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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $11,082.90 $9,698.00 $1,384.90
Gross Profit $24,222.90 $13,590.10 $10,632.80
Gross Loss ($13,140.00) ($3,892.10) ($9,247.90)
Profit Factor 1.84 3.49 1.15
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $4,510.10 $6,754.80 ($2,244.70)
Select Gross Profit $17,650.10 $10,646.90 $7,003.20
Select Gross Loss ($13,140.00) ($3,892.10) ($9,247.90)
Select Profit Factor 1.34 2.74 0.76
       
Adjusted Total Net Profit $5,307.54 $5,993.97 ($3,020.99)
Adjusted Gross Profit $20,344.13 $10,756.37 $7,974.60
Adjusted Gross Loss ($15,036.60) ($4,762.40) ($10,995.59)
Adjusted Profit Factor 1.35 2.26 0.73
       
Total Number of Trades 87 43 44
Percent Profitable 44.83% 53.49% 36.36%
Winning Trades 39 23 16
Losing Trades 48 20 28
Even Trades 0 0 0
       
Avg. Trade Net Profit $127.39 $225.53 $31.48
Avg. Winning Trade $621.10 $590.87 $664.55
Avg. Losing Trade ($273.75) ($194.61) ($330.28)
Ratio Avg. Win:Avg. Loss 2.27 3.04 2.01
Largest Winning Trade $3,629.60 $2,943.20 $3,629.60
Largest Losing Trade ($1,102.60) ($792.40) ($1,102.60)
Largest Winner as % of Gross Profit 14.98% 21.66% 34.14%
Largest Loser as % of Gross Loss 8.39% 20.36% 11.92%
       
Net Profit as % of Largest Loss 1005.16% 1223.88% 125.60%
Select Net Profit as % of Largest Loss 409.04% 852.45% (203.58%)
Adjusted Net Profit as % of Largest Loss 481.37% 756.43% (273.99%)
       
Max. Consecutive Winning Trades 7 6 2
Max. Consecutive Losing Trades 8 5 6
Avg. Bars in Total Trades 109.83 97.98 121.41
Avg. Bars in Winning Trades 148.38 121.48 187.06
Avg. Bars in Losing Trades 78.50 70.95 83.89
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 87 43 44
Account Size Required $2,825.50 $1,008.50 $1,865.20
Total Slippage $0.00 $0.00 $0.00
Total Commission $3,480.00 $1,720.00 $1,760.00
       
Return on Initial Capital 55.41%
Annual Rate of Return 16.02%
Buy & Hold Return 18.09%
Return on Account 392.25%    
Avg. Monthly Return $692.68    
Std. Deviation of Monthly Return $1,536.07    
       
Return Retracement Ratio 0.95    
RINA Index 98.80    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 2 Yrs, 9 Mths, 3 Hrs, 25 Mins
Percent of Time in the Market 14.53%
Time in the Market 4 Mths, 24 Dys, 1 Hr, 10 Mins    
Longest Flat Period 245 Dys, 5 Hrs, 5 Mins    
       
Max. Equity Run-up
 $13,723.10    
Date of Max. Equity Run-up 02/10/10 11:20    
Max. Equity Run-up as % of Initial Capital 68.62%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($3,791.60) ($2,234.90) ($3,000.80)
Date 01/15/09 12:45    
as % of Initial Capital 18.96% 11.17% 15.00%
Net Profit as % of Drawdown 292.30% 433.93% 46.15%
Select Net Profit as % of Drawdown 118.95% 302.24% (74.80%)
Adjusted Net Profit as % of Drawdown 139.98% 268.20% (100.67%)
       
Max. Drawdown (Trade Close to Trade Close)
Value ($2,825.50) ($1,008.50) ($1,865.20)
Date 01/15/09 08:55    
as % of Initial Capital 14.13% 5.04% 9.33%
Net Profit as % of Drawdown 392.25% 961.63% 74.25%
Select Net Profit as % of Drawdown 159.62% 669.79% (120.35%)
Adjusted Net Profit as % of Drawdown 187.84% 594.34% (161.97%)
       
Max. Trade Drawdown ($1,062.60) ($891.00) ($1,062.60)
     
     
     
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TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

 ($824.00) (2.58%) 0.72 14 42.86%
1/1/2010 ($1,350.00) (4.16%) 0.35 9 33.33%
1/1/2009 $2,826.40 9.55% 1.78 29 48.28%
1/1/2008 $9,606.50 48.03% 2.30 49 44.90%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2010 - Today ($1,350.00) (4.16%) 0.35 9 33.33%
1/1/2009 - 1/1/2010 $1,476.40 4.99% 1.26 38 44.74%
1/1/2008 - 1/1/2010 $11,082.90 55.41% 1.84 87 44.83%
1/1/2007 - 1/1/2010 $11,082.90 55.41% 1.84 87 44.83%

