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TradeStation Performance Summary Collapse
 
  All Trades
Long Trades
Short Trades
Total Net Profit $40,180.00 $40,180.00 $0.00
Gross Profit $77,192.50 $77,192.50 $0.00
Gross Loss ($37,012.50) ($37,012.50) $0.00
Profit Factor 2.09 2.09 n/a
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $34,615.00 $34,615.00 $0.00
Select Gross Profit $71,627.50 $71,627.50 $0.00
Select Gross Loss ($37,012.50) ($37,012.50) $0.00
Select Profit Factor 1.94 1.94 n/a
       
Adjusted Total Net Profit $24,550.55 $24,550.55 $0.00
Adjusted Gross Profit $67,142.89 $67,142.89 $0.00
Adjusted Gross Loss ($42,592.34) ($42,592.34) $0.00
Adjusted Profit Factor 1.58 1.58 n/a
       
Total Number of Trades 103 103 0
Percent Profitable 57.28% 57.28% 0.00%
Winning Trades 59 59 0
Losing Trades 44 44 0
Even Trades 0 0 0
       
Avg. Trade Net Profit $390.10 $390.10 $0.00
Avg. Winning Trade $1,308.35 $1,308.35 $0.00
Avg. Losing Trade ($841.19) ($841.19) $0.00
Ratio Avg. Win:Avg. Loss 1.56 1.56 n/a
Largest Winning Trade $5,565.00 $5,565.00 $0.00
Largest Losing Trade ($1,885.00) ($1,885.00) $0.00
Largest Winner as % of Gross Profit 7.21% 7.21% n/a
Largest Loser as % of Gross Loss 5.09% 5.09% n/a
       
Net Profit as % of Largest Loss 2131.56% 2131.56% n/a
Select Net Profit as % of Largest Loss 1836.34% 1836.34% n/a
Adjusted Net Profit as % of Largest Loss 1302.42% 1302.42% n/a
       
Max. Consecutive Winning Trades 7 7 0
Max. Consecutive Losing Trades 4 4 0
Avg. Bars in Total Trades 311.38 311.38 0.00
Avg. Bars in Winning Trades 433.71 433.71 0.00
Avg. Bars in Losing Trades 147.34 147.34 0.00
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 0
Total Shares/Contracts Held 103 103 0
Account Size Required $5,210.00 $5,210.00 $0.00
Total Slippage $0.000 $0.000 $0.000
Total Commission $6,180.000 $6,180.000 $0.000
       
Return on Initial Capital 200.90%
Annual Rate of Return 29.48%
Buy & Hold Return (19.03%)
Return on Account 771.21%    
Avg. Monthly Return $913.18    
Std. Deviation of Monthly Return $1,993.05    
       
Return Retracement Ratio 0.61    
RINA Index 126.49    
Sharpe Ratio 0.44    
K-Ratio n/a    
       
Trading Period 3 Yrs, 8 Mths, 24 Dys, 22 Hrs, 45 Mins
Percent of Time in the Market 46.80%
Time in the Market 1 Yr, 8 Mths, 28 Dys, 17 Hrs, 45 Mins    
Longest Flat Period 50 Dys, 21 Hrs, 5 Mins    
       
Max. Equity Run-up
$43,130.00    
Date of Max. Equity Run-up 08/04/10 11:40    
Max. Equity Run-up as % of Initial Capital 215.65%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($8,650.00) ($8,650.00) $0.00
Date 02/23/09 14:15    
as % of Initial Capital 43.25% 43.25% 0.00%
Net Profit as % of Drawdown 464.51% 464.51% n/a
Select Net Profit as % of Drawdown 400.17% 400.17% n/a
Adjusted Net Profit as % of Drawdown 283.82% 283.82% n/a
       
Max. Drawdown (Trade Close to Trade Close)
Value ($5,210.00) ($5,210.00) $0.00
Date 04/27/09 08:55    
as % of Initial Capital 26.05% 26.05% 0.00%
Net Profit as % of Drawdown 771.21% 771.21% n/a
Select Net Profit as % of Drawdown 664.40% 664.40% n/a
Adjusted Net Profit as % of Drawdown 471.22% 471.22% n/a
       
Max. Trade Drawdown ($3,132.50) ($3,132.50) $0.00
     
     
     
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TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

