| TradeStation Strategy Performance Report | |||||||||
| Winning Trade Analysis | |||||||||
| Number of winning trades | 249 | ||||||||
| Avg. winning trade | $723.2962 | Avg. win ± 1 STDEV | $1 100.1239 | / | $346.4685 | ||||
| 1 Std. Deviation (STDEV) | $376.8277 | Coefficient of variation | 52.10% | ||||||
| Largest profit | $1 802.5000 | Largest consec. profit | $6 168.5000 | ||||||
| % of Net Profit | 1.79% | % of Net Profit | 6.12% | ||||||
| Consecutive Winning Series Data | |||||||||
| Consec. | # of | Average | Average Loss | ||||||
| Winners | Series | Gain/Series | Next Trade | ||||||
| 1 | 44 | $656.8125 | ($513.6512) | ||||||
| 2 | 28 | $1 491.9464 | ($490.5625) | ||||||
| 3 | 15 | $2 291.1667 | ($500.4000) | ||||||
| 4 | 14 | $2 849.7321 | ($467.8571) | ||||||
| 5 | 4 | $3 442.6250 | ($448.4375) | ||||||
| 6 | 2 | $4 534.1250 | ($516.1250) | ||||||
| 7 | 2 | $6 162.0000 | ($527.5000) | ||||||
| Losing Trade Analysis | |||||||||
| Number of losing trades | 163 | ||||||||
| Avg. losing trade | ($486.6472) | Avg. loss ± 1 STDEV | ($346.4402) | / | ($626.8542) | ||||
| 1 Std. Deviation (STDEV) | $140.2070 | Coefficient of variation | 28.81% | ||||||
| Largest loss | ($837.5000) | Largest consec. loss | ($2 145.0000) | ||||||
| % of Net Profit | 0.83% | % of Net Profit | 2.13% | ||||||
| Consecutive Losing Series Data | |||||||||
| Consec. | # of | Average | Average Gain | ||||||
| Losers | Series | Loss/Series | Next Trade | ||||||
| 1 | 74 | ($480.1520) | $701.2027 | ||||||
| 2 | 19 | ($1 047.6579) | $933.2763 | ||||||
| 3 | 13 | ($1 475.9038) | $689.2308 | ||||||
| 4 | 3 | ($1 566.6667) | $608.7500 | ||||||