%BB-TEM-ES7contracts.xlsx
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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$427,962.50 $277,125.00 $150,837.50
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Gross Profit$1,479,857.50 $946,229.50 $533,628.00
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Gross Loss($1,051,895.00)($669,104.50)($382,790.50)
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Profit Factor1.411.411.39
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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
$376,957.50 $201,179.00 $175,778.50
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Select Gross Profit$1,341,437.50 $851,186.00 $490,251.50
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Select Gross Loss($964,480.00)($650,007.00)($314,473.00)
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Select Profit Factor1.391.311.56
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Adjusted Total Net Profit
$366,982.07 $229,335.98 $112,786.91
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Adjusted Gross Profit
$1,446,890.28 $920,608.90 $512,713.47
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Adjusted Gross Loss
($1,079,908.21)($691,272.92)($399,926.56)
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Adjusted Profit Factor
1.341.331.28
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Total Number of Trades
3,4252,2751,150
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Percent Profitable58.83%59.96%56.61%
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Winning Trades2,0151,364651
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Losing Trades1,410911499
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Even Trades000
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Avg. Trade Net Profit
$124.95 $121.81 $131.16
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Avg. Winning Trade$734.42 $693.72 $819.71
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Avg. Losing Trade($746.02)($734.47)($767.12)
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Ratio Avg. Win:Avg. Loss
0.980.941.07
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Largest Winning Trade
$10,303.00 $10,303.00 $4,703.00
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Largest Losing Trade
($5,184.50)($4,397.00)($5,184.50)
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Largest Winner as % of Gross Profit
0.70%1.09%0.88%
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Largest Loser as % of Gross Loss
0.49%0.66%1.35%
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Net Profit as % of Largest Loss
8254.65%6302.59%2909.39%
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Select Net Profit as % of Largest Loss
7270.86%4575.37%3390.46%
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Adjusted Net Profit as % of Largest Loss
7078.45%5215.74%2175.46%
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Max. Consecutive Winning Trades
161613
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Max. Consecutive Losing Trades
12914
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Avg. Bars in Total Trades
4.654.325.31
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Avg. Bars in Winning Trades
3.853.754.06
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Avg. Bars in Losing Trades
5.85.186.95
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Avg. Bars in Even Trades
000
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Max. Shares/Contracts Held
777
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Total Shares/Contracts Held
14,8309,9554,875
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Account Size Required
$15,196.00 $12,977.50 $22,578.00
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Total Slippage$54,800.00 $36,400.00 $18,400.00
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Total Commission$20,550.00 $13,650.00 $6,900.00
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Return on Initial Capital
427.96%
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Annual Rate of Return
15.14%
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Buy & Hold Return99.67%
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Return on Account2816.28%
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Avg. Monthly Return
$2,486.03
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Std. Deviation of Monthly Return
$4,794.84
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Return Retracement Ratio
15.11
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RINA Index10,932.68
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Sharpe Ratio0.49
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K-Ration/a
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Trading Period
10 Years, 11 Months, 26 days, 3 hours, 9 Minutes
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Percent of Time in the Market
3.92%
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Time in the Market
5 Months, 4 days, 5 hours, 6 Minutes
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Longest Flat Period
38 days, 21 hours, 36 Minutes
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Max. Equity Run-up$439,222.50
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Date of Max. Equity Run-up
4/12/18 9:06
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Max. Equity Run-up as % of Initial Capital
439.22%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($16,159.50)($13,374.50)($23,081.00)
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Date5/8/18 10:18
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as % of Initial Capital
16.16%13.37%23.08%
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Net Profit as % of Drawdown
2648.36%2072.04%653.51%
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Select Net Profit as % of Drawdown
2332.73%1504.20%761.57%
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Adjusted Net Profit as % of Drawdown
2271.00%1714.73%488.66%
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Max. Drawdown (Trade Close to Trade Close)
84
Value($15,196.00)($12,977.50)($22,578.00)
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Date6/20/11 12:06
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as % of Initial Capital
15.20%12.98%22.58%
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Net Profit as % of Drawdown
2816.28%2135.43%668.07%
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Select Net Profit as % of Drawdown
2480.64%1550.21%778.54%
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Adjusted Net Profit as % of Drawdown
2414.99%1767.18%499.54%
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Max. Trade Drawdown
($5,775.00)($5,600.00)($5,775.00)
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All Trades
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Total Net Profit$427,962.50 Profit Factor1.41
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Gross Profit$1,479,857.50 Gross Loss($1,051,895.00)
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Roll Over Credit $0.00
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