Settings 1
TradeStation Strategy Performance Report
Settings
Initial Capital $0.00
Commission $0.00
Slippage $0.00
Interest Rate 0.00%
Version Type
Version Number
Symbol
Description
Compression
Start Date
End Date
Display Periods 0
Number of Standard Deviations 0
Printed using Portfolio Maximizer by Omega Research Version 4.0
Summary 1
TradeStation Strategy Performance Report
TradeStation Strategy Performance Report - Abraham System NDQ A0-FX-Daily (29/05/2019-27/04/2021)
Performance Summary: All Trades
Total Net Profit $4,083,000.00 Open position P/L ($12,190,902.00)
Gross Profit $5,623,000.00 Gross Loss ($1,540,000.00)
Total # of trades 7 Percent profitable 57.14%
Number winning trades 4 Number losing trades 3
Largest winning trade $3,561,000.25 Largest losing trade ($896,000.06)
Average winning trade $1,405,750.00 Average losing trade ($513,333.33)
Ratio avg win/avg loss 2.74 Avg trade (win & loss) $583,285.71
Max consec. Winners 3 Max consec. losers 2
Avg # bars in winners 60 Avg # bars in losers 16
Max intraday drawdown ($2,020,000.00)
Profit Factor 3.65 Max # contracts held 100
Account size required $2,020,000.00 Return on account 202.13%
Performance Summary: Long Trades
Total Net Profit $4,154,000.50 Open position P/L ($12,190,902.00)
Gross Profit $4,691,000.50 Gross Loss ($537,000.00)
Total # of trades 3 Percent profitable 66.67%
Number winning trades 2 Number losing trades 1
Largest winning trade $3,561,000.25 Largest losing trade ($537,000.00)
Average winning trade $2,345,500.25 Average losing trade ($537,000.00)
Ratio avg win/avg loss 4.37 Avg trade (win & loss) $1,384,666.83
Max consec. Winners 1 Max consec. losers 1
Avg # bars in winners 90 Avg # bars in losers 13
Max intraday drawdown ($1,124,000.00)
Profit Factor 8.74 Max # contracts held 100
Account size required $1,124,000.00 Return on account 369.57%
Performance Summary: Short Trades
Total Net Profit ($71,000.00) Open position P/L $0.00
Gross Profit $932,000.06 Gross Loss ($1,003,000.06)
Total # of trades 4 Percent profitable 50.00%
Number winning trades 2 Number losing trades 2
Largest winning trade $863,000.06 Largest losing trade ($896,000.06)
Average winning trade $466,000.03 Average losing trade ($501,500.03)
Ratio avg win/avg loss .93 Avg trade (win & loss) ($17,750.00)
Max consec. Winners 2 Max consec. losers 2
Avg # bars in winners 30 Avg # bars in losers 17
Max intraday drawdown ($1,028,000.06)
Profit Factor .93 Max # contracts held 100
Account size required $1,028,000.06 Return on account -6.91%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Trades 1
Contracts % Profit Run-up Entry Eff. Total
Date Price
