TradeStation Strategy Performance Report
Monthly Trading Summary
Monthly Average Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
January $4 433.7500 57.27% 1.97 22.00 54.55%
February $3 020.0000 25.94% 2.91 11.50 69.57%
March $2 706.5000 35.91% 2.00 12.00 58.33%
April $6 311.7500 26.48% 2.79 19.50 66.67%
May $5 706.7500 23.57% 2.62 20.50 63.41%
June $4 428.8750 11.04% 2.54 15.00 63.33%
July $4 112.8750 11.07% 2.61 14.50 58.62%
August $3 410.0000 8.03% 1.78 18.50 54.05%
September $2 724.0000 6.79% 1.79 16.00 59.38%
October $2 910.1250 4.03% 1.61 20.00 52.50%
November $4 931.7500 10.75% 3.25 14.67 63.64%
December $2 150.9167 217.74% 2.33 9.67 58.62%
Monthly Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
12/08 $892.7500 0.89% 2.69 2 50.00%
11/08 $7 999.0000 8.71% 4.08 17 70.59%
10/08 $4 249.5000 4.85% 1.82 21 52.38%
9/08 ($693.7500) (0.79%) 0.84 13 38.46%
8/08 $1 434.0000 1.65% 1.26 20 45.00%
7/08 $2 075.0000 2.45% 1.78 12 58.33%
6/08 $4 414.0000 5.49% 3.67 11 72.73%
5/08 $3 397.0000 4.41% 1.79 18 50.00%
4/08 $6 983.5000 9.97% 3.17 18 66.67%
3/08 ($75.0000) (0.11%) 0.97 9 44.44%
2/08 $3 620.2500 5.45% 3.25 10 70.00%
1/08 $6 208.2500 10.30% 2.49 24 58.33%
12/07 $3 350.7500 5.89% 2.53 15 66.67%
11/07 $6 454.5000 12.79% 4.02 15 66.67%
10/07 $1 570.7500 3.21% 1.35 19 52.63%
9/07 $6 141.7500 14.36% 3.29 19 73.68%
8/07 $5 386.0000 14.41% 2.66 17 64.71%
7/07 $6 150.7500 19.70% 3.52 17 58.82%
6/07 $4 443.7500 16.60% 2.09 19 57.89%
5/07 $8 016.5000 42.74% 3.95 23 73.91%
4/07 $5 640.0000 42.99% 2.47 21 66.67%
3/07 $5 488.0000 71.93% 3.05 15 66.67%
2/07 $2 419.7500 46.44% 2.56 13 69.23%
1/07 $2 659.2500 104.24% 1.53 20 50.00%
12/06 $2 209.2500 646.45% 2.03 12 50.00%
11/06 $341.7500 N/A 1.19 12 50.00%
Monthly Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
12/08 $892.7500 0.89% 2.69 2 50.00%
11/08-12/08 $8 891.7500 9.68% 3.85 19 68.42%
10/08-12/08 $13 141.2500 15.00% 2.59 40 60.00%
9/08-12/08 $12 447.5000 14.09% 1.99 53 54.72%
8/08-12/08 $13 881.5000 15.97% 1.77 73 52.05%
7/08-12/08 $15 956.5000 18.81% 1.77 85 52.94%
6/08-12/08 $20 370.5000 25.33% 1.91 96 55.21%
5/08-12/08 $23 767.5000 30.86% 1.89 114 54.39%
4/08-12/08 $30 751.0000 43.91% 2.03 132 56.06%
3/08-12/08 $30 676.0000 43.76% 1.94 141 55.32%
2/08-12/08 $34 296.2500 51.59% 2.00 151 56.29%
1/08-12/08 $40 504.5000 67.20% 2.06 175 56.57%
12/07-12/08 $43 855.2500 77.04% 2.08 190 57.37%
11/07-12/08 $50 309.7500 99.69% 2.18 205 58.05%
10/07-12/08 $51 880.5000 106.10% 2.10 224 57.59%
9/07-12/08 $58 022.2500 135.71% 2.17 243 58.85%
8/07-12/08 $63 408.2500 169.68% 2.20 260 59.23%
7/07-12/08 $69 559.0000 222.82% 2.25 277 59.21%
6/07-12/08 $74 002.7500 276.39% 2.24 296 59.12%
5/07-12/08 $82 019.2500 437.25% 2.32 319 60.19%
4/07-12/08 $87 659.2500 668.24% 2.33 340 60.59%
3/07-12/08 $93 147.2500 1220.80% 2.35 355 60.85%
2/07-12/08 $95 567.0000 1834.21% 2.36 368 61.14%
1/07-12/08 $98 226.2500 3850.50% 2.30 388 60.57%
12/06-12/08 $100 435.5000 29388.59% 2.30 400 60.25%
11/06-12/08 $100 777.2500 ########## 2.27 412 59.95%