$10,492.50 21.12% 2.09 33 57.58%
1/1/2010 $6,900.00 12.95% 2.58 19 57.89%
1/1/2009 $6,457.50 13.79% 1.40 34 50.00%
1/1/2008 $13,865.00 42.07% 2.60 23 65.22%
1/1/2007 $12,957.50 64.79% 2.62 29 58.62%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2010 - Today $6,900.00 12.95% 2.58 19 57.89%
1/1/2009 - 1/1/2010 $13,357.50 28.53% 1.66 52 53.85%
1/1/2008 - 1/1/2010 $27,222.50 82.60% 1.94 74 56.76%
1/1/2007 - 1/1/2010 $40,180.00 200.90% 2.09 103 57.28%
1/1/2006 - 1/1/2010 $40,180.00 200.90% 2.09 103 57.28%

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TradeStation Periodical Returns: Monthly

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

%Profitable

January $336.25 1.68% 50.00%
February $1,987.50 5.15% 63.64%
March $1,307.50 3.22% 61.54%
April ($372.50) (0.89%) 43.75%
May $3,553.13 8.56% 75.00%
June ($69.38) (0.15%) 60.00%
July $544.37 1.21% 50.00%
August $383.75 0.84% 50.00%
September $241.67 0.53% 33.33%
October $1,330.83 3.21% 42.86%
November $493.33 1.15% 75.00%
December $1,100.00 2.54% 66.67%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

8/1/2010 $920.00 1.55% 100.00 1 100.00%
7/1/2010 $1,512.50 2.62% 13.35 3 66.67%
6/1/2010 ($1,022.50) (1.74%) 0.31 4 50.00%
5/1/2010 $1,095.00 1.90% 2.59 2 50.00%
4/1/2010 $350.00 0.61% 1.33 4 50.00%
3/1/2010 $1,450.00 2.60% 2.82 4 50.00%
2/1/2010 $2,117.50 3.94% 3.12 4 75.00%
1/1/2010 $477.50 0.90% 1.57 2 50.00%
12/1/2009 $1,442.50 2.78% 20.90 4 75.00%
11/1/2009 ($330.00) (0.63%) 0.77 4 75.00%
10/1/2009 $797.50 1.55% 1.31 3 33.33%
9/1/2009 $27.50 0.05% 1.01 5 40.00%
8/1/2009 $1,117.50 2.22% 1.98 2 50.00%
7/1/2009 ($880.00) (1.72%) 0.41 3 33.33%
6/1/2009 $217.50 0.43% 1.22 4 50.00%
5/1/2009 $6,602.50 14.91% 100.00 2 100.00%
4/1/2009 ($2,792.50) (5.93%) 0.07 5 20.00%
3/1/2009 $1,105.00 2.40% 1.81 3 66.67%
2/1/2009 ($657.50) (1.41%) 0.72 3 33.33%
1/1/2009 ($192.50) (0.41%) 0.92 4 50.00%
12/1/2008 $1,787.50 3.97% 18.44 2 50.00%
11/1/2008 ($57.50) (0.13%) 0.66 2 50.00%
10/1/2008 ($1,285.00) (2.77%) 0.00 1 0.00%
9/1/2008 ($1,885.00) (3.91%) 0.00 1 0.00%
8/1/2008 $755.00 1.59% 100.00 2 100.00%
7/1/2008 ($375.00) (0.78%) 0.79 2 50.00%
6/1/2008 $360.00 0.76% 1.20 3 66.67%
5/1/2008 $6,542.50 15.97% 100.00 2 100.00%
4/1/2008 $1,507.50 3.82% 2.08 3 66.67%
3/1/2008 $315.00 0.80% 1.42 4 75.00%
2/1/2008 $6,320.00 19.25% 100.00 1 100.00%
1/1/2008 ($120.00) (0.36%) 0.43 2 50.00%
12/1/2007 $70.00 0.21% 1.06 3 66.67%
11/1/2007 $1,867.50 6.02% 100.00 2 100.00%
10/1/2007 $4,480.00 16.88% 8.69 3 66.67%
9/1/2007 $2,582.50 10.78% 12.11 3 33.33%
8/1/2007 ($1,257.50) (4.99%) 0.57 5 20.00%
7/1/2007 $1,920.00 8.24% 3.21 4 50.00%
6/1/2007 $167.50 0.72% 1.19 4 75.00%
5/1/2007 ($27.50) (0.12%) 0.92 2 50.00%
4/1/2007 ($555.00) (2.34%) 0.66 4 50.00%
3/1/2007 $2,360.00 11.05% 11.04 2 50.00%
2/1/2007 $170.00 0.80% 1.33 3 66.67%
1/1/2007 $1,180.00 5.90% 2.48 2 50.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

