| TradeStation Strategy Performance Report | |||||||
| Weekly Trading Summary | |||||||
| Weekly Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 01/12/2008 | $892.7500 | 0.89% | N/A | 0 | N/A | ||
| 24/11/2008 | $911.2500 | 0.92% | N/A | 2 | 50.00% | ||
| 17/11/2008 | $3 257.7500 | 3.40% | 4.23 | 1 | 500.00% | ||
| 10/11/2008 | $1 811.7500 | 1.93% | 2.75 | 7 | 42.86% | ||
| 03/11/2008 | $2 018.2500 | 2.20% | 4.65 | 5 | 60.00% | ||
| 27/10/2008 | ($56.0000) | (0.06%) | 0.89 | 4 | 25.00% | ||
| 20/10/2008 | $2 504.0000 | 2.80% | 5.99 | 2 | 200.00% | ||
| 13/10/2008 | $1 306.5000 | 1.48% | 3.60 | 5 | 40.00% | ||
| 06/10/2008 | $278.7500 | 0.32% | 1.18 | 3 | 66.67% | ||
| 29/09/2008 | $216.2500 | 0.25% | 1.10 | 5 | 40.00% | ||
| 22/09/2008 | ($570.5000) | (0.65%) | 0.45 | 6 | 16.67% | ||
| 15/09/2008 | $399.0000 | 0.45% | 1.79 | 3 | 33.33% | ||
| 08/09/2008 | ($1 232.0000) | (1.38%) | 0.43 | 2 | 50.00% | ||
| 01/09/2008 | $709.7500 | 0.80% | 2.30 | 5 | 40.00% | ||
| 25/08/2008 | $2 673.7500 | 3.12% | N/A | 3 | 100.00% | ||
| 18/08/2008 | ($715.7500) | (0.83%) | 0.56 | 3 | 66.67% | ||
| 11/08/2008 | ($684.7500) | (0.79%) | 0.40 | 5 | 20.00% | ||
| 04/08/2008 | $1 252.0000 | 1.46% | 1.79 | 4 | 75.00% | ||
| 28/07/2008 | $462.5000 | 0.54% | 1.29 | 6 | 50.00% | ||
| 21/07/2008 | $1 759.2500 | 2.10% | N/A | 6 | 33.33% | ||
| 14/07/2008 | ($69.5000) | (0.08%) | 0.87 | 2 | 50.00% | ||
| 07/07/2008 | ($76.5000) | (0.09%) | 0.86 | 2 | 50.00% | ||
| 30/06/2008 | ($1 092.0000) | (1.29%) | 0.00 | 2 | 0.00% | ||
| 23/06/2008 | $1 316.0000 | 1.58% | 3.36 | 2 | 100.00% | ||
| 16/06/2008 | $2 140.0000 | 2.63% | N/A | 3 | 100.00% | ||
| 09/06/2008 | $1 496.5000 | 1.87% | 3.68 | 3 | 100.00% | ||
| 02/06/2008 | ($538.5000) | (0.67%) | 0.00 | 4 | 0.00% | ||
| 26/05/2008 | $2 327.5000 | 2.98% | N/A | 1 | 300.00% | ||
| 19/05/2008 | ($97.0000) | (0.12%) | 0.83 | 3 | 33.33% | ||
| 12/05/2008 | $344.7500 | 0.44% | 1.32 | 3 | 66.67% | ||
| 05/05/2008 | ($244.7500) | (0.31%) | 0.89 | 4 | 50.00% | ||
| 28/04/2008 | $988.5000 | 1.28% | 1.95 | 6 | 33.33% | ||
| 21/04/2008 | $906.5000 | 1.19% | 2.63 | 4 | 50.00% | ||
| 14/04/2008 | $1 452.0000 | 1.94% | 2.37 | 3 | 66.67% | ||
| 07/04/2008 | ($141.0000) | (0.19%) | 0.87 | 4 | 50.00% | ||
| 31/03/2008 | $4 844.0000 | 6.92% | N/A | 4 | 125.00% | ||
| 24/03/2008 | $287.7500 | 0.41% | 1.52 | 5 | 20.00% | ||
| 17/03/2008 | $0.0000 | 0.00% | N/A | 2 | 0.00% | ||
| 10/03/2008 | $849.5000 | 1.23% | N/A | 0 | N/A | ||
| 03/03/2008 | ($1 212.2500) | (1.73%) | 0.27 | 3 | 33.33% | ||
| 25/02/2008 | $933.2500 | 1.35% | N/A | 4 | 50.00% | ||
| Weekly Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 01/12/2008 | $892.7500 | 0.89% | 2.69 | 0 | N/A | ||
| 24/11/2008-06/12/2008 | $1 804.0000 | 1.82% | 4.41 | 2 | 100.00% | ||
| 17/11/2008-06/12/2008 | $5 061.7500 | 5.29% | 4.29 | 3 | 233.33% | ||
