| TradeStation Strategy Performance Report | |||||||||
| Winning Trade Analysis | |||||||||
| Number of winning trades | 20 | ||||||||
| Avg. winning trade | $331,4000 | Avg. win ± 1 STDEV | $655,3338 | / | $7,4662 | ||||
| 1 Std. Deviation (STDEV) | $323,9338 | Coefficient of variation | 97,75% | ||||||
| Largest profit | $1 071,0000 | Largest consec. profit | $2 857,0000 | ||||||
| % of Net Profit | 18,46% | % of Net Profit | 49,25% | ||||||
| Consecutive Winning Series Data | |||||||||
| Consec. | # of | Average | Average Loss | ||||||
| Winners | Series | Gain/Series | Next Trade | ||||||
| 1 | 1 | $77,0000 | ($10,0000) | ||||||
| 2 | 2 | $523,0000 | ($43,5000) | ||||||
| 3 | 0 | $0,0000 | $0,0000 | ||||||
| 4 | 1 | $1 006,0000 | ($7,0000) | ||||||
| 5 | 1 | $2 857,0000 | $0,0000 | ||||||
| 6 | 1 | $1 642,0000 | ($63,0000) | ||||||
| Losing Trade Analysis | |||||||||
| Number of losing trades | 9 | ||||||||
| Avg. losing trade | ($91,8889) | Avg. loss ± 1 STDEV | $39,9542 | / | ($223,7320) | ||||
| 1 Std. Deviation (STDEV) | $131,8431 | Coefficient of variation | 143,48% | ||||||
| Largest loss | ($417,0000) | Largest consec. loss | ($586,0000) | ||||||
| % of Net Profit | 7,19% | % of Net Profit | 10,10% | ||||||
| Consecutive Losing Series Data | |||||||||
| Consec. | # of | Average | Average Gain | ||||||
| Losers | Series | Loss/Series | Next Trade | ||||||
| 1 | 3 | ($50,0000) | $672,6667 | ||||||
| 2 | 3 | ($225,6667) | $197,6667 | ||||||