TradeStation Strategy Performance Report |
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Weekly Trading Summary |
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Weekly Analysis
(Mark-To-Market): |
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Period |
Net Profit |
% Gain |
Profit Factor |
# Trades |
% Profitable |
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30/03/2009 |
$4 777.5000 |
3.78% |
N/A |
0 |
N/A |
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23/03/2009 |
($2 040.0000) |
(1.59%) |
0.08 |
6 |
16.67% |
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16/03/2009 |
$3 977.5000 |
3.20% |
N/A |
5 |
80.00% |
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09/03/2009 |
$3
057.7500 |
2.52% |
4.47 |
4 |
100.00% |
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02/03/2009 |
$2 495.0000 |
2.10% |
N/A |
5 |
60.00% |
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23/02/2009 |
$2 965.5000 |
2.56% |
N/A |
3 |
100.00% |
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16/02/2009 |
$1 361.2500 |
1.19% |
N/A |
3 |
100.00% |
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09/02/2009 |
($978.0000) |
(0.85%) |
0.45 |
3 |
33.33% |
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02/02/2009 |
$580.7500 |
0.51% |
1.65 |
3 |
66.67% |
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26/01/2009 |
($1
645.7500) |
(1.41%) |
0.39 |
3 |
33.33% |
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19/01/2009 |
$934.0000 |
0.81% |
2.05 |
5 |
60.00% |
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12/01/2009 |
$69.5000 |
0.06% |
1.08 |
5 |
20.00% |
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05/01/2009 |
$2
439.5000 |
2.16% |
3.77 |
2 |
250.00% |
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29/12/2008 |
$1 541.2500 |
1.38% |
N/A |
6 |
16.67% |
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22/12/2008 |
$854.7500 |
0.77% |
1.96 |
1 |
200.00% |
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15/12/2008 |
$1
359.2500 |
1.24% |
N/A |
3 |
66.67% |
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08/12/2008 |
($895.0000) |
(0.81%) |
0.00 |
2 |
0.00% |
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01/12/2008 |
$1 375.7500 |
1.26% |
N/A |
1 |
200.00% |
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24/11/2008 |
$908.0000 |
0.84% |
N/A |
2 |
50.00% |
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17/11/2008 |
$2 391.2500 |
2.27% |
2.41 |
1 |
500.00% |
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10/11/2008 |
$2 359.5000 |
2.29% |
3.93 |
7 |
57.14% |
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03/11/2008 |
$1
821.7500 |
1.80% |
N/A |
5 |
40.00% |
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27/10/2008 |
($360.7500) |
(0.35%) |
0.55 |
2 |
50.00% |
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20/10/2008 |
$2 177.7500 |
2.19% |
3.47 |
2 |
200.00% |
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13/10/2008 |
$1
006.2500 |
1.02% |
2.26 |
5 |
40.00% |
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06/10/2008 |
($769.5000) |
(0.78%) |
0.70 |
3 |
66.67% |
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29/09/2008 |
$616.5000 |
0.62% |
1.36 |
5 |
60.00% |
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22/09/2008 |
($956.5000) |
(0.96%) |
0.46 |
5 |
40.00% |
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15/09/2008 |
$9.0000 |
0.01% |
1.01 |
4 |
25.00% |
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08/09/2008 |
($1 329.2500) |
(1.32%) |
0.50 |
2 |
100.00% |
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01/09/2008 |
$360.5000 |
0.36% |
1.40 |
5 |
40.00% |
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25/08/2008 |
$2
260.5000 |
2.30% |
9.61 |
3 |
100.00% |
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18/08/2008 |
($807.7500) |
(0.81%) |
0.70 |
5 |
60.00% |
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11/08/2008 |
$285.0000 |
0.29% |
1.31 |
6 |
33.33% |
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04/08/2008 |
$2 329.7500 |
2.41% |
2.30 |
4 |
100.00% |
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28/07/2008 |
$1 584.5000 |
1.67% |
1.85 |
6 |
66.67% |
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21/07/2008 |
$829.7500 |
0.88% |
1.49 |
7 |
42.86% |
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14/07/2008 |
$2 020.5000 |
2.19% |
N/A |
5 |
60.00% |
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07/07/2008 |
($180.0000) |
(0.20%) |
0.90 |
3 |
66.67% |
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30/06/2008 |
($1 781.5000) |
(1.89%) |
0.00 |
4 |
0.00% |
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23/06/2008 |
$330.7500 |
0.35% |
1.37 |
2 |
100.00% |
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Weekly Rolling Period
Analysis (Mark-To-Market): |
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Period |
Net Profit |
% Gain |
Profit Factor |
# Trades |
% Profitable |
