| TradeStation Strategy Performance Report | |||||||||
| Time Analysis (Days) | |||||||||
| Trading period | |||||||||
| Years | 2.09 | ||||||||
| Months | 25.12 | ||||||||
| Weeks | 108.85 | ||||||||
| Days | 764.04 | ||||||||
| Time in the market | 41 | ||||||||
| Percent in the market | 5.17% | ||||||||
| Longest flat period | 10.78 | ||||||||
| Avg. time in trades | 0.10 | ||||||||
| Avg. time between trades | 1.76 | ||||||||
| Avg. time in winning trades | 0.11 | ||||||||
| Avg. time between winning trades | 2.95 | ||||||||
| Avg. time in losing trades | 0.08 | ||||||||
| Avg. time between losing trades | 4.63 | ||||||||
| Equity Curve Analysis | |||||||||
| Avg. time between peaks (days) | 11.45 | ||||||||
| Maximum Equity Run-up (daily) | $101 392.75 | 05/12/2008 | -16473.23% | ||||||
| Maximum Equity Drawdown (daily) | ($3 518.75) | 19/01/2007 | 76.99% | ||||||
| Average Monthly Return | |||||||||
| Standard Deviation of Monthly Returns | |||||||||