Dunn's Deal 80-20 ES.xlsx
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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$261,285.00 $115,295.00 $145,990.00
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Gross Profit$826,600.00 $312,505.00 $514,095.00
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Gross Loss($565,315.00)($197,210.00)($368,105.00)
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Profit Factor1.461.581.4
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Roll Over Credit$0.00 $0.00 $0.00
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Open Position P/L$877.50 $877.50 $0.00
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Select Total Net Profit
$242,450.00 $124,427.50 $118,022.50
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Select Gross Profit$788,312.50 $302,185.00 $486,127.50
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Select Gross Loss($545,862.50)($177,757.50)($368,105.00)
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Select Profit Factor1.441.71.32
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Adjusted Total Net Profit
$201,006.47 $78,602.65 $97,969.65
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Adjusted Gross Profit
$792,882.28 $292,539.79 $486,848.02
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Adjusted Gross Loss
($591,875.82)($213,937.13)($388,878.37)
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Adjusted Profit Factor
1.341.371.25
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Total Number of Trades
1,054384670
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Percent Profitable57.02%63.80%53.13%
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Winning Trades601245356
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Losing Trades453139314
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Even Trades000
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Avg. Trade Net Profit
$247.90 $300.25 $217.90
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Avg. Winning Trade$1,375.37 $1,275.53 $1,444.09
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Avg. Losing Trade($1,247.94)($1,418.78)($1,172.31)
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Ratio Avg. Win:Avg. Loss
1.10.91.23
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Largest Winning Trade
$6,040.00 $5,910.00 $6,040.00
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Largest Losing Trade
($5,115.00)($5,115.00)($4,065.00)
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Largest Winner as % of Gross Profit
0.73%1.89%1.17%
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Largest Loser as % of Gross Loss
0.90%2.59%1.10%
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Net Profit as % of Largest Loss
5108.21%2254.06%3591.39%
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Select Net Profit as % of Largest Loss
4739.98%2432.60%2903.38%
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Adjusted Net Profit as % of Largest Loss
3929.75%1536.71%2410.08%
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Max. Consecutive Winning Trades
121511
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Max. Consecutive Losing Trades
776
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Avg. Bars in Total Trades
8.359.527.68
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Avg. Bars in Winning Trades
7.098.686
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Avg. Bars in Losing Trades
10.02119.58
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Avg. Bars in Even Trades
000
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Max. Shares/Contracts Held
666
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Total Shares/Contracts Held
4,2091,5052,704
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Account Size Required
$13,130.00 $10,182.50 $14,750.00
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Total Slippage$0.00 $0.00 $0.00
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Total Commission$63,090.00 $22,530.00 $40,560.00
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Return on Initial Capital
2612.85%
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Annual Rate of Return
41.42%
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Buy & Hold Return154.23%
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Return on Account1989.98%
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Avg. Monthly Return
$3,013.36
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Std. Deviation of Monthly Return
$6,397.54
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Return Retracement Ratio
13.08
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RINA Index4,041.90
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Sharpe Ratio0.28
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K-Ration/a
65
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Trading Period
7 Years, 11 Months, 18 days, 19 hours
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Percent of Time in the Market
5.64%
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Time in the Market
5 Months, 11 days, 5 hours, 30 Minutes
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Longest Flat Period72 days, 19 hours
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Max. Equity Run-up$275,670.00
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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
2756.70%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($15,232.50)($10,692.50)($15,835.00)
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Date4/19/18 13:00
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as % of Initial Capital
152.33%106.93%158.35%
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Net Profit as % of Drawdown
1715.31%1078.28%921.95%
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Select Net Profit as % of Drawdown
1591.66%1163.69%745.33%
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Adjusted Net Profit as % of Drawdown
1319.59%735.12%618.69%
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Max. Drawdown (Trade Close to Trade Close)
84
Value($13,130.00)($10,182.50)($14,750.00)
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Date5/30/13 9:30
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as % of Initial Capital
131.30%101.83%147.50%
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Net Profit as % of Drawdown
1989.98%1132.29%989.76%
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Select Net Profit as % of Drawdown
1846.53%1221.97%800.15%
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Adjusted Net Profit as % of Drawdown
1530.89%771.94%664.20%
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Max. Trade Drawdown
($5,400.00)($5,400.00)($4,500.00)
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All Trades
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Total Net Profit$261,285.00 Profit Factor1.46
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Gross Profit$826,600.00 Gross Loss($565,315.00)
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Roll Over Credit $0.00
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