Trade # Profit Cum Profit Drawdown Exit Eff. Efficiency
Type
1 25/02/2020 9099.00 100 9.48% 2476000.12 95.34%
Sell 10/04/2020 8236.00 $863,000.04 $863,000.04 (121000.01) 37.89% 33.23%
2 10/04/2020 8236.00 100 43.24% 4225000.20 96.22%
Buy 04/09/2020 11797.00 $3,561,000.17 $4,424,000.21 (166000.01) 84.88% 81.10%
3 04/09/2020 11797.00 100 0.58% 1142000.05 96.53%
Sell 10/10/2020 11728.00 $69,000.00 $4,493,000.21 (41000.00) 9.30% 5.83%
4 10/10/2020 11728.00 100 (4.58%) 517000.02 46.04%
Buy 29/10/2020 11191.00 ($537,000.03) $3,956,000.19 (606000.03) 6.14% (47.82%)
5 29/10/2020 11191.00 100 (8.01%) 252000.01 21.45%
Sell 06/11/2020 12087.00 ($896,000.04) $3,060,000.15 (923000.04) 2.30% (76.26%)
6 06/11/2020 12087.00 100 9.35% 1809000.09 75.50%
Buy 23/02/2021 13217.00 $1,130,000.05 $4,190,000.20 (587000.03) 71.66% 47.16%
7 23/02/2021 13217.00 100 (0.81%) 1012000.05 88.46%
Sell 02/04/2021 13324.00 ($107,000.01) $4,083,000.19 (132000.01) 2.19% (9.35%)
8 02/04/2021 13324.00 100 -- 731000.03 --
Buy Open -- -- -- (21000.00) -- --
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Analysis 1
TradeStation Strategy Performance Report
TradeStation Strategy Performance Report - Abraham System NDQ A0-FX-Daily (29/05/2019-27/04/2021)
Strategy Analysis
Net Profit $4,083,000.19 Open Position $694,000.03
Gross Profit $5,623,000.27 Interest Earned $3,712.33
Gross Loss ($1,540,000.07) Commission Paid $0.00
Percent profitable 57.14% Profit factor 3.65
Ratio avg. win/avg. loss 2.74 Adjusted profit factor 1.16
Annual Rate of Return 2866.51% Sharpe Ratio N/A
Return on Initial Capital 4083.00% Return Retracement Ratio 153.26
Return on Max. Drawdown 132.01% K-Ratio N/A
Buy/Hold return 54.06% RINA Index 20.52
Cumulative return 44.87% Percent in the market 61.29%
Adjusted Net Profit $382,380.60 Select Net Profit $4,083,000.19
Adjusted Gross Profit $2,811,500.13 Select Gross Profit $5,623,000.27
Adjusted Gross Loss ($2,429,119.53) Select Gross Loss ($1,540,000.07)
Total Trade Analysis
Number of total trades 7
Average trade $583,285.74 Avg. trade ± 1 STDEV $2,079,293.25 / ($912,721.76)
1 Std. Deviation (STDEV) $1,496,007.50 Coefficient of variation 256.48%
Run-up
Maximum Run-up $4,225,000.20 Max. Run-up Date 03/09/2020
Average Run-up $1,520,500.07 Avg. trade ± 1 STDEV $2,827,174.32 / $213,825.82
1 Std. Deviation (STDEV) $1,306,674.25 Coefficient of variation 85.94%
Drawdown
Maximum Drawdown ($923,000.04) Max. Drawdown Date 06/11/2020
Average Drawdown ($324,625.02) Avg. trade ± 1 STDEV $0.00 / ($658,952.90)
1 Std. Deviation (STDEV) $334,327.89 Coefficient of variation 102.99%
Reward/Risk Ratios
Net Prft/Largest Loss 4.56 Net Prft/Max Drawdown 4.42
