TradeWalker ES.xlsx
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TradeStation Performance Summary
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All TradesLong TradesShort Trades
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Total Net Profit$94,050.00 $56,912.50 $37,137.50
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Gross Profit$131,750.00 $84,000.00 $47,750.00
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Gross Loss($37,700.00)($27,087.50)($10,612.50)
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Profit Factor3.493.14.5
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Roll Over Credit$0.00 $0.00 $0.00
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Open Position P/L$2,825.00 $2,825.00 $0.00
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Select Total Net Profit
$72,700.00 $56,912.50 $15,787.50
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Select Gross Profit$110,400.00 $84,000.00 $26,400.00
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Select Gross Loss($37,700.00)($27,087.50)($10,612.50)
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Select Profit Factor2.933.12.49
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Adjusted Total Net Profit
$65,731.50 $35,069.30 $18,407.80
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Adjusted Gross Profit
$111,658.31 $69,150.76 $33,352.83
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Adjusted Gross Loss
($45,926.81)($34,081.46)($14,945.03)
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Adjusted Profit Factor
2.432.032.23
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Total Number of Trades
644717
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Percent Profitable67.19%68.09%64.71%
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Winning Trades433211
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Losing Trades21156
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Even Trades000
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Avg. Trade Net Profit
$1,469.53 $1,210.90 $2,184.56
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Avg. Winning Trade$3,063.95 $2,625.00 $4,340.91
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Avg. Losing Trade($1,795.24)($1,805.83)($1,768.75)
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Ratio Avg. Win:Avg. Loss
1.711.452.45
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Largest Winning Trade
$10,975.00 $5,350.00 $10,975.00
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Largest Losing Trade
($6,000.00)($6,000.00)($2,750.00)
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Largest Winner as % of Gross Profit
8.33%6.37%22.98%
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Largest Loser as % of Gross Loss
15.92%22.15%25.91%
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Net Profit as % of Largest Loss
1567.50%948.54%1350.45%
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Select Net Profit as % of Largest Loss
1211.67%948.54%574.09%
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Adjusted Net Profit as % of Largest Loss
1095.52%584.49%669.37%
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Max. Consecutive Winning Trades
863
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Max. Consecutive Losing Trades
332
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Avg. Bars in Total Trades
18.2720.2312.82
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Avg. Bars in Winning Trades
18.8421.1312.18
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Avg. Bars in Losing Trades
17.118.3314
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Avg. Bars in Even Trades
000
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Max. Shares/Contracts Held
111
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Total Shares/Contracts Held
654817
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Account Size Required
$11,062.50 $10,675.00 $4,037.50
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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
940.50%
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Annual Rate of Return
17.12%
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Buy & Hold Return129.12%
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Return on Account850.17%
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Avg. Monthly Return
$1,064.56
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Std. Deviation of Monthly Return
$2,763.59
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Return Retracement Ratio
2.61
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RINA Index115.77
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Sharpe Ratio0.33
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K-Ratio0.54
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Trading Period
13 Years, 8 Months, 4 days
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Percent of Time in the Market
32.20%
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Time in the Market
4 Years, 4 Months, 26 days
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Longest Flat Period223 days
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Max. Equity Run-up$102,975.00
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Date of Max. Equity Run-up
3/13/18 16:00
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Max. Equity Run-up as % of Initial Capital
1029.75%
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Max. Drawdown (Intra-day Peak to Valley)
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Value($15,437.50)($14,337.50)($6,625.00)
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Date9/18/08 16:00
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as % of Initial Capital
154.38%143.38%66.25%
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Net Profit as % of Drawdown
609.23%396.95%560.57%
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Select Net Profit as % of Drawdown
470.93%396.95%238.30%
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Adjusted Net Profit as % of Drawdown
425.79%244.60%277.85%
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Max. Drawdown (Trade Close to Trade Close)
84
Value($11,062.50)($10,675.00)($4,037.50)
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Date2/11/09 16:00
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as % of Initial Capital
110.63%106.75%40.38%
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Net Profit as % of Drawdown
850.17%533.14%919.81%
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Select Net Profit as % of Drawdown
657.18%533.14%391.02%
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Adjusted Net Profit as % of Drawdown
594.18%328.52%455.92%
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Max. Trade Drawdown
($8,612.50)($8,612.50)($3,412.50)
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All Trades
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Total Net Profit$94,050.00 Profit Factor3.49
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Gross Profit$131,750.00 Gross Loss($37,700.00)
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Roll Over Credit $0.00
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