| TradeStation Strategy Performance Report | |||||||||
| TradeStation Strategy Performance Report - TSGO_TEST1 EUR A0-FX-60 min. (06.10.2003-24.11.2003) | |||||||||
| Performance Summary: All Trades | |||||||||
| Total Net Profit | $1 690,0000 | Open position P/L | ($27,0000) | ||||||
| Gross Profit | $1 790,0000 | Gross Loss | ($100,0000) | ||||||
| Total # of trades | 28 | Percent profitable | 82,14% | ||||||
| Number winning trades | 23 | Number losing trades | 5 | ||||||
| Largest winning trade | $379,0000 | Largest losing trade | ($55,0000) | ||||||
| Average winning trade | $77,8261 | Average losing trade | ($20,0000) | ||||||
| Ratio avg win/avg loss | 3,8913 | Avg trade (win & loss) | $60,3571 | ||||||
| Max consec. Winners | 12 | Max consec. losers | 1 | ||||||
| Avg # bars in winners | 26 | Avg # bars in losers | 26 | ||||||
| Max intraday drawdown | ($109,0000) | ||||||||
| Profit Factor | 17,9000 | Max # contracts held | 1 | ||||||
| Account size required | $109,0000 | Return on account | 1550,46% | ||||||
| Performance Summary: Long Trades | |||||||||
| Total Net Profit | $938,0000 | Open position P/L | ($27,0000) | ||||||
| Gross Profit | $993,0000 | Gross Loss | ($55,0000) | ||||||
| Total # of trades | 14 | Percent profitable | 92,86% | ||||||
| Number winning trades | 13 | Number losing trades | 1 | ||||||
| Largest winning trade | $379,0000 | Largest losing trade | ($55,0000) | ||||||
| Average winning trade | $76,3846 | Average losing trade | ($55,0000) | ||||||
| Ratio avg win/avg loss | 1,3888 | Avg trade (win & loss) | $67,0000 | ||||||
| Max consec. Winners | 7 | Max consec. losers | 1 | ||||||
| Avg # bars in winners | 27 | Avg # bars in losers | 49 | ||||||
| Max intraday drawdown | ($109,0000) | ||||||||
| Profit Factor | 18,0545 | Max # contracts held | 1 | ||||||
| Account size required | $109,0000 | Return on account | 860,55% | ||||||
| Performance Summary: Short Trades | |||||||||
| Total Net Profit | $752,0000 | Open position P/L | $0,0000 | ||||||
| Gross Profit | $797,0000 | Gross Loss | ($45,0000) | ||||||
| Total # of trades | 14 | Percent profitable | 71,43% | ||||||
| Number winning trades | 10 | Number losing trades | 4 | ||||||
| Largest winning trade | $296,0000 | Largest losing trade | ($20,0000) | ||||||
| Average winning trade | $79,7000 | Average losing trade | ($11,2500) | ||||||
| Ratio avg win/avg loss | 7,0844 | Avg trade (win & loss) | $53,7143 | ||||||
| Max consec. Winners | 9 | Max consec. losers | 3 | ||||||
| Avg # bars in winners | 25 | Avg # bars in losers | 20 | ||||||
| Max intraday drawdown | ($100,0000) | ||||||||
| Profit Factor | 17,7111 | Max # contracts held | 1 | ||||||
| Account size required | $100,0000 | Return on account | 752,00% | ||||||