Adj Net Prft/Largest Loss 0.43 Adj Net Prft/Max Drawdown 0.41
Outlier Trades Total Trades Profit/Loss
Positive outliers 0 $0.00
Negative outliers 0 $0.00
Total outliers 0 $0.00
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Analysis 2
Efficiency Analysis
Total Efficiency
Average Total Efficiency 4.84% Avg. trade ± 1 STDEV 59.56% / -49.88%
1 Std. Deviation (STDEV) 54.72% Coefficient of variation 1129.99%
Entry Efficiency
Average Entry Efficiency 74.22% Avg. trade ± 1 STDEV 103.69% / 44.75%
1 Std. Deviation (STDEV) 29.47% Coefficient of variation 39.71%
Exit Efficiency
Average Exit Efficiency 30.62% Avg. trade ± 1 STDEV 65.61% / -4.37%
1 Std. Deviation (STDEV) 34.99% Coefficient of variation 114.26%
Open Position Analysis
Open Average Percent
Position Trade of Average
Unrealized Profit/Loss $694,000.03 $583,285.74 18.98%
Time in trade (Days) 26.00 57.43 45.27%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Annual 1
TradeStation Strategy Performance Report
Annual Trading Summary
Annual Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
YTD $966,000.05 24.70% 10.03 3 66.67%
12 month $3,035,000.14 164.77% 2.17 18 72.22%
20 $3,811,000.18 3811.00% 3.66 6 66.67%
Annual Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
21 $966,000.05 24.70% 10.03 3 66.67%
20-21 $4,777,000.23 4777.00% 4.10 9 66.67%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Monthly 1
TradeStation Strategy Performance Report
Monthly Trading Summary
Monthly Average Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
January $35,000.00 0.89% N/A 1.00 100.00%
February $608,500.03 288.81% N/A 1.50 100.00%
March $354,000.02 52.26% N/A 1.00 100.00%
April $374,000.02 21.03% 1.91 2.00 50.00%
May $470,000.02 25.52% N/A 1.00 100.00%
June $397,000.02 17.17% N/A 1.00 100.00%
July $904,000.04 33.37% N/A 1.00 100.00%
August $1,113,000.05 30.81% N/A 1.00 100.00%
September $279,000.01 5.90% 2.38 2.00 50.00%
October ($842,000.04) (16.82%) 0.11 3.00 33.33%
November ($821,000.04) (19.72%) 0.18 2.00 50.00%
December $569,000.03 17.03% N/A 1.00 100.00%
Monthly Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
4/21 $255,000.01 5.52% 1.58 2 50.00%
3/21 $20,000.00 0.43% N/A 1 100.00%
2/21 $656,000.03 16.62% N/A 2 100.00%
1/21 $35,000.00 0.89% N/A 1 100.00%
12/20 $569,000.03 17.03% N/A 1 100.00%
11/20 ($821,000.04) (19.72%) 0.18 2 50.00%
10/20 ($842,000.04) (16.82%) 0.11 3 33.33%
9/20 $279,000.01 5.90% 2.38 2 50.00%
8/20 $1,113,000.05 30.81% N/A 1 100.00%
7/20 $904,000.04 33.37% N/A 1 100.00%
6/20 $397,000.02 17.17% N/A 1 100.00%
5/20 $470,000.02 25.52% N/A 1 100.00%
4/20 $493,000.02 36.55% 2.28 2 50.00%
3/20 $688,000.03 104.08% N/A 1 100.00%
2/20 $561,000.03 561.00% N/A 1 100.00%
