TradeStation Strategy Performance
Report |
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Winning Trade Analysis |
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Number of winning trades |
348 |
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Avg. winning trade |
$714.8348 |
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Avg. win ± 1 STDEV |
$1 086.9761 |
/ |
$342.6934 |
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1 Std. Deviation (STDEV) |
$372.1414 |
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Coefficient of variation |
52.06% |
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Largest profit |
$1 802.2500 |
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Largest consec. profit |
$10 916.2500 |
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% of Net Profit |
1.38% |
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% of Net Profit |
8.33% |
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Consecutive Winning
Series Data |
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Consec. |
# of |
Average |
Average Loss |
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Winners |
Series |
Gain/Series |
Next Trade |
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1 |
38 |
$764.7829 |
($749.7829) |
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2 |
34 |
$1 489.0735 |
($718.5985) |
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3 |
12 |
$1 954.9583 |
($699.8750) |
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4 |
14 |
$2
966.6250 |
($830.8571) |
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5 |
9 |
$3 912.6111 |
($813.9722) |
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6 |
3 |
$3
631.0000 |
($830.8333) |
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7 |
3 |
$4
786.5000 |
($670.5833) |
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8 |
2 |
$5
798.3750 |
($318.7500) |
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9 |
0 |
$0.0000 |
$0.0000 |
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10 |
0 |
$0.0000 |
$0.0000 |
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11 |
0 |
$0.0000 |
$0.0000 |
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12 |
1 |
$10
916.2500 |
($881.2500) |
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13 |
1 |
$10
761.0000 |
($881.5000) |
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14 |
0 |
$0.0000 |
$0.0000 |
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15 |
1 |
$10
340.0000 |
($909.0000) |
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Losing Trade Analysis |
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Number of losing trades |
#N/D |
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Avg. losing trade |
($759.4145) |
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Avg. loss ± 1 STDEV |
($504.5102) |
/ |
($1 014.3188) |
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1 Std. Deviation (STDEV) |
$254.9043 |
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Coefficient of variation |
33.57% |
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Largest loss |
($933.2500) |
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Largest consec. loss |
($2 683.2500) |
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% of Net Profit |
0.71% |
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% of Net Profit |
2.05% |
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Consecutive Losing Series
Data |
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Consec. |
# of |
Average |
Average Gain |
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Losers |
Series |
Loss/Series |
Next Trade |
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1 |
87 |
($766.2557) |
$783.6149 |
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2 |
26 |
($1 513.6250) |
$662.9327 |
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3 |
4 |
($2 358.3750) |
$678.2500 |
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4 |
1 |
($2
257.2500) |
$765.0000 |
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