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