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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $103,565.00 $51,255.00 $52,310.00
Gross Profit $269,107.50 $142,727.50 $126,380.00
Gross Loss ($165,542.50) ($91,472.50) ($74,070.00)
Profit Factor 1.63 1.56 1.71
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $87,162.50 $56,107.50 $31,055.00
Select Gross Profit $241,467.50 $136,342.50 $105,125.00
Select Gross Loss ($154,305.00) ($80,235.00) ($74,070.00)
Select Profit Factor 1.56 1.70 1.42
       
Adjusted Total Net Profit $73,486.39 $29,008.33 $32,015.31
Adjusted Gross Profit $249,159.92 $128,382.85 $112,507.99
Adjusted Gross Loss ($175,673.54) ($99,374.52) ($80,492.68)
Adjusted Profit Factor 1.42 1.29 1.40
       
Total Number of Trades 449 233 216
Percent Profitable 40.53% 42.49% 38.43%
Winning Trades 182 99 83
Losing Trades 267 134 133
Even Trades 0 0 0
       
Avg. Trade Net Profit $230.66 $219.98 $242.18
Avg. Winning Trade $1,478.61 $1,441.69 $1,522.65
Avg. Losing Trade ($620.01) ($682.63) ($556.92)
Ratio Avg. Win:Avg. Loss 2.38 2.11 2.73
Largest Winning Trade $7,572.50 $6,385.00 $7,572.50
Largest Losing Trade ($3,552.50) ($3,552.50) ($1,515.00)
Largest Winner as % of Gross Profit 2.81% 4.47% 5.99%
Largest Loser as % of Gross Loss 2.15% 3.88% 2.05%
       
Net Profit as % of Largest Loss 2915.27% 1442.79% 3452.81%
Select Net Profit as % of Largest Loss 2453.55% 1579.38% 2049.83%
Adjusted Net Profit as % of Largest Loss 2068.58% 816.56% 2113.22%
       
Max. Consecutive Winning Trades 6 5 4
Max. Consecutive Losing Trades 10 8 10
Avg. Bars in Total Trades 26.52 28.95 23.91
Avg. Bars in Winning Trades 39.08 43.35 33.98
Avg. Bars in Losing Trades 17.97 18.31 17.62
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 449 233 216
Account Size Required $9,250.00 $12,500.00 $9,337.50
Total Slippage $0.000 $0.000 $0.000
Total Commission $17,960.000 $9,320.000 $8,640.000
       
Return on Initial Capital 517.83%
Annual Rate of Return 45.24%
Buy & Hold Return 104.28%
Return on Account 1119.62%    
Avg. Monthly Return $2,959.00    
Std. Deviation of Monthly Return $5,432.67    
       
Return Retracement Ratio 0.88    
RINA Index 357.78    
Sharpe Ratio 0.40    
K-Ratio n/a    
       
Trading Period 4 Yrs, 9 Dys, 2 Hrs, 30 Mins
Percent of Time in the Market 46.13%
Time in the Market 1 Yr, 10 Mths, 7 Dys, 3 Hrs    
Longest Flat Period 138 Dys, 30 Mins    
       
Max. Equity Run-up
 $106,677.50    
Date of Max. Equity Run-up 02/23/10 10:50    
Max. Equity Run-up as % of Initial Capital 533.39%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($10,340.00) ($14,382.50) ($10,165.00)
Date 05/23/08 11:00    
as % of Initial Capital 51.70% 71.91% 50.83%
Net Profit as % of Drawdown 1001.60% 356.37% 514.61%
Select Net Profit as % of Drawdown 842.96% 390.11% 305.51%
Adjusted Net Profit as % of Drawdown 710.70% 201.69% 314.96%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($9,250.00) ($12,500.00) ($9,337.50)
Date 05/06/08 12:40    
as % of Initial Capital 46.25% 62.50% 46.69%
Net Profit as % of Drawdown 1119.62% 410.04% 560.21%
Select Net Profit as % of Drawdown 942.30% 448.86% 332.58%
Adjusted Net Profit as % of Drawdown 794.45% 232.07% 342.87%
       
Max. Trade Drawdown ($3,512.50) ($3,512.50) ($1,475.00)
     