Monthly Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
4/21 $255,000.01 5.52% 1.58 2 50.00%
3/21-4/21 $275,000.01 5.98% 1.63 3 66.67%
2/21-4/21 $931,000.04 23.59% 3.12 5 80.00%
1/21-4/21 $966,000.05 24.70% 3.20 6 83.33%
12/20-4/21 $1,535,000.07 45.93% 4.50 7 85.71%
11/20-4/21 $714,000.03 17.15% 1.50 9 77.78%
10/20-4/21 ($128,000.01) (2.56%) 0.95 12 66.67%
9/20-4/21 $151,000.01 3.20% 1.06 14 64.29%
8/20-4/21 $1,264,000.06 34.98% 1.49 15 66.67%
7/20-4/21 $2,168,000.10 80.03% 1.84 16 68.75%
6/20-4/21 $2,565,000.12 110.94% 1.99 17 70.59%
5/20-4/21 $3,035,000.14 164.77% 2.17 18 72.22%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Monthly 2
4/20-4/21 $3,528,000.17 261.53% 2.18 20 70.00%
3/20-4/21 $4,216,000.20 637.82% 2.42 21 71.43%
2/20-4/21 $4,777,000.23 4777.00% 2.60 22 72.73%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Weekly 1
TradeStation Strategy Performance Report
Weekly Trading Summary
Weekly Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
26/04/2021 $116,000.01 2.44% N/A 1 100.00%
19/04/2021 ($122,000.01) (2.50%) 0.00 1 0.00%
12/04/2021 $216,000.01 4.63% N/A 1 100.00%
05/04/2021 $439,000.02 10.38% N/A 1 100.00%
29/03/2021 ($323,000.02) (7.10%) 0.12 2 50.00%
22/03/2021 ($133,000.01) (2.84%) 0.00 1 0.00%
15/03/2021 $110,000.01 2.40% N/A 1 100.00%
08/03/2021 ($283,000.01) (5.83%) 0.00 1 0.00%
01/03/2021 $255,000.01 5.54% N/A 1 100.00%
22/02/2021 ($41,000.00) (0.88%) 0.88 2 50.00%
15/02/2021 ($244,000.01) (4.99%) 0.00 1 0.00%
08/02/2021 $213,000.01 4.56% N/A 1 100.00%
01/02/2021 $728,000.03 18.45% N/A 1 100.00%
25/01/2021 ($479,000.02) (10.82%) 0.00 1 0.00%
18/01/2021 $596,000.03 15.57% N/A 1 100.00%
11/01/2021 ($364,000.02) (8.68%) 0.00 1 0.00%
04/01/2021 $306,000.01 7.87% N/A 1 100.00%
28/12/2020 $117,000.01 3.10% N/A 1 100.00%
21/12/2020 ($50,000.00) (1.31%) 0.00 1 0.00%
14/12/2020 $377,000.02 10.95% N/A 1 100.00%
07/12/2020 ($135,000.01) (3.77%) 0.00 1 0.00%
30/11/2020 $236,000.01 7.06% N/A 1 100.00%
23/11/2020 $365,000.02 12.26% N/A 1 100.00%
16/11/2020 ($36,000.00) (1.19%) 0.00 1 0.00%
09/11/2020 ($146,000.01) (4.62%) 0.00 1 0.00%
02/11/2020 ($1,004,000.05) (24.12%) 0.00 2 0.00%
26/10/2020 ($368,000.02) (8.12%) 0.23 2 50.00%
19/10/2020 ($127,000.01) (2.73%) 0.00 1 0.00%
12/10/2020 $65,000.00 1.42% N/A 1 100.00%
05/10/2020 ($481,000.02) (9.48%) 0.00 2 0.00%
28/09/2020 ($120,000.01) (2.31%) 0.00 1 0.00%
21/09/2020 ($201,000.01) (3.73%) 0.00 1 0.00%
14/09/2020 $141,000.01 2.68% N/A 1 100.00%
07/09/2020 $474,000.02 9.92% N/A 1 100.00%
31/08/2020 $54,000.00 1.14% 1.27 2 50.00%
24/08/2020 $440,000.02 10.27% N/A 1 100.00%
17/08/2020 $414,000.02 10.69% N/A 1 100.00%