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30/03/2009 |
$4 777.5000 |
3.78% |
6.33 |
0 |
N/A |
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23/03/2009-04/04/2009 |
$2 737.5000 |
2.13% |
1.88 |
6 |
100.00% |
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16/03/2009-04/04/2009 |
$6 715.0000 |
5.40% |
3.16 |
11 |
90.91% |
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09/03/2009-04/04/2009 |
$9 772.7500 |
8.06% |
3.45 |
15 |
93.33% |
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02/03/2009-04/04/2009 |
$12 267.7500 |
10.33% |
4.07 |
20 |
85.00% |
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23/02/2009-04/04/2009 |
$15 233.2500 |
13.15% |
4.81 |
23 |
86.96% |
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16/02/2009-04/04/2009 |
$16 594.5000 |
14.50% |
5.16 |
26 |
88.46% |
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09/02/2009-04/04/2009 |
$15 616.5000 |
13.53% |
3.71 |
29 |
82.76% |
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02/02/2009-04/04/2009 |
$16 197.2500 |
14.10% |
3.43 |
32 |
81.25% |
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26/01/2009-04/04/2009 |
$14 551.5000 |
12.49% |
2.55 |
35 |
77.14% |
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19/01/2009-04/04/2009 |
$15 485.5000 |
13.40% |
2.51 |
40 |
75.00% |
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12/01/2009-04/04/2009 |
$15 555.0000 |
13.47% |
2.40 |
45 |
68.89% |
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05/01/2009-04/04/2009 |
$17 994.5000 |
15.92% |
2.50 |
47 |
76.60% |
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29/12/2008-04/04/2009 |
$19 535.7500 |
17.52% |
2.63 |
53 |
69.81% |
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22/12/2008-04/04/2009 |
$20 390.5000 |
18.43% |
2.59 |
54 |
72.22% |
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15/12/2008-04/04/2009 |
$21 749.7500 |
19.90% |
2.69 |
57 |
71.93% |
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08/12/2008-04/04/2009 |
$20 854.7500 |
18.92% |
2.52 |
59 |
69.49% |
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01/12/2008-04/04/2009 |
$22 230.5000 |
20.43% |
2.62 |
60 |
71.67% |
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24/11/2008-04/04/2009 |
$23 138.5000 |
21.44% |
2.68 |
62 |
70.97% |
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17/11/2008-04/04/2009 |
$25 529.7500 |
24.19% |
2.65 |
63 |
77.78% |
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10/11/2008-04/04/2009 |
$27 889.2500 |
27.03% |
2.72 |
70 |
75.71% |
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03/11/2008-04/04/2009 |
$29 711.0000 |
29.32% |
2.83 |
75 |
73.33% |
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27/10/2008-04/04/2009 |
$29 350.2500 |
28.86% |
2.72 |
77 |
72.73% |
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20/10/2008-04/04/2009 |
$31 528.0000 |
31.68% |
2.76 |
79 |
75.95% |
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13/10/2008-04/04/2009 |
$32 534.2500 |
33.02% |
2.74 |
84 |
73.81% |
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06/10/2008-04/04/2009 |
$31 764.7500 |
31.99% |
2.49 |
87 |
73.56% |
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29/09/2008-04/04/2009 |
$32 381.2500 |
32.82% |
2.41 |
92 |
72.83% |
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22/09/2008-04/04/2009 |
$31 424.7500 |
31.54% |
2.27 |
97 |
71.13% |
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15/09/2008-04/04/2009 |
$31 433.7500 |
31.55% |
2.22 |
101 |
69.31% |
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08/09/2008-04/04/2009 |
$30 104.5000 |
29.82% |
2.06 |
103 |
69.90% |
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01/09/2008-04/04/2009 |
$30 465.0000 |
30.29% |
2.04 |
108 |
68.52% |
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25/08/2008-04/04/2009 |
$32 725.5000 |
33.28% |
2.11 |
111 |
69.37% |
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18/08/2008-04/04/2009 |
$31 917.7500 |
32.20% |
1.99 |
116 |
68.97% |
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11/08/2008-04/04/2009 |
$32 202.7500 |
32.58% |
1.97 |
122 |
67.21% |
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04/08/2008-04/04/2009 |
$34 532.5000 |
35.78% |
1.99 |
126 |
68.25% |
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28/07/2008-04/04/2009 |
$36 117.0000 |
38.04% |
1.98 |
132 |
68.18% |
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21/07/2008-04/04/2009 |
$36 946.7500 |
39.26% |
1.96 |
139 |
66.91% |
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14/07/2008-04/04/2009 |
$38 967.2500 |
42.32% |
2.01 |
144 |
66.67% |
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07/07/2008-04/04/2009 |
$38 787.2500 |
42.04% |
1.96 |
147 |
66.67% |
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30/06/2008-04/04/2009 |
$37 005.7500 |
39.35% |
1.88 |
151 |
64.90% |
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23/06/2008-04/04/2009 |
$37 336.5000 |
39.84% |
1.87 |
153 |
65.36% |
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