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TradeStation Periodical Returns: Monthly

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

%Profitable
January ($1,194.30) (5.97%) 25.00%
February $442.45 1.56% 50.00%
March $595.75 1.93% 52.94%
April $365.00 1.43% 57.14%
May ($727.60) (2.81%) 25.00%
July ($53.80) (0.17%) 60.00%
August ($147.20) (0.58%) 40.00%
September $2,184.90 11.10% 25.00%
October $3,725.00 17.04% 27.27%
November $4,109.20 16.06% 85.71%
December $217.05 0.73% 50.00%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 ($123.30) (0.40%) 0.78 3 66.67%
5/1/2010 ($727.60) (2.28%) 0.30 4 25.00%
2/1/2010 ($499.10) (1.54%) 0.00 2 0.00%
12/1/2009 $526.00 1.65% 1.64 5 60.00%
4/1/2009 $1,385.40 4.54% 100.00 2 100.00%
3/1/2009 $725.30 2.43% 1.53 11 45.45%
2/1/2009 $1,384.00 4.87% 26.82 6 66.67%
1/1/2009 ($1,194.30) (4.03%) 0.46 8 25.00%
12/1/2008 ($91.90) (0.31%) 0.92 7 42.86%
11/1/2008 $4,109.20 16.06% 103.73 7 85.71%
10/1/2008 $3,725.00 17.04% 2.82 11 27.27%
9/1/2008 $2,184.90 11.10% 2.97 8 25.00%
8/1/2008 ($147.20) (0.74%) 0.87 5 40.00%
7/1/2008 $15.70 0.08% 1.18 2 50.00%
4/1/2008 ($655.40) (3.20%) 0.55 5 40.00%
3/1/2008 $466.20 2.33% 1.41 6 66.67%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 - Today ($123.30) (0.62%) 0.78 3 66.67%
6/1/2010 - 7/1/2010 ($123.30) (0.40%) 0.78 3 66.67%
5/1/2010 - 7/1/2010 ($850.90) (4.25%) 0.46 7 42.86%
4/1/2010 - 7/1/2010 ($850.90) (4.25%) 0.46 7 42.86%
3/1/2010 - 7/1/2010 ($850.90) (2.66%) 0.46 7 42.86%
2/1/2010 - 7/1/2010 ($1,350.00) (6.75%) 0.35 9 33.33%
1/1/2010 - 7/1/2010 ($1,350.00) (4.16%) 0.35 9 33.33%
12/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
11/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
10/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
9/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
8/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
7/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
6/1/2009 - 7/1/2010 ($824.00) (4.12%) 0.72 14 42.86%
5/1/2009 - 7/1/2010 ($824.00) (2.58%) 0.72 14 42.86%
4/1/2009 - 7/1/2010 $561.40 1.84% 1.19 16 50.00%
3/1/2009 - 7/1/2010 $1,286.70 4.32% 1.30 26 46.15%
2/1/2009 - 7/1/2010 $2,670.70 9.40% 1.66 31 48.39%
1/1/2009 - 7/1/2010 $1,476.40 4.99% 1.26 38 44.74%
12/1/2008 - 7/1/2010 $1,384.50 4.66% 1.20 45 44.44%
11/1/2008 - 7/1/2010 $5,493.70 21.47% 1.80 52 50.00%
10/1/2008 - 7/1/2010 $9,218.70 42.16% 2.07 62 46.77%
9/1/2008 - 7/1/2010 $11,403.60 57.95% 2.22 69 43.48%
8/1/2008 - 7/1/2010 $11,256.40 56.77% 2.08 74 43.24%
7/1/2008 - 7/1/2010 $11,272.10 56.36% 2.07 76 43.42%
6/1/2008 - 7/1/2010 $11,272.10 56.36% 2.07 76 43.42%
5/1/2008 - 7/1/2010 $11,272.10 56.90% 2.07 76 43.42%
4/1/2008 - 7/1/2010 $10,616.70 51.87% 1.88 81 43.21%
3/1/2008 - 7/1/2010 $11,082.90 55.41% 1.84 87 44.83%
2/1/2008 - 7/1/2010 $11,082.90 55.41% 1.84 87 44.83%
1/1/2008 - 7/1/2010 $11,082.90 55.41% 1.84 87 44.83%
12/1/2007 - 7/1/2010 $11,082.90 55.41% 1.84 87 44.83%
11/1/2007 - 7/1/2010 $11,082.90 55.41% 1.84 87 44.83%

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TradeStation Performance Report


Performance Summary
Annual
Monthly
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