10/08/2020 $18,000.00 0.47% N/A 1 100.00%
03/08/2020 $210,000.01 5.76% N/A 1 100.00%
27/07/2020 $457,000.02 14.34% N/A 1 100.00%
20/07/2020 ($161,000.01) (4.81%) 0.00 1 0.00%
Weekly Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
26/04/2021 $116,000.01 2.44% N/A 1 100.00%
19/04/2021-01/05/2021 ($6,000.00) (0.12%) 0.95 2 50.00%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Weekly 2
12/04/2021-01/05/2021 $210,000.01 4.50% 2.72 3 66.67%
05/04/2021-01/05/2021 $649,000.03 15.35% 6.32 4 75.00%
29/03/2021-01/05/2021 $326,000.02 7.16% 1.67 6 66.67%
22/03/2021-01/05/2021 $193,000.01 4.12% 1.31 7 57.14%
15/03/2021-01/05/2021 $303,000.01 6.62% 1.49 8 62.50%
08/03/2021-01/05/2021 $20,000.00 0.41% 1.02 9 55.56%
01/03/2021-01/05/2021 $275,000.01 5.98% 1.30 10 60.00%
22/02/2021-01/05/2021 $234,000.01 5.04% 1.19 12 58.33%
15/02/2021-01/05/2021 ($10,000.00) (0.20%) 0.99 13 53.85%
08/02/2021-01/05/2021 $203,000.01 4.34% 1.14 14 57.14%
01/02/2021-01/05/2021 $931,000.04 23.59% 1.62 15 60.00%
25/01/2021-01/05/2021 $452,000.02 10.21% 1.23 16 56.25%
18/01/2021-01/05/2021 $1,048,000.05 27.37% 1.53 17 58.82%
11/01/2021-01/05/2021 $684,000.03 16.31% 1.29 18 55.56%
04/01/2021-01/05/2021 $990,000.05 25.47% 1.42 19 57.89%
28/12/2020-01/05/2021 $1,107,000.05 29.36% 1.47 20 60.00%
21/12/2020-01/05/2021 $1,057,000.05 27.67% 1.44 21 57.14%
14/12/2020-01/05/2021 $1,434,000.07 41.65% 1.60 22 59.09%
07/12/2020-01/05/2021 $1,299,000.06 36.31% 1.51 23 56.52%
30/11/2020-01/05/2021 $1,535,000.07 45.93% 1.61 24 58.33%
23/11/2020-01/05/2021 $1,900,000.09 63.82% 1.75 25 60.00%
16/11/2020-01/05/2021 $1,864,000.09 61.87% 1.73 26 57.69%
09/11/2020-01/05/2021 $1,718,000.08 54.38% 1.63 27 55.56%
02/11/2020-01/05/2021 $714,000.03 17.15% 1.19 29 51.72%
26/10/2020-01/05/2021 $346,000.02 7.64% 1.08 31 51.61%
19/10/2020-01/05/2021 $219,000.01 4.70% 1.05 32 50.00%
12/10/2020-01/05/2021 $284,000.01 6.18% 1.07 33 51.52%
05/10/2020-01/05/2021 ($197,000.01) (3.88%) 0.96 35 48.57%
28/09/2020-01/05/2021 ($317,000.02) (6.10%) 0.94 36 47.22%
21/09/2020-01/05/2021 ($518,000.02) (9.60%) 0.90 37 45.95%
14/09/2020-01/05/2021 ($377,000.02) (7.18%) 0.93 38 47.37%
07/09/2020-01/05/2021 $97,000.00 2.03% 1.02 39 48.72%
31/08/2020-01/05/2021 $151,000.01 3.20% 1.03 41 48.78%
24/08/2020-01/05/2021 $591,000.03 13.79% 1.11 42 50.00%
17/08/2020-01/05/2021 $1,005,000.05 25.96% 1.19 43 51.16%
10/08/2020-01/05/2021 $1,023,000.05 26.54% 1.19 44 52.27%
03/08/2020-01/05/2021 $1,233,000.06 33.84% 1.23 45 53.33%
27/07/2020-01/05/2021 $1,690,000.08 53.03% 1.32 46 54.35%
20/07/2020-01/05/2021 $1,529,000.07 45.67% 1.28 47 53.19%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Daily 1
