TradeStation Strategy
Performance Report
|
| TradeStation
Strategy Performance Report -
Chen_Fraktal_Alg CHF A0-FX-Daily (2/17/87-10/26/00) |
| |
| Performance Summary: All
Trades |
| |
| Total Net
Profit |
$12 716,8711 |
|
Open position
P/L |
$304,0800 |
| Gross Profit |
|
$25 452,7793 |
|
Gross Loss |
|
($12 735,9082) |
| |
|
|
|
|
|
|
| Total # of
trades |
158 |
|
Percent
profitable |
48,10% |
| Number winning
trades |
76 |
|
Number losing
trades |
82 |
| |
|
|
|
|
|
|
| Largest
winning trade |
$1 450,2600 |
|
Largest losing
trade |
($712,8200) |
| Average
winning trade |
$334,9050 |
|
Average losing
trade |
($155,3160) |
| Ratio avg
win/avg loss |
2,1563 |
|
Avg trade (win
& loss) |
$80,4865 |
| |
|
|
|
|
|
|
| Max consec.
Winners |
4 |
|
Max consec.
losers |
7 |
| Avg # bars in
winners |
36 |
|
Avg # bars in
losers |
12 |
| |
|
|
|
|
|
|
| Max intraday
drawdown |
($1 323,5000) |
|
|
|
|
| Profit Factor |
|
1,9985 |
|
Max #
contracts held |
8 800 |
| Account size
required |
$1 323,5000 |
|
Return on
account |
960,85% |
|
| |
| Performance Summary: Long
Trades |
| |
| Total Net
Profit |
$7 751,5884 |
|
Open position
P/L |
$304,0800 |
| Gross Profit |
|
$13 381,9395 |
|
Gross Loss |
|
($5 630,3511) |
| |
|
|
|
|
|
|
| Total # of
trades |
79 |
|
Percent
profitable |
51,90% |
| Number winning
trades |
41 |
|
Number losing
trades |
38 |
| |
|
|
|
|
|
|
| Largest
winning trade |
$1 450,2600 |
|
Largest losing
trade |
($312,2600) |
| Average
winning trade |
$326,3888 |
|
Average losing
trade |
($148,1671) |
| Ratio avg
win/avg loss |
2,2028 |
|
Avg trade (win
& loss) |
$98,1214 |
| |
|
|
|
|
|
|
| Max consec.
Winners |
7 |
|
Max consec.
losers |
8 |
| Avg # bars in
winners |
37 |
|
Avg # bars in
losers |
11 |
| |
|
|
|
|
|
|
| Max intraday
drawdown |
($1 340,8700) |
|
|
|
|
| Profit Factor |
|
2,3768 |
|
Max #
contracts held |
8 700 |
| Account size
required |
$1 340,8700 |
|
Return on
account |
578,10% |
|
| |
| Performance Summary:
Short Trades |
| |
| Total Net
Profit |
$4 965,2788 |
|
Open position
P/L |
$0,0000 |
| Gross Profit |
|
$12 070,8389 |
|
Gross Loss |
|
($7 105,5601) |
| |
|
|
|
|
|
|
| Total # of
trades |
79
|
|
Percent
profitable |
44,30% |
| Number winning
trades |
35 |
|
Number losing
trades |
44 |
| |
|
|
|
|
|
|
| Largest
winning trade |
$1 120,7800 |
|
Largest losing
trade |
($712,8200) |
| Average
winning trade |
$344,8811 |
|
Average losing
trade |
($161,4900) |
| Ratio avg
win/avg loss |
2,1356 |
|
Avg trade (win
& loss) |
$62,8516 |
| |
|
|
|
|
|
|
| Max consec.
Winners |
6 |
|
Max consec.
losers |
6 |
| Avg # bars in
winners |
34 |
|
Avg # bars in
losers |
13 |
| |
|
|
|
|
|
|
| Max intraday
drawdown |
($1 118,1802) |
|
|
|
|
| Profit Factor |
|
1,6988 |
|
Max #
contracts held |
8 800 |
| Account size
required |
$1 118,1802 |
|
Return on
account |
444,05% |
|
|
