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TradeStation TradeManager Performance Report AXIOM Index II WFO Broker, @NQ.D, 30 min., 2/12/2001 8:00:00 AM - 12/1/2017 1:00:00 PM
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TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $57,205.00    Profit Factor 1.50
Gross Profit $171,115.00    Gross Loss ($113,910.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $59,840.00    Select Profit Factor 1.54
Select Gross Profit $171,115.00    Select Gross Loss ($111,275.00)
Adjusted Total Net Profit $39,998.21    Adjusted Profit Factor 1.33
Adjusted Gross Profit $160,357.09    Adjusted Gross Loss ($120,358.88)
Total Number of Trades 566    Percent Profitable 44.70%
Winning Trades 253    Losing Trades 312
Even Trades 1
Avg. Trade Net Profit $101.07    Ratio Avg. Win:Avg. Loss 1.85
Avg. Winning Trade $676.34    Avg. Losing Trade ($365.10)
Largest Winning Trade $1,820.00    Largest Losing Trade ($2,635.00)
Largest Winner as % of Gross Profit 1.06%    Largest Loser as % of Gross Loss 2.31%
Net Profit as % of Largest Loss 2170.97%
Slct. Net Profit as % of Largest Loss 2270.97%    Adj. Net Profit as % of Largest Loss 1517.96%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 40.69    Avg. Bars in Losing Trades 13.49
Avg. Bars in Total Trades 25.75
Max. Shares/Contracts Held 1    Account Size Required $5,185.00
Total Commission $16,980.00    Total Slippage $0.00
Return on Initial Capital 359.78%    Annual Rate of Return 9.12%
Buy and Hold Return 340.23%    Return on Account 1103.28%
Avg. Monthly Return $309.22    Std. Deviation of Monthly Return $1,034.54
Return Retracement Ratio 0.15    RINA Index 883.86
Sharpe Ratio 0.24    K-Ratio n/a
Trading Period 16 Yrs, 8 Mths, 25 Dys, 2 Hrs, 30 Mins    Percent of Time in the Market 23.85%
Time in the Market 3 Yrs, 11 Mths, 27 Dys, 5 Hrs, 30 Mins    Longest Flat Period 55 Dys, 21 Hrs, 30 Mins
Max. Equity Run-up $60,520.00
Date of Max. E. Run-up 06/08/17 08:00    Max. E. Run-up as % of Initial Capital 380.63%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,475.00)    Value ($5,185.00)
Date 09/14/11 08:30    Date 09/13/11 13:30
as % of Initial Capital 34.43%    as % of Initial Capital 32.61%
Net Profit as % of Drawdown 1044.84%    Net Profit as % of Drawdown 1103.28%
Slct. Net Profit as % of Drawdown 1092.97%    Slct. Net Profit as % of Drawdown 1154.10%
Adj. Net Prof as % of Drawdown 730.56%    Adj. Net Profit as % of Drawdown 771.42%
Max. Trade Drawdown ($2,605.00)    
Long Trades
Total Net Profit $57,205.00    Profit Factor 1.50
Gross Profit $171,115.00    Gross Loss ($113,910.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $59,840.00    Select Profit Factor 1.54
Select Gross Profit $171,115.00    Select Gross Loss ($111,275.00)
Adjusted Total Net Profit $39,998.21    Adjusted Profit Factor 1.33
Adjusted Gross Profit $160,357.09    Adjusted Gross Loss ($120,358.88)
Total Number of Trades 566    Percent Profitable 44.70%
Winning Trades 253    Losing Trades 312
Even Trades 1
Avg. Trade Net Profit $101.07    Ratio Avg. Win:Avg. Loss 1.85
Avg. Winning Trade $676.34    Avg. Losing Trade ($365.10)
Largest Winning Trade $1,820.00    Largest Losing Trade ($2,635.00)
Largest Winner as % of Gross Profit 1.06%    Largest Loser as % of Gross Loss 2.31%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 40.69    Avg. Bars in Losing Trades 13.49
Avg. Bars in Total Trades 25.75
Max. Shares/Contracts Held 1    Account Size Required $5,185.00
Total Commission $16,980.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 2170.97%
Slct. Net Profit as % of Largest Loss 2270.97%    Adj. Net Profit as % of Largest Loss 1517.96%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,475.00)    Value ($5,185.00)
as % of Initial Capital 34.43%    as % of Initial Capital 32.61%
Net Profit as % of Drawdown 1044.84%    Net Profit as % of Drawdown 1103.28%
Slct. Net Profit as % of Drawdown 1092.97%    Slct. Net Profit as % of Drawdown 1154.10%
Adj. Net Prof as % of Drawdown 730.56%    Adj. Net Profit as % of Drawdown 1154.10%
Max. Trade Drawdown ($2,605.00)  
Short Trades
Total Net Profit $0.00    Profit Factor n/a
Gross Profit $0.00    Gross Loss $0.00
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $0.00    Select Profit Factor n/a
Select Gross Profit $0.00    Select Gross Loss $0.00
Adjusted Total Net Profit $0.00    Adjusted Profit Factor n/a
Adjusted Gross Profit $0.00    Adjusted Gross Loss $0.00
     
Total Number of Trades 0    Percent Profitable 0.00%
Winning Trades 0    Losing Trades 0
Even Trades 0
Avg. Trade Net Proft $0.00    Ratio Avg. Win:Avg. Loss n/a
Avg. Winning Trade $0.00    Avg. Losing Trade $0.00
Largest Winning Trade $0.00    Largest Losing Trade $0.00
Largest Winner as % of Gross Profit n/a    Largest Loser as % of Gross Loss 2.31%
Max. Consecutive Winning Trades 0    Max. Consecutive Losing Trades 0
Avg. Bars in Winning Trades 0.00    Avg. Bars in Losing Trades 0.00
Avg. Bars in Total Trades 0.00
Max. Shares/Contracts Held 0    Account Size Required $0.00
Total Slippage $0.00    Total Commission $0.00
Net Profit as % of Largest Loss n/a
Slct. Net Profit as % of Largest Loss n/a    Adj. Net Profit as % of Largest Loss n/a

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value $0.00    Value $0.00
as % of Initial Capital 0.00%    as % of Initial Capital 0.00%
Net Profit as % of Drawdown n/a    Net Profit as % of Drawdown n/a
Slct. Net Profit as % of Drawdown n/a    Slct. Net Profit as % of Drawdown n/a
Adj. Net Prof as % of Drawdown n/a    Adj. Net Prof as % of Drawdown n/a
Max. Trade Drawdown $0.00  
Created by TradeStation: 12/1/2017 12:42:52 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Performance Report


Performance Summary
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