8/1/2010 - Today $920.00 1.55% 100.00 1 100.00%
7/1/2010 - 8/1/2010 $2,432.50 4.21% 20.86 3 66.67%
6/1/2010 - 8/1/2010 $1,410.00 2.40% 1.87 7 57.14%
5/1/2010 - 8/1/2010 $2,505.00 4.34% 2.85 8 62.50%
4/1/2010 - 8/1/2010 $2,855.00 4.98% 2.65 11 63.64%
3/1/2010 - 8/1/2010 $4,305.00 7.70% 2.70 14 57.14%
2/1/2010 - 8/1/2010 $6,422.50 11.95% 2.82 17 58.82%
1/1/2010 - 8/1/2010 $6,900.00 12.95% 2.58 19 57.89%
12/1/2009 - 8/1/2010 $8,342.50 16.09% 2.91 22 63.64%
11/1/2009 - 8/1/2010 $8,012.50 15.36% 2.39 25 64.00%
10/1/2009 - 8/1/2010 $8,810.00 17.15% 2.08 27 59.26%
9/1/2009 - 8/1/2010 $8,837.50 17.21% 1.98 31 58.06%
8/1/2009 - 8/1/2010 $9,955.00 19.82% 1.98 33 57.58%
7/1/2009 - 8/1/2010 $9,075.00 17.76% 1.78 36 55.56%
6/1/2009 - 8/1/2010 $9,292.50 18.26% 1.74 39 56.41%
5/1/2009 - 8/1/2010 $15,895.00 35.89% 2.26 40 57.50%
4/1/2009 - 8/1/2010 $13,102.50 27.83% 1.84 44 52.27%
3/1/2009 - 8/1/2010 $14,207.50 30.90% 1.84 47 53.19%
2/1/2009 - 8/1/2010 $13,550.00 29.06% 1.75 49 53.06%
1/1/2009 - 8/1/2010 $13,357.50 28.53% 1.66 52 53.85%
12/1/2008 - 8/1/2010 $15,145.00 33.63% 1.74 53 52.83%
11/1/2008 - 8/1/2010 $15,087.50 33.46% 1.73 55 52.73%
10/1/2008 - 8/1/2010 $13,802.50 29.76% 1.63 56 51.79%
9/1/2008 - 8/1/2010 $11,917.50 24.69% 1.50 57 50.88%
8/1/2008 - 8/1/2010 $12,672.50 26.67% 1.53 59 52.54%
7/1/2008 - 8/1/2010 $12,297.50 25.68% 1.48 61 52.46%
6/1/2008 - 8/1/2010 $12,657.50 26.63% 1.46 63 52.38%
5/1/2008 - 8/1/2010 $19,200.00 46.85% 1.70 65 53.85%
4/1/2008 - 8/1/2010 $20,707.50 52.46% 1.72 68 54.41%
3/1/2008 - 8/1/2010 $21,022.50 53.69% 1.71 72 55.56%
2/1/2008 - 8/1/2010 $27,342.50 83.27% 1.95 72 56.94%
1/1/2008 - 8/1/2010 $27,222.50 82.60% 1.94 74 56.76%
12/1/2007 - 8/1/2010 $27,292.50 82.99% 1.90 77 57.14%
11/1/2007 - 8/1/2010 $29,160.00 94.00% 1.97 79 58.23%
10/1/2007 - 8/1/2010 $33,640.00 126.75% 2.09 81 58.02%
9/1/2007 - 8/1/2010 $36,222.50 151.19% 2.17 83 57.83%
8/1/2007 - 8/1/2010 $34,965.00 138.67% 2.04 87 56.32%
7/1/2007 - 8/1/2010 $36,885.00 158.34% 2.10 90 56.67%
6/1/2007 - 8/1/2010 $37,052.50 160.21% 2.07 93 56.99%
5/1/2007 - 8/1/2010 $37,025.00 159.90% 2.06 95 56.84%
4/1/2007 - 8/1/2010 $36,470.00 153.82% 2.01 98 57.14%
3/1/2007 - 8/1/2010 $38,830.00 181.87% 2.09 99 57.58%
2/1/2007 - 8/1/2010 $39,000.00 184.14% 2.08 102 57.84%
1/1/2007 - 8/1/2010 $40,180.00 200.90% 2.09 103 57.28%
12/1/2006 - 8/1/2010 $40,180.00 200.90% 2.09 103 57.28%
11/1/2006 - 8/1/2010 $40,180.00 200.90% 2.09 103 57.28%

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TradeStation Performance Report


Performance Summary
Annual
Monthly
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