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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$1,389,375.00 $659,490.00 $729,885.00
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Gross Profit$4,197,445.00 $1,959,840.00 $2,237,605.00
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Gross Loss($2,808,070.00)($1,300,350.00)($1,507,720.00)
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Profit Factor1.491.511.48
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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
$1,395,230.00 $789,455.00 $605,775.00
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Select Gross Profit$3,601,985.00 $1,741,015.00 $1,860,970.00
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Select Gross Loss($2,206,755.00)($951,560.00)($1,255,195.00)
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Select Profit Factor1.631.831.48
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Adjusted Total Net Profit
$1,224,071.66 $549,157.05 $606,299.02
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Adjusted Gross Profit
$4,115,566.04 $1,906,696.38 $2,174,766.79
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Adjusted Gross Loss
($2,891,494.38)($1,357,539.33)($1,568,467.77)
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Adjusted Profit Factor
1.421.41.39
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Total Number of Trades
3,7611,8771,884
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Percent Profitable69.88%72.46%67.30%
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Winning Trades2,6281,3601,268
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Losing Trades1,133517616
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Even Trades000
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Avg. Trade Net Profit
$369.42 $351.35 $387.41
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Avg. Winning Trade$1,597.20 $1,441.06 $1,764.67
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Avg. Losing Trade($2,478.44)($2,515.18)($2,447.60)
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Ratio Avg. Win:Avg. Loss
0.640.570.72
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Largest Winning Trade
$20,995.00 $16,115.00 $20,995.00
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Largest Losing Trade
($105,735.00)($105,735.00)($34,960.00)
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Largest Winner as % of Gross Profit
0.50%0.82%0.94%
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Largest Loser as % of Gross Loss
3.77%8.13%2.32%
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Net Profit as % of Largest Loss
1314.02%623.72%2087.77%
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Select Net Profit as % of Largest Loss
1319.55%746.64%1732.77%
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Adjusted Net Profit as % of Largest Loss
1157.68%519.37%1734.26%
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Max. Consecutive Winning Trades
231821
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Max. Consecutive Losing Trades
677
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Avg. Bars in Total Trades
15.8914.5117.26
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Avg. Bars in Winning Trades
9.468.610.39
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Avg. Bars in Losing Trades
30.7830.0431.4
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Avg. Bars in Even Trades
000
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Max. Shares/Contracts Held
242124
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Total Shares/Contracts Held
12,2716,3645,907
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Account Size Required
$161,215.00 $221,890.00 $75,560.00
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Total Slippage$0.00 $0.00 $0.00
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Total Commission$184,065.00 $95,460.00 $88,605.00
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Return on Initial Capital
1389.37%
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Annual Rate of Return
24.56%
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Buy & Hold Return-49.20%
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Return on Account861.81%
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Avg. Monthly Return
$9,286.10
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Std. Deviation of Monthly Return
$23,101.82
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Return Retracement Ratio
11.93
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RINA Index4,255.12
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Sharpe Ratio0.26
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K-Ration/a
65
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Trading Period
10 Years, 11 Months, 28 days, 20 Minutes
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Percent of Time in the Market
9.78%
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Time in the Market
1 Year, 26 days, 17 hours, 50 Minutes
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Longest Flat Period
13 days, 17 hours, 10 Minutes
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Max. Equity Run-up$1,411,112.50
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Date of Max. Equity Run-up
9/18/17 11:50
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Max. Equity Run-up as % of Initial Capital
1411.11%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($170,692.50)($233,185.00)($85,117.50)
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Date10/31/08 14:30
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as % of Initial Capital
170.69%233.18%85.12%
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Net Profit as % of Drawdown
813.96%282.82%857.50%
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Select Net Profit as % of Drawdown
817.39%338.55%711.69%
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Adjusted Net Profit as % of Drawdown
717.12%235.50%712.31%
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Max. Drawdown (Trade Close to Trade Close)
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Value($161,215.00)($221,890.00)($75,560.00)
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Date10/31/08 16:00
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as % of Initial Capital
161.22%221.89%75.56%
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Net Profit as % of Drawdown
861.81%297.21%965.97%
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Select Net Profit as % of Drawdown
865.45%355.79%801.71%
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Adjusted Net Profit as % of Drawdown
759.28%247.49%802.41%
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Max. Trade Drawdown
($122,550.00)($122,550.00)($50,880.00)
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All Trades
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Total Net Profit$1,389,375.00 Profit Factor1.49
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Gross Profit$4,197,445.00 Gross Loss($2,808,070.00)
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Roll Over Credit $0.00
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