TradeStation Strategy
Performance Report
|
| TradeStation
Strategy Performance Report -
Chen_Fraktal JPY A0-FX-Daily |
| |
| Performance Summary: All
Trades |
| |
| Total
Net Profit |
|
$10 557,3018 |
|
Open position
P/L |
$216,9000 |
| Gross
Profit |
|
$23 777,2012 |
|
Gross Loss |
|
($13 219,8994) |
| |
|
|
|
|
|
|
| Total
# of trades |
|
189 |
|
Percent
profitable |
42,86% |
| Number
winning trades |
|
81 |
|
Number losing
trades |
108 |
| |
|
|
|
|
|
|
| Largest
winning trade |
|
$1 633,3999 |
|
Largest losing
trade |
($327,6000) |
| Average
winning trade |
|
$293,5457 |
|
Average losing
trade |
($122,4065) |
| Ratio
avg win/avg loss |
|
2,3981 |
|
Avg trade (win
& loss) |
$55,8587 |
| |
|
|
|
|
|
|
| Max
consec. Winners |
|
7 |
|
Max consec.
losers |
6 |
| Avg
# bars in winners |
|
32 |
|
Avg # bars in
losers |
10 |
| |
|
|
|
|
|
|
| Max
intraday drawdown |
|
($1 316,6995) |
|
|
|
|
| Profit
Factor |
|
1,7986 |
|
Max #
contracts held |
120 |
| Account
size required |
|
$1 316,6995 |
|
Return on
account |
801,80% |
|
| |
| Performance Summary: Long
Trades |
| |
| Total Net
Profit |
$4 362,9004 |
|
Open position
P/L |
$216,9000 |
| Gross Profit |
|
$10 876,2002 |
|
Gross Loss |
|
($6 513,2998) |
| |
|
|
|
|
|
|
| Total # of
trades |
95 |
|
Percent
profitable |
43,16% |
| Number winning
trades |
41 |
|
Number losing
trades |
54 |
| |
|
|
|
|
|
|
| Largest
winning trade |
$1 633,3999 |
|
Largest losing
trade |
($289,6000) |
| Average
winning trade |
$265,2732 |
|
Average losing
trade |
($120,6167) |
| Ratio avg
win/avg loss |
2,1993 |
|
Avg trade (win
& loss) |
$45,9253 |
| |
|
|
|
|
|
|
| Max consec.
Winners |
6 |
|
Max consec.
losers |
6 |
| Avg # bars in
winners |
34 |
|
Avg # bars in
losers |
10 |
| |
|
|
|
|
|
|
| Max intraday
drawdown |
($1 305,9999) |
|
|
|
|
| Profit Factor |
|
1,6698 |
|
Max #
contracts held |
110 |
| Account size
required |
$1 305,9999 |
|
Return on
account |
334,07% |
|
| |
| Performance Summary:
Short Trades |
| |
| Total Net
Profit |
$6 194,4009 |
|
Open position
P/L |
$0,0000 |
| Gross Profit |
|
$12 901,0010 |
|
Gross Loss |
|
($6 706,6001) |
| |
|
|
|
|
|
|
| Total # of
trades |
94 |
|
Percent
profitable |
42,55% |
| Number winning
trades |
40 |
|
Number losing
trades |
54 |
| |
|
|
|
|
|
|
| Largest
winning trade |
$1 482,0000 |
|
Largest losing
trade |
($327,6000) |
| Average
winning trade |
$322,5250 |
|
Average losing
trade |
($124,1963) |
| Ratio avg
win/avg loss |
2,5969 |
|
Avg trade (win
& loss) |
$65,8979 |
| |
|
|
|
|
|
|
| Max consec.
Winners |
4 |
|
Max consec.
losers |
5 |
| Avg # bars in
winners |
31 |
|
Avg # bars in
losers |
10 |
| |
|
|
|
|
|
|
| Max intraday
drawdown |
($1 933,8988) |
|
|
|
|
| Profit Factor |
|
1,9236 |
|
Max #
contracts held |
120 |
| Account size
required |
$1 933,8988 |
|
Return on
account |
320,31% |
|
|
