Trend Walker RB.xlsx
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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$179,222.40 $141,699.60 $37,522.80
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Gross Profit$434,137.20 $343,064.40 $91,072.80
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Gross Loss($254,914.80)($201,364.80)($53,550.00)
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Profit Factor1.71.71.7
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Roll Over Credit$0.00 $0.00 $0.00
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Open Position P/L$0.00 $0.00 $0.00
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Select Total Net Profit
$214,275.60 $176,752.80 $37,522.80
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Select Gross Profit$434,137.20 $343,064.40 $91,072.80
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Select Gross Loss($219,861.60)($166,311.60)($53,550.00)
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Select Profit Factor1.972.061.7
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Adjusted Total Net Profit
$72,119.67 $41,672.39 ($5,822.58)
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Adjusted Gross Profit
$364,619.61 $280,429.70 $60,715.20
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Adjusted Gross Loss
($292,499.94)($238,757.30)($66,537.78)
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Adjusted Profit Factor
1.251.170.91
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Total Number of Trades
855926
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Percent Profitable45.88%50.85%34.62%
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Winning Trades39309
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Losing Trades462917
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Even Trades000
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Avg. Trade Net Profit
$2,108.50 $2,401.69 $1,443.18
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Avg. Winning Trade$11,131.72 $11,435.48 $10,119.20
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Avg. Losing Trade($5,541.63)($6,943.61)($3,150.00)
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Ratio Avg. Win:Avg. Loss
2.011.653.21
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Largest Winning Trade
$32,390.40 $32,390.40 $20,840.40
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Largest Losing Trade
($35,053.20)($35,053.20)($13,675.20)
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Largest Winner as % of Gross Profit
7.46%9.44%22.88%
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Largest Loser as % of Gross Loss
13.75%17.41%25.54%
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Net Profit as % of Largest Loss
511.29%404.24%274.39%
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Select Net Profit as % of Largest Loss
611.29%504.24%274.39%
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Adjusted Net Profit as % of Largest Loss
205.74%118.88%-42.58%
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Max. Consecutive Winning Trades
662
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Max. Consecutive Losing Trades
747
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Avg. Bars in Total Trades
9.5611.375.46
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Avg. Bars in Winning Trades
11.2812.477.33
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Avg. Bars in Losing Trades
8.1110.244.47
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Avg. Bars in Even Trades
000
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Max. Shares/Contracts Held
222
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Total Shares/Contracts Held
17011852
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Account Size Required
$47,409.60 $49,845.60 $24,603.60
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Total Slippage$0.00 $0.00 $0.00
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Total Commission$0.00 $0.00 $0.00
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Return on Initial Capital
1792.22%
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Annual Rate of Return
29.97%
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Buy & Hold Return245.29%
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Return on Account378.03%
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Avg. Monthly Return
$2,268.64
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Std. Deviation of Monthly Return
$11,217.88
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Return Retracement Ratio
1.75
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RINA Index113.24
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Sharpe Ratio0.16
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K-Ratio0.2
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Trading Period
9 Years, 9 Months, 21 days
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Percent of Time in the Market
29.19%
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Time in the Market
2 Years, 10 Months, 10 days
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Longest Flat Period149 days
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Max. Equity Run-up$180,549.60
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Date of Max. Equity Run-up
3/1/18 17:00
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Max. Equity Run-up as % of Initial Capital
1805.50%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($58,699.20)($61,135.20)($33,516.00)
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Date1/16/15 17:00
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as % of Initial Capital
586.99%611.35%335.16%
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Net Profit as % of Drawdown
305.32%231.78%111.95%
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Select Net Profit as % of Drawdown
365.04%289.12%111.95%
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Adjusted Net Profit as % of Drawdown
122.86%68.16%-17.37%
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Max. Drawdown (Trade Close to Trade Close)
84
Value($47,409.60)($49,845.60)($24,603.60)
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Date12/12/14 17:00
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as % of Initial Capital
474.10%498.46%246.04%
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Net Profit as % of Drawdown
378.03%284.28%152.51%
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Select Net Profit as % of Drawdown
451.97%354.60%152.51%
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Adjusted Net Profit as % of Drawdown
152.12%83.60%-23.67%
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Max. Trade Drawdown
($35,473.20)($35,473.20)($13,818.00)
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All Trades
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Total Net Profit$179,222.40 Profit Factor1.7
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Gross Profit$434,137.20 Gross Loss($254,914.80)
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Roll Over Credit $0.00
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