Dunn's 80-20 ES basic
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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$123,155.00 $54,655.00 $68,500.00
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Gross Profit$406,230.00 $157,835.00 $248,395.00
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Gross Loss($283,075.00)($103,180.00)($179,895.00)
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Profit Factor1.441.531.38
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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
$118,695.00 $55,285.00 $63,410.00
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Select Gross Profit$394,805.00 $151,500.00 $243,305.00
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Select Gross Loss($276,110.00)($96,215.00)($179,895.00)
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Select Profit Factor1.431.571.35
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Adjusted Total Net Profit
$92,928.37 $35,512.80 $45,007.79
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Adjusted Gross Profit
$389,347.66 $147,382.12 $235,136.66
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Adjusted Gross Loss
($296,419.28)($111,869.32)($190,128.87)
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Adjusted Profit Factor
1.311.321.24
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Total Number of Trades
1,029369660
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Percent Profitable56.27%61.79%53.18%
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Winning Trades579228351
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Losing Trades450141309
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Even Trades000
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Avg. Trade Net Profit
$119.68 $148.12 $103.79
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Avg. Winning Trade$701.61 $692.26 $707.68
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Avg. Losing Trade($629.06)($731.77)($582.18)
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Ratio Avg. Win:Avg. Loss
1.120.951.22
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Largest Winning Trade
$3,020.00 $2,295.00 $3,020.00
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Largest Losing Trade
($2,505.00)($2,505.00)($1,430.00)
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Largest Winner as % of Gross Profit
0.74%1.45%1.22%
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Largest Loser as % of Gross Loss
0.88%2.43%0.79%
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Net Profit as % of Largest Loss
4916.37%2181.84%4790.21%
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Select Net Profit as % of Largest Loss
4738.32%2206.99%4434.27%
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Adjusted Net Profit as % of Largest Loss
3709.72%1417.68%3147.40%
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Max. Consecutive Winning Trades
121511
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Max. Consecutive Losing Trades
777
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Avg. Bars in Total Trades
8.6410.467.62
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Avg. Bars in Winning Trades
7.5410.055.9
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Avg. Bars in Losing Trades
10.0611.129.57
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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
2,0587381,320
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Account Size Required
$7,935.00 $7,920.00 $7,770.00
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Total Slippage$0.00 $0.00 $0.00
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Total Commission$30,870.00 $11,070.00 $19,800.00
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Return on Initial Capital
1231.55%
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Annual Rate of Return
32.48%
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Buy & Hold Return143.40%
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Return on Account1552.05%
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Avg. Monthly Return
$1,466.13
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Std. Deviation of Monthly Return
$2,795.68
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Return Retracement Ratio
7.29
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RINA Index3,945.84
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Sharpe Ratio0.27
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K-Ration/a
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Trading Period
7 Years, 11 Months, 19 days, 30 Minutes
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Percent of Time in the Market
5.72%
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Time in the Market
5 Months, 13 days, 11 hours
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Longest Flat Period72 days, 19 hours
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Max. Equity Run-up$128,890.00
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Date of Max. Equity Run-up
3/28/18 12:30
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Max. Equity Run-up as % of Initial Capital
1288.90%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($8,590.00)($8,355.00)($8,220.00)
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Date7/29/11 15:30
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as % of Initial Capital
85.90%83.55%82.20%
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Net Profit as % of Drawdown
1433.70%654.16%833.33%
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Select Net Profit as % of Drawdown
1381.78%661.70%771.41%
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Adjusted Net Profit as % of Drawdown
1081.82%425.05%547.54%
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Max. Drawdown (Trade Close to Trade Close)
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Value($7,935.00)($7,920.00)($7,770.00)
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Date5/31/13 15:00
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as % of Initial Capital
79.35%79.20%77.70%
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Net Profit as % of Drawdown
1552.05%690.09%881.60%
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Select Net Profit as % of Drawdown
1495.84%698.04%816.09%
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Adjusted Net Profit as % of Drawdown
1171.12%448.39%579.25%
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Max. Trade Drawdown
($2,475.00)($2,475.00)($1,500.00)
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All Trades
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Total Net Profit$123,155.00 Profit Factor1.44
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Gross Profit$406,230.00 Gross Loss($283,075.00)
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Roll Over Credit $0.00
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