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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $177,495.00 $82,565.00 $94,930.00
Gross Profit $494,755.00 $221,190.00 $273,565.00
Gross Loss ($317,260.00) ($138,625.00) ($178,635.00)
Profit Factor 1.56 1.60 1.53
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $172,075.00 $87,370.00 $84,705.00
Select Gross Profit $479,945.00 $221,190.00 $258,755.00
Select Gross Loss ($307,870.00) ($133,820.00) ($174,050.00)
Select Profit Factor 1.56 1.65 1.49
       
Adjusted Total Net Profit $127,461.10 $50,497.00 $56,294.95
Adjusted Gross Profit $464,247.10 $201,937.88 $249,663.51
Adjusted Gross Loss ($336,786.00) ($151,440.89) ($193,368.57)
Adjusted Profit Factor 1.38 1.33 1.29
       
Total Number of Trades 527 249 278
Percent Profitable 49.91% 53.01% 47.12%
Winning Trades 263 132 131
Losing Trades 264 117 147
Even Trades 0 0 0
       
Avg. Trade Net Profit $336.80 $331.59 $341.47
Avg. Winning Trade $1,881.20 $1,675.68 $2,088.28
Avg. Losing Trade ($1,201.74) ($1,184.83) ($1,215.20)
Ratio Avg. Win:Avg. Loss 1.57 1.41 1.72
Largest Winning Trade $7,625.00 $6,015.00 $7,625.00
Largest Losing Trade ($4,805.00) ($4,805.00) ($4,585.00)
Largest Winner as % of Gross Profit 1.54% 2.72% 2.79%
Largest Loser as % of Gross Loss 1.51% 3.47% 2.57%
       
Net Profit as % of Largest Loss 3693.96% 1718.31% 2070.45%
Select Net Profit as % of Largest Loss 3581.17% 1818.31% 1847.44%
Adjusted Net Profit as % of Largest Loss 2652.68% 1050.93% 1227.81%
       
Max. Consecutive Winning Trades 7 7 7
Max. Consecutive Losing Trades 6 7 7
Avg. Bars in Total Trades 89.54 88.45 90.52
Avg. Bars in Winning Trades 103.47 98.77 108.20
Avg. Bars in Losing Trades 75.67 76.81 74.76
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 527 249 278
Account Size Required $14,020.00 $7,805.00 $21,135.00
Total Slippage $0.000 $0.000 $0.000
Total Commission $39,525.000 $18,675.000 $20,850.000
       
Return on Initial Capital 443.74%
Annual Rate of Return 44.91%
Buy & Hold Return (69.14%)
Return on Account 1266.01%    
Avg. Monthly Return $4,033.98    
Std. Deviation of Monthly Return $5,843.16    
       
Return Retracement Ratio 0.76    
RINA Index 245.72    
Sharpe Ratio 0.59    
K-Ratio n/a    
       
Trading Period 3 Yrs, 9 Mths, 7 Dys, 55 Mins
Percent of Time in the Market 62.90%
Time in the Market 2 Yrs, 4 Mths, 13 Dys, 2 Hrs, 55 Mins    
Longest Flat Period 42 Dys, 1 Hr, 10 Mins    
       
Max. Equity Run-up
 $190,070.00    
Date of Max. Equity Run-up 05/04/10 09:15    
Max. Equity Run-up as % of Initial Capital 475.17%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($16,695.00) ($11,765.00) ($23,150.00)
Date 10/15/09 10:40    
as % of Initial Capital 41.74% 29.41% 57.88%
Net Profit as % of Drawdown 1063.16% 701.78% 410.06%
Select Net Profit as % of Drawdown 1030.70% 742.63% 365.90%
Adjusted Net Profit as % of Drawdown 763.47% 429.21% 243.17%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($14,020.00) ($7,805.00) ($21,135.00)
Date 09/17/08 09:50    
as % of Initial Capital 35.05% 19.51% 52.84%
Net Profit as % of Drawdown 1266.01% 1057.85% 449.16%
Select Net Profit as % of Drawdown 1227.35% 1119.41% 400.78%
Adjusted Net Profit as % of Drawdown 909.14% 646.98% 266.36%
       
Max. Trade Drawdown ($5,510.00) ($4,730.00) ($5,510.00)
     
     
     
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TradeStation Performance Report


Performance Summary
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