     
     
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TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

 $7,237.50 6.22% 1.24 93 39.78%
1/1/2010 $2,325.00 1.92% 1.50 23 47.83%
1/1/2009 $18,675.00 18.21% 1.27 186 35.48%
1/1/2008 $79,750.00 349.55% 2.03 191 44.50%
1/1/2007 $2,815.00 14.07% 1.20 52 44.23%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2010 - Today $2,325.00 1.92% 1.50 23 47.83%
1/1/2009 - 1/1/2010 $21,000.00 20.47% 1.28 208 36.54%
1/1/2008 - 1/1/2010 $100,750.00 441.60% 1.67 398 40.20%
1/1/2007 - 1/1/2010 $103,565.00 517.83% 1.63 449 40.53%
1/1/2006 - 1/1/2010 $103,565.00 517.83% 1.63 449 40.53%

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TradeStation Periodical Returns: Monthly

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

%Profitable
January $598.33 2.99% 45.24%
February $2,475.00 2.99% 40.54%
March $12,875.00 15.10% 44.12%
April $1,507.50 1.91% 35.29%
May $2,246.25 3.69% 41.18%
June $2,828.33 3.36% 35.00%
July $5,787.50 8.89% 43.18%
August $2,472.50 2.89% 30.00%
September $1,953.33 2.59% 44.74%
October $2,868.33 3.71% 46.15%
November $1,666.67 2.08% 44.44%
December $354.17 0.43% 40.54%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 ($147.50) (0.12%) 0.82 4 50.00%
2/1/2010 $1,420.00 1.16% 2.66 7 57.14%
1/1/2010 $1,052.50 0.87% 1.36 12 41.67%
12/1/2009 ($1,042.50) (0.85%) 0.79 15 40.00%
11/1/2009 $4,765.00 4.05% 2.40 14 50.00%
10/1/2009 $1,302.50 1.12% 1.22 17 35.29%
9/1/2009 $150.00 0.13% 1.04 16 43.75%
8/1/2009 ($2,485.00) (2.10%) 0.74 17 11.76%
7/1/2009 $5,720.00 5.07% 1.89 17 29.41%
6/1/2009 $4,640.00 4.29% 1.68 17 41.18%
5/1/2009 $2,932.50 2.79% 1.64 15 40.00%
4/1/2009 $4,257.50 4.22% 1.79 12 50.00%
3/1/2009 $1,400.00 1.41% 1.22 18 33.33%
2/1/2009 ($2,517.50) (2.47%) 0.70 18 27.78%
1/1/2009 ($447.50) (0.44%) 0.90 15 40.00%
12/1/2008 $2,530.00 2.53% 1.44 19 42.11%
11/1/2008 $912.50 0.92% 1.13 16 43.75%
10/1/2008 $3,215.00 3.35% 1.38 20 40.00%
9/1/2008 $5,737.50 6.36% 1.61 16 43.75%
8/1/2008 $12,385.00 15.92% 3.96 17 52.94%
7/1/2008 $16,585.00 27.10% 6.42 14 57.14%
6/1/2008 $1,175.00 1.96% 1.12 18 22.22%
5/1/2008 $1,560.00 2.67% 1.23 19 42.11%
4/1/2008 $1,587.50 2.79% 1.16 18 33.33%
3/1/2008 $24,350.00 74.86% 5.43 16 56.25%
2/1/2008 $8,522.50 35.50% 3.50 12 50.00%
1/1/2008 $1,190.00 5.22% 1.27 15 53.33%
12/1/2007 ($425.00) (1.83%) 0.45 3 33.33%
11/1/2007 ($677.50) (2.83%) 0.71 6 33.33%
10/1/2007 $4,087.50 20.61% 2.74 15 66.67%
9/1/2007 ($27.50) (0.14%) 0.98 6 50.00%
8/1/2007 ($2,482.50) (11.11%) 0.06 6 16.67%
7/1/2007 $992.50 4.65% 1.40 9 44.44%
6/1/2007 $2,670.00 14.30% 3.47 5 60.00%
4/1/2007 ($1,322.50) (6.61%) 0.00 4 0.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2010 - Today ($147.50) (0.74%) 0.82 4 50.00%
6/1/2010 - 7/1/2010 ($147.50) (0.74%) 0.82 4 50.00%