| 10/11/2008-06/12/2008 | $6 873.5000 | 7.32% | 3.67 | 10 | 100.00% | ||
| 03/11/2008-06/12/2008 | $8 891.7500 | 9.68% | 3.85 | 15 | 86.67% | ||
| 27/10/2008-06/12/2008 | $8 835.7500 | 9.61% | 3.44 | 19 | 73.68% | ||
| 20/10/2008-06/12/2008 | $11 339.7500 | 12.68% | 3.75 | 21 | 85.71% | ||
| 13/10/2008-06/12/2008 | $12 646.2500 | 14.35% | 3.73 | 26 | 76.92% | ||
| 06/10/2008-06/12/2008 | $12 925.0000 | 14.71% | 3.10 | 29 | 75.86% | ||
| 29/09/2008-06/12/2008 | $13 141.2500 | 15.00% | 2.59 | 34 | 70.59% | ||
| 22/09/2008-06/12/2008 | $12 570.7500 | 14.25% | 2.35 | 40 | 62.50% | ||
| 15/09/2008-06/12/2008 | $12 969.7500 | 14.77% | 2.32 | 43 | 60.47% | ||
| 08/09/2008-06/12/2008 | $11 737.7500 | 13.18% | 1.98 | 45 | 60.00% | ||
| 01/09/2008-06/12/2008 | $12 447.5000 | 14.09% | 1.99 | 50 | 58.00% | ||
| 25/08/2008-06/12/2008 | $15 121.2500 | 17.65% | 2.21 | 53 | 60.38% | ||
| 18/08/2008-06/12/2008 | $14 405.5000 | 16.68% | 2.02 | 56 | 60.71% | ||
| 11/08/2008-06/12/2008 | $13 720.7500 | 15.76% | 1.90 | 61 | 57.38% | ||
| 04/08/2008-06/12/2008 | $14 972.7500 | 17.45% | 1.89 | 65 | 58.46% | ||
| 28/07/2008-06/12/2008 | $15 435.2500 | 18.09% | 1.84 | 71 | 57.75% | ||
| 21/07/2008-06/12/2008 | $17 194.5000 | 20.57% | 1.93 | 77 | 55.84% | ||
| 14/07/2008-06/12/2008 | $17 125.0000 | 20.47% | 1.90 | 79 | 55.70% | ||
| 07/07/2008-06/12/2008 | $17 048.5000 | 20.36% | 1.87 | 81 | 55.56% | ||
| 30/06/2008-06/12/2008 | $15 956.5000 | 18.81% | 1.77 | 83 | 54.22% | ||
| 23/06/2008-06/12/2008 | $17 272.5000 | 20.68% | 1.82 | 85 | 55.29% | ||
| 16/06/2008-06/12/2008 | $19 412.5000 | 23.86% | 1.92 | 88 | 56.82% | ||
| 09/06/2008-06/12/2008 | $20 909.0000 | 26.18% | 1.96 | 91 | 58.24% | ||
| 02/06/2008-06/12/2008 | $20 370.5000 | 25.33% | 1.91 | 95 | 55.79% | ||
| 26/05/2008-06/12/2008 | $22 698.0000 | 29.07% | 2.02 | 96 | 58.33% | ||
| 19/05/2008-06/12/2008 | $22 601.0000 | 28.91% | 1.99 | 99 | 57.58% | ||
| 12/05/2008-06/12/2008 | $22 945.7500 | 29.48% | 1.96 | 102 | 57.84% | ||
| 05/05/2008-06/12/2008 | $22 701.0000 | 29.08% | 1.87 | 106 | 57.55% | ||
| 28/04/2008-06/12/2008 | $23 689.5000 | 30.73% | 1.87 | 112 | 56.25% | ||
| 21/04/2008-06/12/2008 | $24 596.0000 | 32.29% | 1.89 | 116 | 56.03% | ||
| 14/04/2008-06/12/2008 | $26 048.0000 | 34.86% | 1.91 | 119 | 56.30% | ||
| 07/04/2008-06/12/2008 | $25 907.0000 | 34.60% | 1.87 | 123 | 56.10% | ||
| 31/03/2008-06/12/2008 | $30 751.0000 | 43.91% | 2.03 | 127 | 58.27% | ||
| 24/03/2008-06/12/2008 | $31 038.7500 | 44.51% | 2.02 | 132 | 56.82% | ||
| 17/03/2008-06/12/2008 | $31 038.7500 | 44.51% | 2.02 | 134 | 55.97% | ||
| 10/03/2008-06/12/2008 | $31 888.2500 | 46.29% | 2.03 | 134 | 57.46% | ||
| 03/03/2008-06/12/2008 | $30 676.0000 | 43.76% | 1.94 | 137 | 56.93% | ||
| 25/02/2008-06/12/2008 | $31 609.2500 | 45.70% | 1.97 | 141 | 56.74% | ||