| TradeStation Strategy Performance Report | |||||||
| Daily Trading Summary | |||||||
| Daily Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 12/04 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 12/03 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 12/02 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 12/01 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/28 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/27 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/26 | $911.2500 | 0.92% | N/A | 1 | 100.00% | ||
| 11/25 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/24 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/21 | $1 869.5000 | 1.93% | N/A | 2 | 100.00% | ||
| 11/20 | ($502.7500) | (0.52%) | 0.00 | 1 | 0.00% | ||
| 11/19 | $1 942.2500 | 2.03% | N/A | 2 | 100.00% | ||
| 11/18 | ($51.2500) | (0.05%) | 0.90 | 2 | 50.00% | ||
| 11/17 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/14 | $905.0000 | 0.95% | N/A | 1 | 100.00% | ||
| 11/13 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/12 | ($1 034.2500) | (1.08%) | 0.00 | 2 | 0.00% | ||
| 11/11 | $1 941.0000 | 2.07% | N/A | 2 | 100.00% | ||
| 11/10 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 11/07 | $888.7500 | 0.96% | N/A | 1 | 100.00% | ||
| 11/06 | $905.5000 | 0.98% | N/A | 1 | 100.00% | ||
| 11/05 | ($552.2500) | (0.60%) | 0.00 | 1 | 0.00% | ||
| 11/04 | $776.2500 | 0.84% | N/A | 1 | 100.00% | ||
| 11/03 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/31 | $444.7500 | 0.49% | N/A | 1 | 100.00% | ||
| 10/30 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/29 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/28 | ($500.7500) | (0.54%) | 0.00 | 1 | 0.00% | ||
| 10/27 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/24 | $1 255.5000 | 1.38% | N/A | 2 | 100.00% | ||
| 10/23 | ($501.7500) | (0.55%) | 0.00 | 1 | 0.00% | ||
| 10/22 | $1 750.2500 | 1.96% | N/A | 2 | 100.00% | ||
| 10/21 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/20 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/17 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/16 | $901.7500 | 1.02% | N/A | 1 | 100.00% | ||
| 10/15 | $906.5000 | 1.03% | N/A | 1 | 100.00% | ||
| 10/14 | ($501.7500) | (0.57%) | 0.00 | 1 | 0.00% | ||
| 10/13 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| 10/10 | $0.0000 | 0.00% | N/A | 0 | N/A | ||
| Daily Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 12/04-12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 12/03-12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 12/02-12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 12/01-12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 11/28-12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 11/27-12/05 | $892.7500 | 0.89% | 2.69 | 2 | 50.00% | ||
| 11/26-12/05 | $1 804.0000 | 1.82% | 4.41 | 3 | 66.67% | ||
| 11/25-12/05 | $1 804.0000 | 1.82% | 4.41 | 3 | 66.67% | ||
| 11/24-12/05 | $1 804.0000 | 1.82% | 4.41 | 3 | 66.67% | ||
| 11/21-12/05 | $3 673.5000 | 3.78% | 7.95 | 5 | 80.00% | ||
| 11/20-12/05 | $3 170.7500 | 3.25% | 4.07 | 6 | 66.67% | ||
| 11/19-12/05 | $5 113.0000 | 5.34% | 5.96 | 8 | 75.00% | ||
| 11/18-12/05 | $5 061.7500 | 5.29% | 4.29 | 10 | 70.00% | ||
| 11/17-12/05 | $5 061.7500 | 5.29% | 4.29 | 10 | 70.00% | ||
| 11/14-12/05 | $5 966.7500 | 6.29% | 4.88 | 11 | 72.73% | ||
| 11/13-12/05 | $5 966.7500 | 6.29% | 4.88 | 11 | 72.73% | ||
| 11/12-12/05 | $4 932.5000 | 5.15% | 2.92 | 13 | 61.54% | ||
| 11/11-12/05 | $6 873.5000 | 7.32% | 3.67 | 15 | 66.67% | ||
| 11/10-12/05 | $6 873.5000 | 7.32% | 3.67 | 15 | 66.67% | ||
| 11/07-12/05 | $7 762.2500 | 8.35% | 4.02 | 16 | 68.75% | ||
| 11/06-12/05 | $8 667.7500 | 9.41% | 4.37 | 17 | 70.59% | ||
| 11/05-12/05 | $8 115.5000 | 8.76% | 3.60 | 18 | 66.67% | ||
| 11/04-12/05 | $8 891.7500 | 9.68% | 3.85 | 19 | 68.42% | ||
| 11/03-12/05 | $8 891.7500 | 9.68% | 3.85 | 19 | 68.42% | ||
| 10/31-12/05 | $9 336.5000 | 10.21% | 3.99 | 20 | 70.00% | ||
| 10/30-12/05 | $9 336.5000 | 10.21% | 3.99 | 20 | 70.00% | ||
| 10/29-12/05 | $9 336.5000 | 10.21% | 3.99 | 20 | 70.00% | ||
| 10/28-12/05 | $8 835.7500 | 9.61% | 3.44 | 21 | 66.67% | ||
| 10/27-12/05 | $8 835.7500 | 9.61% | 3.44 | 21 | 66.67% | ||
| 10/24-12/05 | $10 091.2500 | 11.13% | 3.78 | 23 | 69.57% | ||
| 10/23-12/05 | $9 589.5000 | 10.52% | 3.32 | 24 | 66.67% | ||
| 10/22-12/05 | $11 339.7500 | 12.68% | 3.75 | 26 | 69.23% | ||
| 10/21-12/05 | $11 339.7500 | 12.68% | 3.75 | 26 | 69.23% | ||
| 10/20-12/05 | $11 339.7500 | 12.68% | 3.75 | 26 | 69.23% | ||
| 10/17-12/05 | $11 339.7500 | 12.68% | 3.75 | 26 | 69.23% | ||
| 10/16-12/05 | $12 241.5000 | 13.83% | 3.97 | 27 | 70.37% | ||
| 10/15-12/05 | $13 148.0000 | 15.00% | 4.19 | 28 | 71.43% | ||
| 10/14-12/05 | $12 646.2500 | 14.35% | 3.73 | 29 | 68.97% | ||
| 10/13-12/05 | $12 646.2500 | 14.35% | 3.73 | 29 | 68.97% | ||
| 10/10-12/05 | $12 646.2500 | 14.35% | 3.73 | 29 | 68.97% | ||