TradeStation Strategy Performance Report
	TradeStation Strategy Performance Report - TSGO_TEST EURJPY A0-FX-Daily (04.01.2001-22.11.2003)
	Strategy Analysis
	Net Profit		$5 801,0000		Open Position		$27,0000
	Gross Profit		$6 628,0000		Interest Earned		$313,4530
	Gross Loss		($827,0000)		Commission Paid		$290,0000
	Percent profitable		68,97%		Profit factor		8,01
	Ratio avg. win/avg. loss		3,61		Adjusted profit factor		4,67
	Annual Rate of Return		19,62%		Sharpe Ratio		N/A
	Return on Initial Capital		58,01%		Return Retracement Ratio		32,92
	Return on Max. Drawdown		697,24%		K-Ratio		N/A
	Buy/Hold return		19,28%		RINA Index		61,71
	Cumulative return		53,43%		Percent in the market		80,63%
	Adjusted Net Profit		$4 043,2675		Select Net Profit		$5 801,0000
	Adjusted Gross Profit		$5 145,9341		Select Gross Profit		$6 628,0000
	Adjusted Gross Loss		($1 102,6667)		Select Gross Loss		($827,0000)
	Total Trade Analysis
	Number of total trades		29
	Average trade		$200,0345		Avg. trade ± 1 STDEV		$540,46	/	($140,3907)
	1 Std. Deviation (STDEV)		$340,4252		Coefficient of variation		170,18%
	Run-up
	Maximum Run-up		$1 150,0000		Max. Run-up Date		04.09.2003
	Average Run-up		$301,6667		Avg. trade ± 1 STDEV		$625,3534	/	$0,0000
	1 Std. Deviation (STDEV)		$323,6867		Coefficient of variation		107,30%
	Drawdown
	Maximum Drawdown		($407,0000)		Max. Drawdown Date		24.05.2001
	Average Drawdown		($116,6000)		Avg. trade ± 1 STDEV		$0,0000	/	($238,6050)
	1 Std. Deviation (STDEV)		$122,0050		Coefficient of variation		104,64%
	Reward/Risk Ratios
	Net Prft/Largest Loss		13,91		Net Prft/Max Drawdown		14,25
	Adj Net Prft/Largest Loss		9,70		Adj Net Prft/Max Drawdown		9,93
	Outlier Trades		Total Trades	Profit/Loss
	Positive outliers		0	$0,0000
	Negative outliers		0	$0,0000
	Total outliers		0	$0,0000
	Efficiency Analysis
	Total Efficiency
	Average Total Efficiency		35,74%		Avg. trade ± 1 STDEV		85,60%	/	-14,12%
	1 Std. Deviation (STDEV)		49,86%		Coefficient of variation		139,52%
	Entry Efficiency
	Average Entry Efficiency		64,78%		Avg. trade ± 1 STDEV		94,71%	/	34,86%
	1 Std. Deviation (STDEV)		29,93%		Coefficient of variation		46,20%
	Exit Efficiency
	Average Exit Efficiency		70,96%		Avg. trade ± 1 STDEV		100,30%	/	41,61%
	1 Std. Deviation (STDEV)		29,35%		Coefficient of variation		41,36%
	Open Position Analysis
			Open	Average	Percent
			Position	Trade	of Average
	Unrealized Profit/Loss		$27,0000	$200,0345	-86,50%
	Time in trade (Days)		2,00	29,07	6,88%