5/1/2010 - 7/1/2010 ($147.50) (0.74%) 0.82 4 50.00%
4/1/2010 - 7/1/2010 ($147.50) (0.74%) 0.82 4 50.00%
3/1/2010 - 7/1/2010 ($147.50) (0.12%) 0.82 4 50.00%
2/1/2010 - 7/1/2010 $1,272.50 1.04% 1.75 11 54.55%
1/1/2010 - 7/1/2010 $2,325.00 1.92% 1.50 23 47.83%
12/1/2009 - 7/1/2010 $1,282.50 1.05% 1.13 37 43.24%
11/1/2009 - 7/1/2010 $6,047.50 5.15% 1.47 51 45.10%
10/1/2009 - 7/1/2010 $7,350.00 6.32% 1.39 68 42.65%
9/1/2009 - 7/1/2010 $7,500.00 6.46% 1.33 83 42.17%
8/1/2009 - 7/1/2010 $5,015.00 4.23% 1.16 99 37.37%
7/1/2009 - 7/1/2010 $10,735.00 9.51% 1.28 116 36.21%
6/1/2009 - 7/1/2010 $15,375.00 14.21% 1.34 133 36.84%
5/1/2009 - 7/1/2010 $18,307.50 17.39% 1.37 147 37.41%
4/1/2009 - 7/1/2010 $22,565.00 22.34% 1.41 159 38.36%
3/1/2009 - 7/1/2010 $23,965.00 24.06% 1.39 177 37.85%
2/1/2009 - 7/1/2010 $21,447.50 21.00% 1.31 194 36.60%
1/1/2009 - 7/1/2010 $21,000.00 20.47% 1.28 208 36.54%
12/1/2008 - 7/1/2010 $23,530.00 23.52% 1.29 226 36.73%
11/1/2008 - 7/1/2010 $24,442.50 24.66% 1.28 241 37.34%
10/1/2008 - 7/1/2010 $27,657.50 28.84% 1.29 260 37.69%
9/1/2008 - 7/1/2010 $33,395.00 37.04% 1.32 275 38.18%
8/1/2008 - 7/1/2010 $45,780.00 58.85% 1.42 291 39.18%
7/1/2008 - 7/1/2010 $62,365.00 101.90% 1.56 304 40.13%
6/1/2008 - 7/1/2010 $63,540.00 105.86% 1.52 322 39.13%
5/1/2008 - 7/1/2010 $65,100.00 111.35% 1.51 340 39.41%
4/1/2008 - 7/1/2010 $66,687.50 117.25% 1.48 358 39.11%
3/1/2008 - 7/1/2010 $91,037.50 279.88% 1.63 373 39.68%
2/1/2008 - 7/1/2010 $99,560.00 414.75% 1.68 384 39.84%
1/1/2008 - 7/1/2010 $100,750.00 441.60% 1.67 398 40.20%
12/1/2007 - 7/1/2010 $100,325.00 431.69% 1.66 400 40.00%
11/1/2007 - 7/1/2010 $99,647.50 416.63% 1.65 406 39.90%
10/1/2007 - 7/1/2010 $103,735.00 523.12% 1.66 421 40.86%
9/1/2007 - 7/1/2010 $103,707.50 522.26% 1.66 427 40.98%
8/1/2007 - 7/1/2010 $101,225.00 453.11% 1.63 433 40.65%
7/1/2007 - 7/1/2010 $102,217.50 478.83% 1.63 441 40.82%
6/1/2007 - 7/1/2010 $104,887.50 524.44% 1.64 445 40.90%
5/1/2007 - 7/1/2010 $104,887.50 561.57% 1.64 445 40.90%
4/1/2007 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
3/1/2007 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
2/1/2007 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
1/1/2007 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
12/1/2006 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
11/1/2006 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
10/1/2006 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
9/1/2006 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%
8/1/2006 - 7/1/2010 $103,565.00 517.83% 1.63 449 40.53%

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TradeStation Performance Report


Performance Summary
Annual
Monthly
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