TradeStation Strategy Performance Report
Daily Trading Summary
Daily Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
4/27 $116,000.01 2.44% N/A 0 N/A
4/24 $143,000.01 3.10% N/A 0 N/A
4/23 ($129,000.01) (2.72%) N/A 0 N/A
4/22 $157,000.01 3.42% N/A 0 N/A
4/21 ($159,000.01) (3.35%) N/A 0 N/A
4/20 ($134,000.01) (2.74%) N/A 0 N/A
4/17 $29,000.00 0.60% N/A 0 N/A
4/16 $172,000.01 3.67% N/A 0 N/A
4/15 ($148,000.01) (3.06%) N/A 0 N/A
4/14 $151,000.01 3.23% N/A 0 N/A
4/13 $12,000.00 0.26% N/A 0 N/A
4/10 $23,000.00 0.50% N/A 0 N/A
4/09 $167,000.01 3.73% N/A 0 N/A
4/08 $38,000.00 0.86% N/A 0 N/A
4/07 ($16,000.00) (0.36%) N/A 0 N/A
4/06 $227,000.01 5.37% N/A 0 N/A
4/03 $45,000.00 1.08% N/A 0 N/A
4/02 ($239,000.01) (5.40%) 0.00 1 0.00%
4/01 ($200,000.01) (4.33%) 0.00 1 0.00%
3/31 $76,000.00 1.67% N/A 1 100.00%
3/30 ($5,000.00) (0.11%) 0.00 1 0.00%
3/27 ($177,000.01) (3.74%) 0.00 1 0.00%
3/26 $26,000.00 0.55% N/A 1 100.00%
3/25 $231,000.01 5.17% N/A 1 100.00%
3/24 $39,000.00 0.88% N/A 1 100.00%
3/23 ($252,000.01) (5.38%) 0.00 1 0.00%
3/20 ($27,000.00) (0.57%) 0.00 1 0.00%
3/19 $394,000.02 9.13% N/A 1 100.00%
3/18 ($17,000.00) (0.39%) 0.00 1 0.00%
3/17 ($108,000.01) (2.43%) 0.00 1 0.00%
3/16 ($132,000.01) (2.89%) 0.00 1 0.00%
3/13 $110,000.01 2.46% N/A 1 100.00%
3/12 ($257,000.01) (5.44%) 0.00 1 0.00%
3/11 $0.00 0.00% N/A 1 0.00%
3/10 ($458,000.02) (8.84%) 0.00 1 0.00%
3/09 $322,000.02 6.63% N/A 1 100.00%
3/06 ($222,000.01) (4.37%) 0.00 1 0.00%
3/05 $247,000.01 5.11% N/A 1 100.00%
3/04 $376,000.02 8.44% N/A 1 100.00%
3/03 $258,000.01 6.15% N/A 1 100.00%
3/02 ($404,000.02) (8.78%) 0.00 1 0.00%
Daily Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
4/27 $116,000.01 2.44% N/A 0 N/A
4/24-4/27 $259,000.01 5.61% N/A 0 N/A
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Daily 2
4/23-4/27 $130,000.01 2.74% 2.01 0 N/A
4/22-4/27 $287,000.01 6.25% 3.22 0 N/A
4/21-4/27 $128,000.01 2.70% 1.44 0 N/A
4/20-4/27 ($6,000.00) (0.12%) 0.99 0 N/A
4/17-4/27 $23,000.00 0.47% 1.05 0 N/A
4/16-4/27 $195,000.01 4.16% 1.46 0 N/A
4/15-4/27 $47,000.00 0.97% 1.08 0 N/A
4/14-4/27 $198,000.01 4.23% 1.35 0 N/A
4/13-4/27 $210,000.01 4.50% 1.37 0 N/A
4/10-4/27 $233,000.01 5.02% 1.41 0 N/A
4/09-4/27 $400,000.02 8.93% 1.70 0 N/A
4/08-4/27 $438,000.02 9.87% 1.77 0 N/A
4/07-4/27 $422,000.02 9.47% 1.72 0 N/A
4/06-4/27 $649,000.03 15.35% 2.11 0 N/A
4/03-4/27 $694,000.03 16.59% 2.18 0 N/A
4/02-4/27 $455,000.02 10.29% 1.55 1 1200.00%
4/01-4/27 $255,000.01 5.52% 1.25 2 600.00%
3/31-4/27 $331,000.02 7.28% 1.32 3 433.33%
3/30-4/27 $326,000.02 7.16% 1.32 4 325.00%
3/27-4/27 $149,000.01 3.15% 1.12 5 260.00%
3/26-4/27 $175,000.01 3.72% 1.14 6 233.33%
