| TradeStation Strategy Performance Report | |||||||
| Monthly Trading Summary | |||||||
| Monthly Average Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| January | $143,0000 | 1,04% | 2,65 | 1,00 | 50,00% | ||
| February | $83,5000 | 0,96% | 1,74 | 1,50 | 66,67% | ||
| March | $253,0000 | 2,14% | 19,07 | 2,50 | 80,00% | ||
| April | $135,5000 | 1,04% | 3,68 | 2,50 | 40,00% | ||
| May | $43,6667 | (0,10%) | 1,20 | 1,33 | 25,00% | ||
| June | $46,3333 | 0,38% | 1,91 | 1,67 | 40,00% | ||
| July | $64,3333 | 0,70% | 3,03 | 1,33 | 25,00% | ||
| August | $273,6667 | 1,96% | 9,92 | 1,67 | 80,00% | ||
| September | $388,0000 | 2,94% | 20,73 | 2,33 | 85,71% | ||
| October | $130,6667 | 1,24% | 5,67 | 2,00 | 83,33% | ||
| November | $345,3333 | 2,96% | 10,77 | 3,00 | 66,67% | ||
| December | $361,0000 | 3,29% | 11,17 | 1,50 | 66,67% | ||
| Monthly Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 11.03 | $347,0000 | 2,24% | N/A | 2 | 100,00% | ||
| 10.03 | $46,0000 | 0,30% | 1,55 | 2 | 50,00% | ||
| 9.03 | $630,0000 | 4,26% | N/A | 3 | 100,00% | ||
| 8.03 | $813,0000 | 5,81% | N/A | 1 | 100,00% | ||
| 7.03 | $0,0000 | 0,00% | N/A | 1 | 0,00% | ||
| 6.03 | ($37,0000) | (0,26%) | 0,00 | 1 | 0,00% | ||
| 5.03 | $775,0000 | 5,85% | N/A | 1 | 100,00% | ||
| 4.03 | $275,0000 | 2,12% | 8,86 | 2 | 50,00% | ||
| 3.03 | $225,0000 | 1,76% | 9,04 | 2 | 50,00% | ||
| 2.03 | ($227,0000) | (1,75%) | 0,00 | 1 | 0,00% | ||
| 1.03 | $459,0000 | 3,67% | N/A | 1 | 100,00% | ||
| 12.02 | $230,0000 | 1,87% | N/A | 1 | 100,00% | ||
| 11.02 | $161,0000 | 1,33% | 3,60 | 3 | 66,67% | ||
| 10.02 | $75,0000 | 0,62% | N/A | 1 | 100,00% | ||
| 9.02 | $593,0000 | 5,17% | N/A | 3 | 100,00% | ||
| 8.02 | $6,0000 | 0,05% | 1,07 | 3 | 66,67% | ||
| 7.02 | ($31,0000) | (0,27%) | 0,00 | 1 | 0,00% | ||
| 6.02 | $281,0000 | 2,51% | 29,10 | 3 | 66,67% | ||
| 5.02 | ($227,0000) | (1,99%) | 0,00 | 2 | 0,00% | ||
| 4.02 | ($4,0000) | (0,03%) | 0,94 | 3 | 33,33% | ||
| 3.02 | $281,0000 | 2,52% | N/A | 3 | 100,00% | ||
| 2.02 | $394,0000 | 3,66% | N/A | 2 | 100,00% | ||
| 1.02 | ($173,0000) | (1,58%) | 0,00 | 1 | 0,00% | ||
| 12.01 | $492,0000 | 4,71% | 7,93 | 2 | 50,00% | ||
| 11.01 | $528,0000 | 5,32% | 13,00 | 4 | 50,00% | ||
| 10.01 | $271,0000 | 2,81% | N/A | 3 | 100,00% | ||
