Trend Walker TF.xlsx
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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$64,770.00 $33,830.00 $30,940.00
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Gross Profit$90,720.00 $44,530.00 $46,190.00
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Gross Loss($25,950.00)($10,700.00)($15,250.00)
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Profit Factor3.54.163.03
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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
$64,770.00 $33,830.00 $30,940.00
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Select Gross Profit$90,720.00 $44,530.00 $46,190.00
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Select Gross Loss($25,950.00)($10,700.00)($15,250.00)
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Select Profit Factor3.54.163.03
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Adjusted Total Net Profit
$41,009.63 $18,653.28 $12,369.42
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Adjusted Gross Profit
$74,156.87 $33,397.50 $33,845.20
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Adjusted Gross Loss
($33,147.24)($14,744.22)($21,475.79)
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Adjusted Profit Factor
2.242.271.58
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Total Number of Trades
432320
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Percent Profitable69.77%69.57%70.00%
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Winning Trades301614
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Losing Trades1376
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Even Trades000
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Avg. Trade Net Profit
$1,506.28 $1,470.87 $1,547.00
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Avg. Winning Trade$3,024.00 $2,783.12 $3,299.29
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Avg. Losing Trade($1,996.15)($1,528.57)($2,541.67)
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Ratio Avg. Win:Avg. Loss
1.511.821.3
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Largest Winning Trade
$10,620.00 $5,160.00 $10,620.00
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Largest Losing Trade
($5,560.00)($3,700.00)($5,560.00)
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Largest Winner as % of Gross Profit
11.71%11.59%22.99%
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Largest Loser as % of Gross Loss
21.43%34.58%36.46%
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Net Profit as % of Largest Loss
1164.93%914.32%556.47%
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Select Net Profit as % of Largest Loss
1164.93%914.32%556.47%
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Adjusted Net Profit as % of Largest Loss
737.58%504.14%222.47%
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Max. Consecutive Winning Trades
7510
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Max. Consecutive Losing Trades
322
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Avg. Bars in Total Trades
9.5110.178.75
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Avg. Bars in Winning Trades
9.610.448.64
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Avg. Bars in Losing Trades
9.319.579
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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
864640
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Account Size Required
$6,700.00 $6,080.00 $9,570.00
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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
647.70%
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Annual Rate of Return
14.58%
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Buy & Hold Return137.15%
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Return on Account966.72%
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Avg. Monthly Return
$1,542.14
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Std. Deviation of Monthly Return
$3,318.32
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Return Retracement Ratio
2.69
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RINA Index312.15
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Sharpe Ratio0.37
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K-Ratio0.3
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Trading Period
13 Years, 9 Months, 17 days
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Percent of Time in the Market
10.34%
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Time in the Market
1 Year, 5 Months, 2 days
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Longest Flat Period1874 days
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Max. Equity Run-up$68,840.00
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Date of Max. Equity Run-up
5/10/18 18:00
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Max. Equity Run-up as % of Initial Capital
688.40%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($12,490.00)($12,470.00)($15,740.00)
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Date9/18/08 18:00
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as % of Initial Capital
124.90%124.70%157.40%
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Net Profit as % of Drawdown
518.57%271.29%196.57%
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Select Net Profit as % of Drawdown
518.57%271.29%196.57%
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Adjusted Net Profit as % of Drawdown
328.34%149.59%78.59%
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Max. Drawdown (Trade Close to Trade Close)
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Value($6,700.00)($6,080.00)($9,570.00)
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Date11/30/17 18:00
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as % of Initial Capital
67.00%60.80%95.70%
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Net Profit as % of Drawdown
966.72%556.41%323.30%
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Select Net Profit as % of Drawdown
966.72%556.41%323.30%
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Adjusted Net Profit as % of Drawdown
612.08%306.80%129.25%
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Max. Trade Drawdown
($6,960.00)($6,960.00)($6,610.00)
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All Trades
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Total Net Profit$64,770.00 Profit Factor3.5
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Gross Profit$90,720.00 Gross Loss($25,950.00)
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Roll Over Credit $0.00
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