| TradeStation Strategy Performance Report | |||||||||
| TradeStation Strategy Performance Report - Auto_Orar_Bas_Ful_E DX5M.BS-9 min. (02/10/2006-09/12/2008) | |||||||||
| Performance Summary: All Trades | |||||||||
| Total Net Profit | $100 777.2500 | Open position P/L | $0.0000 | ||||||
| Gross Profit | $180 100.7500 | Gross Loss | ($79 323.5000) | ||||||
| Total # of trades | 412 | Percent profitable | 60.44% | ||||||
| Number winning trades | 249 | Number losing trades | 163 | ||||||
| Largest winning trade | $1 802.5000 | Largest losing trade | ($837.5000) | ||||||
| Average winning trade | $723.2962 | Average losing trade | ($486.6472) | ||||||
| Ratio avg win/avg loss | 1.4863 | Avg trade (win & loss) | $244.6050 | ||||||
| Max consec. Winners | 7 | Max consec. losers | 4 | ||||||
| Avg # bars in winners | 18 | Avg # bars in losers | 13 | ||||||
| Max intraday drawdown | ($3 274.5000) | ||||||||
| Profit Factor | 2.2705 | Max # contracts held | 1 | ||||||
| Account size required | $3 274.5000 | Return on account | 3077.64% | ||||||
| Performance Summary: Long Trades | |||||||||
| Total Net Profit | $66 917.0000 | Open position P/L | $0.0000 | ||||||
| Gross Profit | $120 992.2500 | Gross Loss | ($54 075.2500) | ||||||
| Total # of trades | 258 | Percent profitable | 56.98% | ||||||
| Number winning trades | 147 | Number losing trades | 111 | ||||||
| Largest winning trade | $1 802.5000 | Largest losing trade | ($837.5000) | ||||||
| Average winning trade | $823.0765 | Average losing trade | ($487.1644) | ||||||
| Ratio avg win/avg loss | 1.6895 | Avg trade (win & loss) | $259.3682 | ||||||
| Max consec. Winners | 6 | Max consec. losers | 5 | ||||||
| Avg # bars in winners | 26 | Avg # bars in losers | 17 | ||||||
| Max intraday drawdown | ($2 998.5000) | ||||||||
| Profit Factor | 2.2375 | Max # contracts held | 1 | ||||||
| Account size required | $2 998.5000 | Return on account | 2231.68% | ||||||
| Performance Summary: Short Trades | |||||||||
| Total Net Profit | $33 860.2500 | Open position P/L | $0.0000 | ||||||
| Gross Profit | $59 108.5000 | Gross Loss | ($25 248.2500) | ||||||
| Total # of trades | 154 | Percent profitable | 66.23% | ||||||
| Number winning trades | 102 | Number losing trades | 52 | ||||||
| Largest winning trade | $1 448.0000 | Largest losing trade | ($547.5000) | ||||||
| Average winning trade | $579.4951 | Average losing trade | ($485.5433) | ||||||
| Ratio avg win/avg loss | 1.1935 | Avg trade (win & loss) | $219.8718 | ||||||
| Max consec. Winners | 6 | Max consec. losers | 4 | ||||||
| Avg # bars in winners | 5 | Avg # bars in losers | 5 | ||||||
| Max intraday drawdown | ($3 018.5000) | ||||||||
| Profit Factor | 2.3411 | Max # contracts held | 1 | ||||||
| Account size required | $3 018.5000 | Return on account | 1121.76% | ||||||