| 9.01 | ($59,0000) | (0,61%) | 0,00 | 1 | 0,00% | ||
| 8.01 | $2,0000 | 0,02% | N/A | 1 | 100,00% | ||
| 7.01 | $224,0000 | 2,36% | 4,50 | 2 | 50,00% | ||
| 6.01 | ($105,0000) | (1,10%) | 0,00 | 1 | 0,00% | ||
| 5.01 | ($417,0000) | (4,17%) | 0,00 | 1 | 0,00% | ||
| Monthly Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 11.03 | $347,0000 | 2,24% | N/A | 2 | 100,00% | ||
| 10.03-11.03 | $393,0000 | 2,55% | 5,68 | 4 | 75,00% | ||
| 9.03-11.03 | $1 023,0000 | 6,91% | 13,18 | 7 | 85,71% | ||
| 8.03-11.03 | $1 836,0000 | 13,12% | 22,86 | 8 | 87,50% | ||
| 7.03-11.03 | $1 836,0000 | 13,12% | 22,86 | 9 | 77,78% | ||
| 6.03-11.03 | $1 799,0000 | 12,82% | 15,87 | 10 | 70,00% | ||
| 5.03-11.03 | $2 574,0000 | 19,42% | 22,27 | 11 | 72,73% | ||
| 4.03-11.03 | $2 849,0000 | 21,95% | 19,26 | 13 | 69,23% | ||
| 3.03-11.03 | $3 074,0000 | 24,10% | 17,71 | 15 | 66,67% | ||
| 2.03-11.03 | $2 847,0000 | 21,93% | 7,93 | 16 | 62,50% | ||
| 1.03-11.03 | $3 306,0000 | 26,40% | 9,04 | 17 | 64,71% | ||
| 12.02-11.03 | $3 536,0000 | 28,77% | 9,60 | 18 | 66,67% | ||
| 11.02-11.03 | $3 697,0000 | 30,48% | 8,82 | 21 | 66,67% | ||
| 10.02-11.03 | $3 772,0000 | 31,29% | 8,97 | 22 | 68,18% | ||
| 9.02-11.03 | $4 365,0000 | 38,08% | 10,23 | 25 | 72,00% | ||
| 8.02-11.03 | $4 371,0000 | 38,15% | 8,74 | 28 | 71,43% | ||
| 7.02-11.03 | $4 340,0000 | 37,78% | 8,28 | 29 | 68,97% | ||
| 6.02-11.03 | $4 621,0000 | 41,23% | 8,63 | 32 | 68,75% | ||
| 5.02-11.03 | $4 394,0000 | 38,43% | 6,27 | 34 | 64,71% | ||
| 4.02-11.03 | $4 390,0000 | 38,38% | 5,88 | 37 | 62,16% | ||
| 3.02-11.03 | $4 671,0000 | 41,87% | 6,20 | 40 | 65,00% | ||
| 2.02-11.03 | $5 065,0000 | 47,06% | 6,63 | 42 | 66,67% | ||
| 1.02-11.03 | $4 892,0000 | 44,73% | 5,56 | 43 | 65,12% | ||
| 12.01-11.03 | $5 384,0000 | 51,55% | 5,71 | 45 | 64,44% | ||
| 11.01-11.03 | $5 912,0000 | 59,62% | 5,98 | 49 | 63,27% | ||
| 10.01-11.03 | $6 183,0000 | 64,11% | 6,21 | 52 | 65,38% | ||
| 9.01-11.03 | $6 124,0000 | 63,11% | 5,91 | 53 | 64,15% | ||
| 8.01-11.03 | $6 126,0000 | 63,14% | 5,92 | 54 | 64,81% | ||
| 7.01-11.03 | $6 350,0000 | 67,00% | 5,85 | 56 | 64,29% | ||
| 6.01-11.03 | $6 245,0000 | 65,17% | 5,41 | 57 | 63,16% | ||
| 5.01-11.03 | $5 828,0000 | 58,28% | 4,18 | 58 | 62,07% | ||