19% 18.69%
       
Net Profit as % of Largest Loss 1497.85% 1224.68% 630.06%
Select Net Profit as % of Largest Loss 1157.06% 1224.68% 289.26%
Adjusted Net Profit as % of Largest Loss 965.87% 734.10% 224.75%
       
Max. Consecutive Winning Trades 5 5 2
Max. Consecutive Losing Trades 8 5 6
Avg. Bars in Total Trades 59.80 52.18 67.42
Avg. Bars in Winning Trades 85.33 67.20 108.00
Avg. Bars in Losing Trades 36.83 35.50 37.91
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 76 38 38
Account Size Required $3,910.00 $5,260.00 $4,830.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $3,800.00 $1,900.00 $1,900.00
       
Return on Initial Capital 244.15%
Annual Rate of Return 33.07%
Buy & Hold Return 22.89%
Return on Account 1248.85%    
Avg. Monthly Return $3,051.88    
Std. Deviation of Monthly Return $5,045.51    
       
Return Retracement Ratio 1.90    
RINA Index 401.77    
Sharpe Ratio 0.59    
K-Ratio n/a    
       
Trading Period 3 Yrs, 8 Mths, 25 Dys, 1 Hr, 30 Mins
Percent of Time in the Market 10.28%
Time in the Market 4 Mths, 18 Dys, 8 Hrs    
Longest Flat Period 245 Dys, 5 Hrs    
       
Max. Equity Run-up
 $51,230.00    
Date of Max. Equity Run-up 02/10/10 10:20    
Max. Equity Run-up as % of Initial Capital 256.15%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($6,810.00) ($7,900.00) ($8,290.00)
Date 08/26/08 08:30    
as % of Initial Capital 34.05% 39.50% 41.45%
Net Profit as % of Drawdown 717.03% 358.10% 247.77%
Select Net Profit as % of Drawdown 553.89% 358.10% 113.75%
Adjusted Net Profit as % of Drawdown 462.37% 214.65% 88.38%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($3,910.00) ($5,260.00) ($4,830.00)
Date 02/03/09 09:00    
as % of Initial Capital 19.55% 26.30% 24.15%
Net Profit as % of Drawdown 1248.85% 537.83% 425.26%
Select Net Profit as % of Drawdown 964.71% 537.83% 195.24%
Adjusted Net Profit as % of Drawdown 805.30% 322.39% 151.69%
       
Max. Trade Drawdown ($3,210.00) ($2,760.00) ($3,210.00)
     
     
     
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TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

 $550.00 0.81% 1.08 13 46.15%
1/1/2010 ($1,430.00) (2.04%) 0.67 8 37.50%
1/1/2009 $8,855.00 14.42% 1.75 29 48.28%
1/1/2008 $41,405.00 207.02% 4.06 40 50.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2010 - Today ($1,430.00) (2.04%) 0.67 8 37.50%
1/1/2009 - 1/1/2010 $7,425.00 12.09% 1.46 37 45.95%
1/1/2008 - 1/1/2010 $48,830.00 244.15% 2.72 76 47.37%
1/1/2007 - 1/1/2010 $48,830.00 244.15% 2.72 76 47.37%
1/1/2006 - 1/1/2010 $48,830.00 244.15% 2.72 76 47.37%

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TradeStation Periodical Returns: Monthly

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

%Profitable
January ($2,625.00) (13.12%) 28.57%
February $797.50 1.36% 55.56%
March $4,887.50 7.48% 57.14%
April $3,290.00 7.23% 66.67%
May ($1,920.00) (3.93%) 25.00%
July $875.00 1.30% 100.00%
August ($2,090.00) (4.24%) 33.33%
September $8,965.00 32.46% 37.50%
October $12,870.00 35.18% 36.36%
November $13,190.00 26.67% 87.50%
December $370.00 0.59% 45.45%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 $1,380.00 2.05% 100.00 1 100.00%
5/1/2010 ($1,920.00) (2.77%) 0.35 4 25.00%
2/1/2010 ($890.00) (1.27%) 0.36 3 33.33%
12/1/2009 $1,980.00 2.90% 1.86 5 60.00%
4/1/2009 $4,345.00 6.80% 100.00 2 100.00%
3/1/2009 $2,670.00 4.36% 1.67 11 45.45%
2/1/2009 $2,485.00 4.23% 7.21 6 66.67%
1/1/2009 ($2,625.00) (4.27%) 0.58 7 28.57%
12/1/2008 ($1,240.00) (1.98%) 0.55 6 33.33%
11/1/2008 $13,190.00 26.67% 264.80 8 87.50%
10/1/2008 $12,870.00 35.18% 3.26 11 36.36%
9/1/2008 $8,965.00 32.46% 3.98 8 37.50%
8/1/2008 ($2,090.00) (7.03%) 0.13 3 33.33%
7/1/2008 $370.00 1.26% 100.00 1 100.00%
4/1/2008 $2,235.00 8.25% 2.06 4 50.00%
3/1/2008 $7,105.00 35.52% 100.00 3 100.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 - Today $1,380.00 6.90% 100.00 1 100.00%
6/1/2010 - 7/1/2010 $1,380.00 2.05% 100.00 1 100.00%
5/1/2010 - 7/1/2010 ($540.00) (2.70%) 0.82 5 40.00%
4/1/2010 - 7/1/2010 ($540.00) (2.70%) 0.82 5 40.00%
3/1/2010 - 7/1/2010 ($540.00) (0.78%) 0.82 5 40.00%
2/1/2010 - 7/1/2010 ($1,430.00) (7.15%) 0.67 8 37.50%
1/1/2010 - 7/1/2010 ($1,430.00) (2.04%) 0.67 8 37.50%
12/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
11/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
10/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
9/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
8/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
7/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
6/1/2009 - 7/1/2010 $550.00 2.75% 1.08 13 46.15%
5/1/2009 - 7/1/2010 $550.00 0.81% 1.08 13 46.15%
4/1/2009 - 7/1/2010 $4,895.00 7.66% 1.74 15 53.33%
3/1/2009 - 7/1/2010 $7,565.00 12.35% 1.72 25 48.00%
2/1/2009 - 7/1/2010 $10,050.00 17.10% 2.01 30 50.00%
1/1/2009 - 7/1/2010 $7,425.00 12.09% 1.46 37 45.95%
12/1/2008 - 7/1/2010 $6,185.00 9.87% 1.35 42 42.86%
11/1/2008 - 7/1/2010 $19,375.00 39.18% 2.12 49 48.98%
10/1/2008 - 7/1/2010 $32,245.00 88.14% 2.46 59 47.46%
9/1/2008 - 7/1/2010 $41,210.00 149.20% 2.73 66 45.45%
8/1/2008 - 7/1/2010 $39,120.00 131.67% 2.49 69 44.93%
7/1/2008 - 7/1/2010 $39,490.00 197.45% 2.50 70 45.71%
6/1/2008 - 7/1/2010 $39,490.00 197.45% 2.50 70 45.71%
5/1/2008 - 7/1/2010 $39,490.00 134.59% 2.50 70 45.71%
4/1/2008 - 7/1/2010 $41,725.00 153.94% 2.47 74 45.95%
3/1/2008 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
2/1/2008 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
1/1/2008 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
12/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
11/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
10/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
9/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
8/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
7/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
6/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
5/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
4/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
3/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
2/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
1/1/2007 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
12/1/2006 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%
11/1/2006 - 7/1/2010 $48,830.00 244.15% 2.72 76 47.37%

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TradeStation Performance Report


Performance Summary
Annual
Monthly
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