3/25-4/27 $406,000.02 9.08% 1.34 7 214.29%
3/24-4/27 $445,000.02 10.04% 1.37 8 200.00%
3/23-4/27 $193,000.01 4.12% 1.13 9 177.78%
3/20-4/27 $166,000.01 3.52% 1.11 10 160.00%
3/19-4/27 $560,000.03 12.97% 1.38 11 154.55%
3/18-4/27 $543,000.03 12.53% 1.36 12 141.67%
3/17-4/27 $435,000.02 9.79% 1.27 13 130.77%
3/16-4/27 $303,000.01 6.62% 1.17 14 121.43%
3/13-4/27 $413,000.02 9.25% 1.24 15 120.00%
3/12-4/27 $156,000.01 3.30% 1.08 16 112.50%
3/11-4/27 $156,000.01 3.30% 1.08 17 105.88%
3/10-4/27 ($302,000.01) (5.83%) 0.88 18 100.00%
3/09-4/27 $20,000.00 0.41% 1.01 19 100.00%
3/06-4/27 ($202,000.01) (3.98%) 0.92 20 95.00%
3/05-4/27 $45,000.00 0.93% 1.02 21 95.24%
3/04-4/27 $421,000.02 9.45% 1.16 22 95.45%
3/03-4/27 $679,000.03 16.17% 1.25 23 95.65%
3/02-4/27 $275,000.01 5.98% 1.09 24 91.67%
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Win | Loss 1
TradeStation Strategy Performance Report
Winning Trade Analysis
Number of winning trades 4
Avg. winning trade $1,405,750.07 Avg. win ± 1 STDEV $2,911,585.32 / ($100,085.18)
1 Std. Deviation (STDEV) $1,505,835.25 Coefficient of variation 107.12%
Largest profit $3,561,000.17 Largest consec. profit $4,493,000.21
% of Net Profit 87.22% % of Net Profit 110.04%
Consecutive Winning Series Data
Consec. # of Average Average Loss
Winners Series Gain/Series Next Trade
1 1 $1,130,000.05 ($107,000.01)
2 0 $0.00 $0.00
3 1 $4,493,000.21 ($537,000.03)
Losing Trade Analysis
Number of losing trades 3
Avg. losing trade ($513,333.36) Avg. loss ± 1 STDEV ($118,301.27) / ($908,365.44)
1 Std. Deviation (STDEV) $395,032.08 Coefficient of variation 76.95%
Largest loss ($896,000.04) Largest consec. loss ($1,433,000.07)
% of Net Profit 21.94% % of Net Profit 35.10%
Consecutive Losing Series Data
Consec. # of Average Average Gain
Losers Series Loss/Series Next Trade
1 1 ($107,000.01) $0.00
2 1 ($1,433,000.07) $1,130,000.05
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
Time 1
TradeStation Strategy Performance Report
Time Analysis (Days)
Trading period
Years 1.17
Months 14.01
Weeks 60.69
Days 426.00
Time in the market 428
Percent in the market 61.29%
Longest flat period 0.00
Avg. time in trades 57.43
Avg. time between trades 0.00
Avg. time in winning trades 84.25
Avg. time between winning trades 8.67
Avg. time in losing trades 21.67
Avg. time between losing trades 54.00
Equity Curve Analysis
Avg. time between peaks (days) N/A
Maximum Equity Run-up (daily) $5,687,000.27 22/9/2020 -27080.95%
Maximum Equity Drawdown (daily) ($3,093,000.15) 11/11/2020 54.59%
Average Monthly Return
Standard Deviation of Monthly Returns
27/04/2021 5:26:33 AM Printed using TradeStation 2000i by Omega Research, Inc. (c) 1999
