| TradeStation Strategy Performance Report | |||||||||
| Time Analysis (Days) | |||||||||
| Trading period | |||||||||
| Years | 2,55 | ||||||||
| Months | 30,64 | ||||||||
| Weeks | 132,78 | ||||||||
| Days | 932,00 | ||||||||
| Time in the market | 845 | ||||||||
| Percent in the market | 80,63% | ||||||||
| Longest flat period | 57,00 | ||||||||
| Avg. time in trades | 29,07 | ||||||||
| Avg. time between trades | 3,07 | ||||||||
| Avg. time in winning trades | 33,50 | ||||||||
| Avg. time between winning trades | 9,89 | ||||||||
| Avg. time in losing trades | 19,22 | ||||||||
| Avg. time between losing trades | 66,63 | ||||||||
| Equity Curve Analysis | |||||||||
| Avg. time between peaks (days) | 164,33 | ||||||||
| Maximum Equity Run-up (daily) | $6 574,00 | 20-11-03 | 70,83% | ||||||
| Maximum Equity Drawdown (daily) | ($832,00) | 13-07-01 | 8,23% | ||||||
| Average Monthly Return | |||||||||
| Standard Deviation of Monthly Returns | |||||||||