| TradeStation Strategy Performance Report | |||||||||
| Time Analysis (Days) | |||||||||
| Trading period | |||||||||
| Years | 0,12 | ||||||||
| Months | 1,49 | ||||||||
| Weeks | 6,44 | ||||||||
| Days | 45,21 | ||||||||
| Time in the market | 45 | ||||||||
| Percent in the market | 91,56% | ||||||||
| Longest flat period | 0,00 | ||||||||
| Avg. time in trades | 1,61 | ||||||||
| Avg. time between trades | 0,00 | ||||||||
| Avg. time in winning trades | 1,54 | ||||||||
| Avg. time between winning trades | 0,33 | ||||||||
| Avg. time in losing trades | 1,91 | ||||||||
| Avg. time between losing trades | 4,57 | ||||||||
| Equity Curve Analysis | |||||||||
| Avg. time between peaks (days) | 6,45 | ||||||||
| Maximum Equity Run-up (daily) | $1 747,00 | 21-11-03 | 17,51% | ||||||
| Maximum Equity Drawdown (daily) | ($157,00) | 14-10-03 | 1,53% | ||||||
| Average Monthly Return | |||||||||
| Standard Deviation of Monthly Returns | |||||||||